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<![CDATA[PENGARUH KEBANGKRUTAN MODEL ALTMAN Z – SCORE TERHADAP HARGA SAHAM PERUSAHAAN MANUFAKTUR YANG TERDAPAT DI BEI PERIODE 2014 - 2016 ]]>
<![CDATA[Noviarti]]>
<![CDATA[ Jurnal Manajemen Vol 2 No 1 (2017): Volume 2 No 1 Tahun 2017 ]]>
Publisher : <![CDATA[Fakultas Ekonomi dan Bisnis Universitas Satya Negara Indonesia ]]>
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DOI: 10.54964/manajemen.v2i1.101
<![CDATA[The purpose of this research is to figure out if there is the effect of Altman Z-Score bankruptcy analysis on stock prices at Manufacturing companies listed on the Stock Exchange in the period 2014-2016. The population in this study are all manufacturing companies listed on the Indonesia Stock Exchange (BEI) in 2014-2016 which is 142 companies. Research sample is 42 companies with Purposive Sampling as sampling technique. Hypothesis testing in this research using simple linear regression analysis to test the effect of Z-Score on stock price and multiple linear regression analysis to test variable Altman Z-Score to Stock Price. The results of this study show the partial Z-Score only significant effect on Price Stock. The results also show partially that the variable Altman Z-Socre only Market Value Of Equity To book Value Liabilities significantly influence the Price Stock. And the results of research also show that variable Altman Z-Score is Working Capital To Total Asset, Retained Earning To Total Asset, Earning Before Interest And Taxes To Total Asset, Market Value Of Equity To Book Value Liabilities and Sales To Total Asset simultaneously have an effect on Price Stock.]]>
<![CDATA[Pengaruh Profitabilitas, Ukuran Perusahaan dan Struktur Modal terhadap peringkat Obligasi pada Perusahaan Sektor Keuangan yang Terdaftar di Bursa Efek Indonesia Periode 2013 - 2016 ]]>
<![CDATA[Noviarti]]>
<![CDATA[ Jurnal Manajemen Vol 2 No 2 (2018): Volume 2 No 2 Tahun 2018 ]]>
Publisher : <![CDATA[Fakultas Ekonomi dan Bisnis Universitas Satya Negara Indonesia ]]>
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DOI: 10.54964/manajemen.v2i2.109
<![CDATA[The purpose of the study was to examine the effect of profitability, firm size and capital structure on bond rating. Sampling technique with purposive sampling. Number of samples from 8 financial sector companies with observation period over 4 years. The analysis technique used is ordinal logistic regression. The test results show that the profitability and size of the company have a negative and significant impact on the rating of bonds. And the capital structure has a negative and significant effect on the bond rating. And simultaneously profitability, firm size and capital structure affect the rating of bonds.]]>
<![CDATA[ANALISIS MAKRO EKONOMI DAN INDEKS DOW JONES TERHADAP VOLATILITAS PASAR SAHAM INDONESIA ]]>
<![CDATA[Noviarti]]>
<![CDATA[ Jurnal Manajemen Vol 3 No 1 (2018): Volume 3 No 1 Tahun 2018 ]]>
Publisher : <![CDATA[Fakultas Ekonomi dan Bisnis Universitas Satya Negara Indonesia ]]>
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DOI: 10.54964/manajemen.v3i1.118
<![CDATA[This study aims to determine how macroeconomic factors and the Dow Jones Index affect the volatility of the Indonesian stock market. Volatility The Indonesian stock market is represented by Indonesia Composite Index, and macroeconomic factors are represented by variables of Inflation, Exchange Rate, BI Rate, Gold Price and American Capital Market Performance represented by the Dow Jones Index. Observation period from January 1, 2018 to January 15, 2018 with daily data. From the results of the test data obtained results that the Exchange Rate and Dow Jones Index significantly affect the volatility of Indonesian stock market prices during the observation period. Inflation variables, BI rates and gold prices have no significant effect.]]>
<![CDATA[ANALISIS EFISIENSI PASAR MODAL BENTUK SETENGAH KUAT ]]>
<![CDATA[Noviarti]]>;
<![CDATA[Melkisedek]]>
<![CDATA[ Jurnal Manajemen Vol 3 No 2 (2019): Volume 3 No 2 Tahun 2019 ]]>
Publisher : <![CDATA[Fakultas Ekonomi dan Bisnis Universitas Satya Negara Indonesia ]]>
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DOI: 10.54964/manajemen.v3i2.128
