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Megawati Megawati
Universitas Negeri Padang
Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Social Sciences

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Journal : financial management studies

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Comparative Analysis of Company Financial Performance Before and During the Covid-19 Pandemic on LQ45 Index Triska Alviana; Megawati Megawati
Financial Management Studies Vol. 1 No. 4 (2021): Financial Management Studies
Publisher : Universitas Negeri Padang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24036/jkmk.v1i4.52

Abstract

This study discusses the analysis of the company's financial performance before and during the Covid-19 pandemic on the LQ45 company index. The purpose of this study was to determine the significant differences in the financial performance of companies listed on the LQ45 index between before and during the Covid-19 pandemic. This type of research is quantitative research with comparative analysis. The population of this study is the entire index of LQ45 companies listed on the Indonesia Stock Exchange. In this study, the purposing sampling method was used in sampling and obtained a total sample of 34 samples. The data used in this study is secondary data in the form of the company's quarterly financial statements obtained from www.idx.co.id. This study uses Return on Assets, Return on Equity, Earning Per Share, Current Ratio, and Debt to Equity Ratio as the tested financial ratio variables. The analysis technique used is a hypothesis test using SPSS 16. The data analysis method used is descriptive statistics, data normality test, and paired sample t-test. The results of this study indicate that there are differences in profitability ratios before and during the Covid-19 pandemic, there are insignificant differences in liquidity ratios before and during the Covid-19 pandemic, and there are insignificant differences in leverage ratios before and Happy Covid-19 pandemic.
The analysis of factors that influence stock price volatility on pharmaceutical sub sectors listed on BEI (2010-2020 period) Azizah Salsabila; Megawati Megawati
Financial Management Studies Vol. 2 No. 2 (2022): Financial Management Studies
Publisher : Universitas Negeri Padang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24036/jkmk.v2i2.83

Abstract

Stock price volatility is an important factor that investors should look into doing investment activities, because the stock price volatiliy shows the company's risk. Stock prices volatility that are too high, that mean the company’s risk is also high. However, if stock price volatility is too low, often mean that the company's ability to make a profit is poor. There are many factors that can affect stock prices volatility, including Dividend Policy, Leverage, Trading Volume and Asset Growth. The sampling technique is purposeful. The data for this study consisted of listed pharmaceutical sub sectors during 11 years of observation and obtained a sample of 4 companies or 44 sample data. The analysis technique used is multiple linear regression and the test is performed with SPSS version 16. The result shows that Dividend Policy has a significant negative effect on the stock price volatility. While leverage (DPR), Trading Volume, and Asset Growth have no effect on stock price volatility.
Co-Authors Abel Tasman Arief Maulana Azizah Salsabila Triska Alviana