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The Influence of Fundamental Factors and Systematic Risk to Stock Prices on Companies Listed in the Indonesian Stock Exchange

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  • Pudji Astuty

Abstract

The stock price is one indicator of the successful management of the company, if the stock price of a company always increases, the investor or prospective investor considers that the company succeeded in managing their business. The investor or prospective investor confidence is very beneficial for emitter, as more and more people who believe in the issuer's willingness to invest in listed companies stronger Recently, we revealed the influence of fundamental factors and systematic risk simultaneously and partially on stock price at Company Registered in LQ45 Index Period 2011-2015 In this study, the data analysis model used is the test panel data regression (pool) which is a combination of cross section with the timeseries data. The results of this study indicated that simultaneously there were significant influence between the Price Earnings Ratio (PER), Earning per Share (EPS), Net Profit Margin (NPM), Price to Book Value (PBV), and Risk Systematic on stock prices on companies listed in LQ45 Index 2011-2015. Partially, Price Earnings Ratio (PER), Earning per Share (EPS), Net Profit Margin (NPM), Price to Book Value (PBV), and Systematic Risks have significant effect on stock prices.

Suggested Citation

  • Pudji Astuty, 2017. "The Influence of Fundamental Factors and Systematic Risk to Stock Prices on Companies Listed in the Indonesian Stock Exchange," European Research Studies Journal, European Research Studies Journal, vol. 0(4A), pages 230-240.
    • Handle: RePEc:ers:journl:v:xx:y:2017:i:3a:p:230-240
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    References listed on IDEAS

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    2. Michael Nana Owusu-Akomeah & Joseph Asare & Emmanuel Atta Kumah & Stephen Owusu Afriyie, 2022. "Holistic Analysis of the Relationship Between Capital Structure and Stock Price of Consumer Staples," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, vol. 12(2), pages 38-60.

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