Iis Ismawati
Fakultas Ekonomi dan Bisnis, Universitas Sultan Ageng Tiratayasa

Published : 1 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 1 Documents
Search

INFORMASI FUNDAMENTAL MIKRO DAN MAKRO, RISIKO SISTEMATIS DAN KINERJA SAHAM SETELAH KRISIS GLOBAL Iis Ismawati
Jurnal Riset Akuntansi Terpadu Vol 11, No 1 (2018)
Publisher : FEB Universitas Sultan Ageng Tirtayasa

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (613.303 KB) | DOI: 10.35448/jrat.v11i1.4181

Abstract

The objectives of this research are to examine the fundamental factors of macro (the rupiah exchange rates (NTR) and the interest rate of Bank Indonesia Certificate (SBI)) and micro (current ratio (CR), debt to equity ratio (DER), total asset turnover (TATO) and return on assets (ROA), the systematic risk in conjunction with an increase in stock performance manufacturing company in Indonesia stock Exchange after the global crisis. This research used  samples of the sample companies manufacturing industry in Indonesia Stock Exchange. The data used is data that panel cross section data and time series data pre-crisis period (2004-2007) and after the crisis (2009-2013). Sampling using purposive sampling, analytical technique used is multiple regression analysis. The results showed variable micro fundamentals (current ratio (CR), debt to equity ratio (DER), total asset turnover (TATO), return on assets (ROA), after kriris global significant effect on Systematic Risk (RS), variable micro fundamentals (current ratio (CR), debt to equity ratio (DER), total asset turnover (TATO), return on assets (ROA), after crisis global signifikan effect the performance of stocks (KS) the systematic risk (RS) as an intervening variable effect of variable macro fundamentals ((rupiah exchange rates (NTR) and micro fundamental ( debt to equity rati/DER).