THE EFFECTS OF DIVIDEND YIELD, EARNING VOLATILITY AND LEVERAGE ON STOCK PRICE VOLATILITY OF MINING SECTOR LISTED IN INDONESIA STOCK EXCHANGE PERIOD 2015 - 2018

ULTIMA MANAJEMEN

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Title THE EFFECTS OF DIVIDEND YIELD, EARNING VOLATILITY AND LEVERAGE ON STOCK PRICE VOLATILITY OF MINING SECTOR LISTED IN INDONESIA STOCK EXCHANGE PERIOD 2015 - 2018
PENGARUH DIVIDEND YIELD, EARNING VOLATILITY DAN LEVERAGE TERHADAP STOCK PRICE VOLATILITY PADA SEKTOR PERTAMBANGAN YANG TERDAFTAR DI BURSA EFEK INDONESIA PERIODE 2015 - 2018
 
Creator Dewi, Cynthia Sari
 
Description This study aims to determine the dominant factors affecting the company's stock price volatility of mining companies, which are listed on Indonesia Stock Exchange. During the period 2015 to 2018. This type of research is the study of causality by using quantitative data. The data used in this research are that the financial statements have been audited andpublished through the company’s website. The independent variable in this study is the dividend yield (DY), earning volatility (EV) and leverage (LEV) while the stock price volatility (SPV) is the dependent variable. This study uses population data (census) of thirteen companies. The results of this study are dividend yield (DY), earning volatility (EV) and leverage (LEV) simultaneously affect stock price volatility (SPV) at a significance level 5%. Dividen yield (DY) has a significant effect on stock price volatility (SPV), while earning volatility (EV) and leverage (LEV) no significant effect on stock price volatility (SPV) at the 95% confidence level. Adjusted R Square shows 0,122, meaning that only 12,2% of dependent variable stock price volatility can be explained by the independent variables in regression models of this study while the remaining 87,8% is explained by other variables not included in the study this.
Penelitian ini bertujuan untuk mengetahui factor dominan yag mempengaruhi volatilitas harga saham pada sector pertambangan yang terdaftar di Bursa efek Indonesia. Selama periode 2015 hingga 2018. Jenis penelitian ini adalah studi kausalitas dengan menggunakan data kuantitatif. Data yang digunakan dalam penelitian ini adalah laporan keuangan yang telah diaudit dan dipublikasikan melalui situs web perusahaan. Teknik pengambilan sampel yang digunakan adalah judgemental sampling. Variable independen dalam penelitian ini adalah dividend yield (DY), earning volatility (EV) dan Leverage (LEV) sedangkan stock price volatility (SPV) adalah variable dependen. Jumlah sampel setiap tahun sebanyak 13 perusahaan. Hasil penelitian ini dividend yield (DY), earning volatility (EV) dan Leverage (LEV) secara simultan berpengaruh terhadap stock price volatility (SPV) pada level signifikasi 5%. Dividend yield (DY) berpengaruh signifikan terhadap stock price volatility (SPV), sedangkan Earning volatility (EV) dan Leverage (LEV) tidak berpengaruh signifikan terhadap stock price volatility (SPV) pada confidence level 95%. Adjusted R square menunjukkan 0,065(6,5%) artinya hanya 6,5% dari variable dependen yaitu stock price volatility (SPV) dapat dijelaskan oleh varibel independe dalam model regresi penelitian ini, sedangkan 93,5% dijelaskan oleh variable lain yang tidak termasuk dalam penelitian ini.
 
Publisher Universitas Multimedia Nusantara
 
Date 2020-01-15
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
 
Format application/pdf
 
Identifier http://ejournals.umn.ac.id/index.php/manajemen/article/view/1233
10.31937/manajemen.v11i1.1233
 
Source ULTIMA Management; Vol 11 No 1 (2019): Ultima Management : Jurnal Ilmu Manajemen; 27-38
Ultima Management : Jurnal Ilmu Manajemen; Vol 11 No 1 (2019): Ultima Management : Jurnal Ilmu Manajemen; 27-38
2549-404X
2085-4587
10.31937/manajemen.v11i1
 
Language ind
 
Relation http://ejournals.umn.ac.id/index.php/manajemen/article/view/1233/852
 
Rights Copyright (c) 2019 Ultima Management : Jurnal Ilmu Manajemen
 

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