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All Journal Escalate : Economics and Business Journal
Suryadi Marthadinata
Pamulang University
Economics, Econometrics & Finance

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The Effect of Interest Rates and Inflation on Stock Prices at PT Bumi Serpong Damai Tbk 2016-2025 Dea Rahmah Kusuma Asti; Suryadi Marthadinata
Escalate : Economics and Business Journal Vol. 4 No. 02 (2026): Escalate: Economics and Business Journal
Publisher : Takaza Innovatix Labs Ltd.

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.61536/escalate.v4i02.763

Abstract

The capital market plays a vital role in the economy, where stock prices serve as a primary indicator reflecting corporate performance. The property sector, such as PT Bumi Serpong Damai Tbk (BSDE), is highly sensitive to macroeconomic dynamics, particularly interest rate and inflation fluctuations that directly impact capital costs, mortgage financing, and public purchasing power. This study aims to examine and analyze the effect of interest rates and inflation on the stock price of PT Bumi Serpong Damai Tbk for the 2016–2025 period. An associative quantitative approach was employed using a saturated sampling technique based on ten years of monthly secondary data (119 observations). Analytical methods include classic assumption tests, Cochrane-Orcutt autocorrelation correction, multiple linear regression, correlation and determination coefficients, F-test, and t-test. The results reveal that interest rates and inflation simultaneously exert a significant effect on BSDE stock prices, contributing 10.5%. Partially, both interest rates and inflation significantly influence stock prices. This study concludes that macroeconomic conditions are critical external factors that must be closely monitored by investors and corporate management.
The Influence of Third Party Funds (DPK) and Fee Based Income (FBI) on Net Profit at PT Bank Mandiri Tbk for the 2015-2025 Period Meinisya Putri Adrina; Suryadi Marthadinata
Escalate : Economics and Business Journal Vol. 4 No. 4 (2026): Escalate : Economics and Business Journal
Publisher : Takaza Innovatix Labs Ltd.

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.61536/escalate.v4i4.755

Abstract

This study aims to analyze the influence of Third Party Funds (TPF) and Fee-Based Income (FBI) on the net profit of PT Bank Mandiri Tbk for the period 2015–2025. The study uses a quantitative approach with descriptive and associative methods. The study population is the financial statements of PT Bank Mandiri Tbk for the period 2015–2025 with a sample of 11 annual data determined through saturated sampling. Data were collected through documentation of audited financial statements and annual reports, then analyzed using SPSS 30 through descriptive statistics, classical assumption tests, multiple linear regression, coefficient of determination, t-test, and F-test. The results showed that TPF had a positive and significant effect on net profit (t = 5.386; p < 0.001), while FBI had no significant effect (t = 0.010; p = 0.993). Simultaneously, TPF and FBI had a significant effect on net profit (F = 16.461; p = 0.001), with an Adjusted R² of 75.6%. In conclusion, DPK is a more dominant factor in explaining variations in net profit
The Influence of Fundamental Analysis and Value Investing on Stock Price Growth at PT United Tractors Tbk for the 2015-2025 Period Dini Agustin; Suryadi Marthadinata
Escalate : Economics and Business Journal Vol. 4 No. 4 (2026): Escalate : Economics and Business Journal
Publisher : Takaza Innovatix Labs Ltd.

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.61536/escalate.v4i4.830

Abstract

This study examines the partial and simultaneous associations of Debt to Equity Ratio (DER), Earnings Per Share (EPS), Price Earnings Ratio (PER), and Price to Book Value (PBV) with stock price growth at PT United Tractors Tbk during the 2015–2025 period. A quantitative approach was employed using secondary data from annual financial reports and stock prices, comprising 11 annual observations from a single company. The data were analyzed using multiple linear regression with IBM SPSS Statistics 26. The results show that DER has a negative and statistically significant association with stock price growth (β = −0.939, p = 0.048), while EPS (p = 0.069) and PER (p = 0.505) are not statistically significant. In contrast, PBV has a positive and statistically significant association with stock price growth (β = 49.014, p = 0.013). Simultaneously, the four predictors are statistically significant (F = 5.985, p = 0.027). The adjusted R² of 0.666 indicates that the model explains 66.6% of the variation in stock price growth, while the remaining 33.4% is not explained by the model. Given the limited number of observations and the single-company setting, these findings should be interpreted cautiously and do not establish causal relationships. The results highlight the individual statistical relevance of DER and PBV in explaining stock price growth during the study period.
Co-Authors Dea Rahmah Kusuma Asti Dini Agustin Meinisya Putri Adrina