Analisis Faktor Fundamental dan Non-Fundamental Terhadap Beta Saham Syariah Perusahaan Di Jakarta Islamic Index (JII)

Syi’ar Iqtishadi

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Field Value
 
Title Analisis Faktor Fundamental dan Non-Fundamental Terhadap Beta Saham Syariah Perusahaan Di Jakarta Islamic Index (JII)
 
Creator Sulistia, Nova; Universitas Sultan Ageng Tirtayasa
Badina, Tenny; Universitas Sultan Ageng Tirtayasa
Rosiana, Rita; Universitas Sultan Ageng Tirtayasa
 
Subject
Fundamental Factor, Non-Fundamental Factor, Stock Beta, JII

 
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. 
 
Publisher Faculty of Economics and Business - Universitas Sultan Ageng Tirtayasa
 
Contributor
 
Date 2020-11-30
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
 
Format application/pdf
 
Identifier https://jurnal.untirta.ac.id/index.php/JIEc/article/view/9847
10.35448/jiec.v4i2.9847
 
Source Syi`ar Iqtishadi : Journal of Islamic Economics, Finance and Banking; Vol 4, No 2 (2020); 118-132
2598-0955
10.35448/jiec.v4i2
 
Language eng
 
Relation https://jurnal.untirta.ac.id/index.php/JIEc/article/view/9847/pdf
 
Rights Copyright (c) 2020 Syi`ar Iqtishadi : Journal of Islamic Economics, Finance and Banking
 

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