Analisis Faktor Fundamental dan Non-Fundamental Terhadap Beta Saham Syariah Perusahaan Di Jakarta Islamic Index (JII)
Syi’ar Iqtishadi
View Publication Info| Field | Value | |
| Title |
Analisis Faktor Fundamental dan Non-Fundamental Terhadap Beta Saham Syariah Perusahaan Di Jakarta Islamic Index (JII)
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| Creator |
Sulistia, Nova; Universitas Sultan Ageng Tirtayasa
Badina, Tenny; Universitas Sultan Ageng Tirtayasa Rosiana, Rita; Universitas Sultan Ageng Tirtayasa |
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| Subject |
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Fundamental Factor, Non-Fundamental Factor, Stock Beta, JII — |
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| Description |
The purpose of this study to examine the effect of the variable Asset Growth, Debt to Asset Ratio, Net Profit Margin, Debt to Equity Ratio, Current Ratio, Stock Price, Exchange Rate, Inflation, and Gross Domestic Product on the beta of companies listed on the Jakarta Islamic Index (JII). The research period was for 8 years (2012-2019) with a total sample of 112 data. Data analysis uses panel data regression with a fixed effect model approach. The results show that the variable Debt to Asset Ratio, Net Profit Margin, Debt to Equity Ratio, Current Ratio, Stock Price, Exchange Rate, Inflation, Gross Domestic Product have a positive effect on stock beta, while Asset Growth variable has no effect on stock beta.
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| Publisher |
Faculty of Economics and Business - Universitas Sultan Ageng Tirtayasa
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| Contributor |
—
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| Date |
2020-11-30
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| Type |
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion Peer-reviewed Article |
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| Format |
application/pdf
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| Identifier |
https://jurnal.untirta.ac.id/index.php/JIEc/article/view/9847
10.35448/jiec.v4i2.9847 |
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| Source |
Syi`ar Iqtishadi : Journal of Islamic Economics, Finance and Banking; Vol 4, No 2 (2020); 118-132
2598-0955 10.35448/jiec.v4i2 |
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| Language |
eng
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| Relation |
https://jurnal.untirta.ac.id/index.php/JIEc/article/view/9847/pdf
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| Rights |
Copyright (c) 2020 Syi`ar Iqtishadi : Journal of Islamic Economics, Finance and Banking
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