<![CDATA[The Purpose of This study to examine the efficiency of the half-strong form of capital market information with observing whether there are abnormal stock returns around dividend announcements, as well as the reaction speed of the capital market to dividend announcements. The company that has been studied is manufacturing sector companies listed on the Indonesian stock exchange for 4 years from 2014-2017. This type of research is event study. The research population is manufacturing companies listed on the Indonesia Stock Exchange. Samples that have been selected in this study were determined by purposive sampling method that is by several criteria. Of the 144 manufacturing companies totaling 118 not shared dividends as a whole, only 26 companies met the criteria as research samples. Based on the results of the study, it can be concluded that the Indonesian Capital Market is efficient in the form of half strong around the event of dividend announcements and has information content.This is indicated with the existence of a significant abnormal return on the seventh and first day (t-7 & t-1) before the event date and the fourth and eighth days after the event date (t + 4 and t + 8). at t-7 and t-1, indicates a leak of information about dividend announcements so that on the day of the announcement the market does not react significantly. On the fourth day (t + 4) investors can absorb new information. On the eighth day (t + 8) investors try to take advantage of profits, but the market quickly makes a balance so investors cannot use it to take advantage.]]>
<![CDATA[DAMPAK EKONOMI MAKRO DAN KINERJA PASAR MODAL ASIA TERHADAP PASAR MODAL INDONESIA PERIODE 2014-2018 ]]>
<![CDATA[Yosi Stefhani]]>;
<![CDATA[Noviarti]]>
<![CDATA[ Jurnal Manajemen Vol 4 No 1 (2019): Volume 4 No 1 Tahun 2019 ]]>
Publisher : <![CDATA[Fakultas Ekonomi dan Bisnis Universitas Satya Negara Indonesia ]]>
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DOI: 10.54964/manajemen.v4i1.135
<![CDATA[Penelitian ini dilakukan dengan tujuan untuk mengetahui pengaruh faktor ekonomi makro dan kinerja pasar modal Asia terhadap kinerja pasar modal di Indonesia periode 2010-2018. Indikator faktor ekonomi yang digunakan adalah kurs dan tingkat suku bunga (SBI) sedangkan indikator kinerja pasar modal Asia yang dipilih adalah kinerja pasar modal Singapura (Strait Time Index atau STI) dan kinerja pasar modal Malaysia (Kuala Lumpur Stock Exchange atau KLSE). Indikator kinerja pasar modal di Indonesia yang digunakan Indeks Harga Saham Gabungan (IHSG). Teknik sampling yang digunakan adalah sampling jenuh. Metode analisis data yang digunakan adalah regresi linier berganda. Hasil penelitian menunjukan bahwa (1) secara simultan faktor ekonomi makro dan kinerja pasar modal Asia berpengaruh terhadap IHSG, (2)secara partial hanya faktor ekonomi makro yaitu kurs dan SBI yang mampu mempengaruhi IHSG sementara itu kinerja pasar modal Asia , STI dan KLSE tidak mampu mempengaruhi IHSG.]]>
<![CDATA[PENGARUH GOOD CORPORATE GOVERNANCE TERHADAP NILAI PERUSAHAAN DI BURSA EFEK INDONESIA STUDI PADA SEKTOR CONSUMER GOODS PERIODE 2015-2019 ]]>
<![CDATA[Noviarti]]>;
<![CDATA[Xva Habillah]]>
<![CDATA[ Jurnal Manajemen Vol 5 No 1 (2020): Volume 5 No 1 Tahun 2020 ]]>
Publisher : <![CDATA[Fakultas Ekonomi dan Bisnis Universitas Satya Negara Indonesia ]]>
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DOI: 10.54964/manajemen.v5i1.148
<![CDATA[The purpose of this research is to find out if there is an effect of of Managerial Ownership, Institutional Ownership, Board Of Commissioners of Company Value of the sector Consumer Goods that listed at Indonesia Stock Exchange (IDX) for period 2015-2019. Population in this research is all sector Consumer Goods companies that listed in Indonesia stock Exchange (IDX) in the year 2015-2019. The sample in this research is 40 companies with porposive sampling as the sampling technique. Methods if data analysis in this research using linier regression analysis. The results of this research show that Managerial Ownership, Institutional Ownership, Board Of Commissioners partial has no effect on Company Value. The results also showed simultaneously that Managerial Ownership, Institutional Ownership, Board Of Commissioners effect on Company Value.]]>
<![CDATA[ANALISIS MAKRO EKONOMI,HARGA KOMODITAS,KINERJA PASAR MODAL AMERIKA DAN PENGARUHNYA TERHADAP PASAR MODAL INDONESIA ( PERIODE: MARET-JULI 2020 ) ]]>
<![CDATA[Noviarti]]>
<![CDATA[ Jurnal Manajemen Vol 5 No 2 (2021): Volume 5 No 2 Tahun 2021 ]]>
Publisher : <![CDATA[Fakultas Ekonomi dan Bisnis Universitas Satya Negara Indonesia ]]>
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DOI: 10.54964/manajemen.v5i2.155
