Nova Elindasari
Pamulang University

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

Found 1 Documents
Search

ROA, ROE, CAR, and EPS on The Stock Price of PT Bank Mandiri (Persero) Tbk with GARCH (1,1) Nova Elindasari
Indonesian Financial Review Vol. 1 No. 1 (2021)
Publisher : YPPP AL-AMSI

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (269.52 KB) | DOI: 10.55538/ifr.v1i1.4

Abstract

This study aims to analyze the effect of  ROA, ROE,  CAR, and EPS on the stock prices at PT. Bank Mandiri (Persero) Tbk in 2010-2019. Technical analysis uses simple linear regression analysis and GARCH (1,1), hypothesis testing using the t-test parsial regression coefficient testing coefficient with a level of significance of 5% (0.05). In addition, These data is non parametric because it has multicollinearity and autocorrelation. These results indicate that only show the results of GARCH (1,1) that ROA and EPS has significant effect on stock return PT Bank Mandiri Tbk.