FAKTOR-FAKTOR YANG MEMPENGARUHI RISIKO SISTEMATIS PADA PERUSAHAAN SEKTOR INDUSTRI BARANG KONSUMSI DI BEJ
This research was to analyzed the factors influencing Systematic risk on Jakarta stock Exchange (JSX) during 2002-2004 observation period. The factors are dividend pay out ratio (DPR), asset Size (AS), asset Growth (AG), Leverage (LEV), liquidity (LIK), Profitability (PROF), Price to Book Value (PBV...
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| Format: | Article |
| Language: | Indonesian |
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Universitas Muhammadiyah Magelang
2016-04-01
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| Series: | Jurnal Analisis Bisnis Ekonomi |
| Subjects: | |
| Online Access: | http://journal.ummgl.ac.id/index.php/bisnisekonomi/article/view/562 |
| _version_ | 1828407775028314112 |
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| author | Hamron Zubadi Zubadi Wakhidaturohmah Wakhidaturohmah |
| author_facet | Hamron Zubadi Zubadi Wakhidaturohmah Wakhidaturohmah |
| author_sort | Hamron Zubadi Zubadi |
| collection | DOAJ |
| description | This research was to analyzed the factors influencing Systematic risk on Jakarta stock Exchange (JSX) during 2002-2004 observation period. The factors are dividend pay out ratio (DPR), asset Size (AS), asset Growth (AG), Leverage (LEV), liquidity (LIK), Profitability (PROF), Price to Book Value (PBV).
This data research used were correct beta during 2003-2005 observation period. Secundary data taken from Indonesian Capital Market Directory (ICMD) and data base Jakarta stock Exchange Economic Faculty of UMM.
Population used were all listing and active share trade on Jakarta stock Exchange amount 123 industries and the total samples obstained 30 industries. Analysis technique was multiple regression analysist with ordinary least square (OLS) with statistic and economic analysist.
Finding Shows that dividend pay out ratio, and Price to Book Value (PBV) has significantly on Systematic Risk for the level less than 10%; while asset Size (AS), asset Growth (AG), Leverage (LEV), liquidity (LIK), Profitability (PROF), IS NOT SIGNIFICANT.
Simultaneosuly dividend pay out ratio (DPR), while asset Size (AS), asset Growth (AG), Leverage (LEV), liquidity (LIK), Profitability (PROF), Price to Book Value (PBV), were proud that they not influenced on Systematic Risk at level less than 10%. Predicted power of those seven independent variables on Systematic Risk of 9,6%, and 80,4% others factors is not included in this models. |
| first_indexed | 2024-12-10T11:29:23Z |
| format | Article |
| id | doaj.art-0beff7466b5b4b1fafe35d6d04165f4c |
| institution | Directory Open Access Journal |
| issn | 1693-5950 2579-647X |
| language | Indonesian |
| last_indexed | 2024-12-10T11:29:23Z |
| publishDate | 2016-04-01 |
| publisher | Universitas Muhammadiyah Magelang |
| record_format | Article |
| series | Jurnal Analisis Bisnis Ekonomi |
| spelling | doaj.art-0beff7466b5b4b1fafe35d6d04165f4c2022-12-22T01:50:38ZindUniversitas Muhammadiyah MagelangJurnal Analisis Bisnis Ekonomi1693-59502579-647X2016-04-0132106118562FAKTOR-FAKTOR YANG MEMPENGARUHI RISIKO SISTEMATIS PADA PERUSAHAAN SEKTOR INDUSTRI BARANG KONSUMSI DI BEJHamron Zubadi Zubadi0Wakhidaturohmah Wakhidaturohmah1Universitas Muhammadiyah MagelangUniversitas Muhammadiyah MagelangThis research was to analyzed the factors influencing Systematic risk on Jakarta stock Exchange (JSX) during 2002-2004 observation period. The factors are dividend pay out ratio (DPR), asset Size (AS), asset Growth (AG), Leverage (LEV), liquidity (LIK), Profitability (PROF), Price to Book Value (PBV). This data research used were correct beta during 2003-2005 observation period. Secundary data taken from Indonesian Capital Market Directory (ICMD) and data base Jakarta stock Exchange Economic Faculty of UMM. Population used were all listing and active share trade on Jakarta stock Exchange amount 123 industries and the total samples obstained 30 industries. Analysis technique was multiple regression analysist with ordinary least square (OLS) with statistic and economic analysist. Finding Shows that dividend pay out ratio, and Price to Book Value (PBV) has significantly on Systematic Risk for the level less than 10%; while asset Size (AS), asset Growth (AG), Leverage (LEV), liquidity (LIK), Profitability (PROF), IS NOT SIGNIFICANT. Simultaneosuly dividend pay out ratio (DPR), while asset Size (AS), asset Growth (AG), Leverage (LEV), liquidity (LIK), Profitability (PROF), Price to Book Value (PBV), were proud that they not influenced on Systematic Risk at level less than 10%. Predicted power of those seven independent variables on Systematic Risk of 9,6%, and 80,4% others factors is not included in this models.http://journal.ummgl.ac.id/index.php/bisnisekonomi/article/view/562dividend pay out ratio (dpr)asset size (as)asset growth (ag)leverage (lev)liquidity (lik)profitability (prof)price to book value (pbv) |
| spellingShingle | Hamron Zubadi Zubadi Wakhidaturohmah Wakhidaturohmah FAKTOR-FAKTOR YANG MEMPENGARUHI RISIKO SISTEMATIS PADA PERUSAHAAN SEKTOR INDUSTRI BARANG KONSUMSI DI BEJ Jurnal Analisis Bisnis Ekonomi dividend pay out ratio (dpr) asset size (as) asset growth (ag) leverage (lev) liquidity (lik) profitability (prof) price to book value (pbv) |
| title | FAKTOR-FAKTOR YANG MEMPENGARUHI RISIKO SISTEMATIS PADA PERUSAHAAN SEKTOR INDUSTRI BARANG KONSUMSI DI BEJ |
| title_full | FAKTOR-FAKTOR YANG MEMPENGARUHI RISIKO SISTEMATIS PADA PERUSAHAAN SEKTOR INDUSTRI BARANG KONSUMSI DI BEJ |
| title_fullStr | FAKTOR-FAKTOR YANG MEMPENGARUHI RISIKO SISTEMATIS PADA PERUSAHAAN SEKTOR INDUSTRI BARANG KONSUMSI DI BEJ |
| title_full_unstemmed | FAKTOR-FAKTOR YANG MEMPENGARUHI RISIKO SISTEMATIS PADA PERUSAHAAN SEKTOR INDUSTRI BARANG KONSUMSI DI BEJ |
| title_short | FAKTOR-FAKTOR YANG MEMPENGARUHI RISIKO SISTEMATIS PADA PERUSAHAAN SEKTOR INDUSTRI BARANG KONSUMSI DI BEJ |
| title_sort | faktor faktor yang mempengaruhi risiko sistematis pada perusahaan sektor industri barang konsumsi di bej |
| topic | dividend pay out ratio (dpr) asset size (as) asset growth (ag) leverage (lev) liquidity (lik) profitability (prof) price to book value (pbv) |
| url | http://journal.ummgl.ac.id/index.php/bisnisekonomi/article/view/562 |
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