Zacky, Chaerul Achmadi (2021) Financial Ratio And Cash Flow Volatility Analysis To Determine Stock Price: The Effect On Banking Stock Return In The Period 2010 – 2019. Sarjana thesis, Universitas Brawijaya.
Abstract
Penelitian ini bertujuan untuk mengetahui pengaruh rasio keuangan dan volatilitas arus kas terhadap return saham perusahaan perbankan tahun 2010 – 2019. Sampel penelitian adalah 15 bank dengan kapitalisasi pasar terbesar. Penelitian ini menggunakan pendekatan kuantitatif dan memanfaatkan data sekunder dari sampel laporan keuangan perusahaan yang diperoleh dari Situs Bursa Efek Indonesia. Selain itu, data penelitian selanjutnya dianalisis menggunakan teknik analisis regresi panel dengan program STATA. Studi ini menyimpulkan bahwa: (1) ROA berpengaruh positif dan signifikan terhadap return saham perusahaan; (2) LDR berpengaruh negatif dan signifikan terhadap return saham perusahaan; (3) NIM tidak memiliki berpengaruh signifikan terhadap return saham perusahaan; (4) Volatilitas Arus Kas memiliki pengaruh negatif dan berpengaruh signifikan terhadap return saham perusahaan; (5) ROA, LDR, NIM, dan arus kas volatilitas secara simultan berpengaruh signifikan terhadap return saham perusahaan perbankan dengan kontribusi signifikan sebesar 22,34%.
English Abstract
This study aims to determine the effect of financial ratios and cash flow volatility on stock returns of banking companies in 2010 - 2019. The samples were 15 banks with the largest market capitalization. The study employed quantitative approach and utilized secondary data from the sample companies’ financial statements obtained from the Indonesia Stock Exchange website. In addition, further research data were analyzed using panel regression analysis techniques with the STATA program. This study concludes that: (1) the ROA has a positive and significant effect on company stock returns; (2) LDR have a negative and significant effect on company stock returns; (3) NIM has no significant effect on company stock returns; (4) Cash Flow Volatility has a negative and significant effect on company stock returns; (5) ROA, LDR, NIM, and cash flow volatility simultaneously have a significant effect the stock returns of banking companies with a significant contribution of 22.34%.
Other obstract
-
| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | 0521020226 |
| Uncontrolled Keywords: | ROA, LDR, NIM, Cash Flow Volatility, stock return, panel regression analysis. |
| Subjects: | 300 Social sciences > 330 Economics |
| Divisions: | Fakultas Ekonomi dan Bisnis > Ilmu Ekonomi |
| Depositing User: | Nur Cholis |
| Date Deposited: | 18 Jan 2022 03:23 |
| Last Modified: | 13 Dec 2023 07:31 |
| URI: | http://repository.ub.ac.id/id/eprint/188438 |
Preview |
Text
145020107121010 - Chaerul Zacky.pdf Download (2MB) | Preview |
Actions (login required)
 |
View Item |