文章基本信息

标题：THE COMPANY FUNDAMENTAL FACTORS AND SYSTEMATIC RISK IN INCREASING STOCK PRICE
其他标题：FAKTOR FUNDAMENTAL PERUSAHAAN DAN RISIKO SISTEMATIS DALAM MENINGKATKAN HARGA SAHAM
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作者：Atika Jauharia Hatta ; Atika Jauharia Hatta ; Bambang Sugeng Dwiyanto 等
期刊名称：Journal of Economics, Business & Accountancy
印刷版ISSN：2087-3735
电子版ISSN：2088-785X
出版年度：2012
卷号：15
期号：2
页码：245-256
DOI：10.14414/jebav.v15i2.78
语种：English
出版社：Pusat Penelitian dan Pengabdian Masyarakat Sekolah Tinggi Ilmu Ekonomi (PPPM STIE)
摘要：Some factors in increasing stock price can be interesting when they are scrutinized. Whataffects the stock price so far has been the pursuit of any business recently. The research isaimed at identifying the effect of company fundamental factors (Earning per Share, PriceEarning Ratio, Debt to Equity Ratio, Current Ratio, Net Profit Margin, Dividend Payout Ratio,Return on Asset) to stock price and the extent of Beta (?) effect as measurement of systematicrisk in explaining the variance of prices in Indonesian Stock Exchange. Using regressionanalysis and McKinnon, White, and Davidson test (MWD test), the result found that thefunctional relational model is linier-log. According to the result of estimation to stock prices,it is discovered that EPS, PER, and HSM variables have positive and significant effects tostock prices, while DER and NPM variables have negative and significant effects. EPS is thedominant variable with strong relation to stock prices.
其他摘要：Beberapa faktor dalam meningkatkan harga saham sangat penting ketika diteliti. Hal-hal yang mempengaruhi harga saham sejauh ini merupakan tujuan usaha tersebut. Penelitian ini bertujuan untuk mengidentifikasi pengaruh faktor fundamental perusahaan (Earnin
关键词：Stock Price;Company Fundamental Factors;Systematic Risk;Beta;MWD Test
其他关键词：harga saham; faktor fundamental perusahaan; risiko sistematis; beta; uji MWD