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PENGARUH LEVERAGE DAN LIKUIDITAS TERHADAP NILAI PERUSAHAAN DENGAN KEBIJAKAN DIVIDEN SEBAGAI VARIABEL INTERVENING Rahmasari, Dewi Rahmasari; Suryani, Embun; Oktaryani, Sri
JURNAL SOSIAL EKONOMI DAN HUMANIORA Vol 5, No 1 (2019): JURNAL SOSIAL EKONOMI DAN HUMANIORA
Publisher : LPPM Universitas Mataram

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29303/jseh.v5i1.34

Abstract

Penelitian ini bertujuan untuk mengetahui “Pengaruh Leverage Dan Likuiditas Terhadap Nilai Perusahaan Dengan Kebijakan Dividen Sebagai Variabel Intervening”. Sampel penelitian diambil dari perusahaan sektor Perdagangan, Jasa dan Investasi yang terdaftar di Bursa Efek Indonesia (BEI) tahun 2012-2017 dengan metode purposive sampling. Diperoleh 10 perusahaan sebagai sampel, yang diobservasi selama 6 tahun dengan total observasi sebanyak 60. Teknik analisis data yang digunakan adalah analisis jalur, analisis outer model, analisis inner model dan uji hipotesis dengan bantuan SmartPLS 3.2.8. Hasil penelitian menunjukkan bahwa Leverage dan Kebijakan Dividen tidak berpengaruh terhadap Nilai Perusahaan, sedangkan Likuiditas berpengaruh positif dan signifikan terhadap Nilai Perusahaan. Leverage tidak berpengaruh terhadap Kebijakan Dividen dan Likuiditas berpengaruh positif dan signifikan terhadap Kebijakan Dividen. Pengaruh tidak langsung menunjukkan variabel Leverage dan Likuiditas tidak berpengaruh terhadap Nilai Perusahaann melalui Kebijakan Dividen
Development of a Stock Rebound Prediction Model on the LQ45 Index Using Relative Strength Index (RSI), Moving Average (MA), and Ichimoku Kinko Hyo Analysis Agung Diva Bramantya, I Gusti Ngurah; Oktaryani, Sri; Anwar, Adrianda
As-Syirkah: Islamic Economic & Financial Journal Vol. 5 No. 1 (2026): As-Syirkah: Islamic Economic & Financial Journal 
Publisher : Ikatan Da'i Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.56672/

Abstract

This research aims to analyze the effectiveness of technical indicators, namely Relative Strength Index (RSI), Moving Average (MA), and Ichimoku Kinko Hyo, in predicting stock rebound patterns in the Indonesian stock market between November 2024 and September 2025. The study investigates how these indicators react to sharp price declines and the potential for price recovery. Using historical data from selected stocks listed in the LQ45 index, this research examines the occurrence of oversold conditions, signal accuracy, and trend reversals. The results show that RSI effectively signals potential rebound opportunities when the stock reaches oversold levels, although false signals occur during periods of market inefficiency. While MA provided useful trend analysis through crossing signals, the resulting price movements often lacked the sustainability of a full recovery. Similarly, Ichimoku Kinko Hyo, despite indicating strong support levels and potential bullish trends, also failed to predict consistent price rebounds, especially during sideways market conditions. This study contributes to the understanding of how technical indicators perform in volatile market conditions, highlighting both their strengths and limitations. The findings suggest that while these indicators can provide valuable insights into price movements, relying solely on them without considering broader market factors may lead to inaccurate predictions. The research recommends combining multiple technical indicators with other forms of analysis, such as fundamental analysis and market sentiment, to improve investment decision-making processes. The study's implications are relevant for investors, offering insights into the use of technical analysis in times of market uncertainty and the importance of recognizing the contextual limitations of technical indicators in predicting stock price recovery .