<![CDATA[This study aims to determine Macroeconomics, Community Prices, the performance of the American Capital Market and their influence on the Performance of the Indonesian Capital Market for the period March-July 2020. The sample method used is non-probability sampling method, and the sampling technique used is saturated sampling. This study uses time series data and is analyzed using the classical assumption test. In addition, multiple linear hypothesis test was also used, simultaneous F test, partial t test and determination coefficient test. From the results of the study it was found that simultaneously Macroeconomics was represented by the exchange rate, Community Prices were represented by world gold prices, the performance of the American Capital Market represented by the Dow Jones Index affected the Indonesian Capital Market represented by the IHSG in the March-July 2020 period. Partially, only the Dow Jones Index affects the Composite Stock Price Index, while the rupiah / dollar exchange rate and the world gold price have no effect on the Composite Stock Price Index (JCI) during the observation period from March to July 2020. It can be concluded that the decline in capital market performance in developed countries also affects the Indonesian capital market. The decline in the JCI was not due to the depreciation of the Rupiah, the increase in the price of gold but was caused by negative sentiment that continued to suppress economic performance globally as a result of investor panic due to the Covid 19 pandemic continuing to spread and there was no vaccine to overcome it.]]>
<![CDATA[ANALISIS JANUARY EFFECT TERHADAP SAHAM INDEK KOMPAS 100 ]]>
<![CDATA[Noviarti]]>;
<![CDATA[Selvi Pratama]]>
<![CDATA[ Jurnal Manajemen Vol 6 No 1 (2021): Volume 6 No 1 Tahun 2021 ]]>
Publisher : <![CDATA[Fakultas Ekonomi dan Bisnis Universitas Satya Negara Indonesia ]]>
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DOI: 10.54964/manajemen.v6i1.162
<![CDATA[The purpose of this study is to determine whether there is a January Effect on the Kompas 100 Index. If there is a difference between abnormal returns in January and abnormal returns after January, there will be a January Effect and vice versa. The data used is secondary data. This researcher uses a population of companies listed in the Kompas 100 Index. The method of determining the sample is by using purposive sampling. The observation period is from January to December 2020. This study uses the Mann Whitney U Test to perform a different test. The results of this study indicate that there is a significant difference between the abnormal return value in January and the abnormal return value after January where the results of the study have a significance value of 0.000 <0.05.]]>
<![CDATA[ANALISIS PENGARUH CASH POSITION, DEBT TO EQUITY RATIO DAN RETURN ON ASSETS TERHADAP DIVIDEND PAYOUT RATIO PADA PERUSAHAAN MANUFAKTUR YANG TERDAFTAR DIBEI PERIODE 2013-2015 ]]>
<![CDATA[Noviarti]]>
<![CDATA[ Jurnal Manajemen Vol 1 No 2 (2017): Volume 1 No 2 Tahun 2017 ]]>
Publisher : <![CDATA[Fakultas Ekonomi dan Bisnis Universitas Satya Negara Indonesia ]]>
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DOI: 10.54964/manajemen.v1i2.168
<![CDATA[The Purpose this research is to analyze the effect of Cash Position, Debt to Equity Ratio and Return On Assets of the Dividend Payout Ratio on Manufacturing companies listed on the Stock Exchange in the period 2013-2015. Testing the hypothesis in this study using multiple linear regression analysis. The population in this study are all manufacturing companies listed in Indonesia Stock Exchange (BEI) in the year 2013 to 2015 is 133 companies, while the sample is 43 companies with purposive sampling as the sampling technique. The results of this study prove that Cash Position, Debt to Equity Ratio and Return On Assets simultaneously affect the Dividend Payout Ratio, seen from the F test found significant levels of less than 0.05 is 0.000 <0.05. But only partially Debt to Equity Ratio which significantly influence Dividend Payout Ratio, seen from t test that only the Debt to Equity Ratio is smaller than the significance level of 0.05.]]>
<![CDATA[ANALISIS PERBEDAAN KINERJA KEUANGAN SEBELUM DAN SESUDAH RIGHT ISSUE PADA PERUSAHAAN RITEL YANG TERDAFTAR DI BURSA EFEK INDONESIA PERIODE 2013-2021 ]]>
<![CDATA[Muhammad Fauzi]]>;
<![CDATA[Noviarti]]>;
<![CDATA[Arifin Siagian]]>
<![CDATA[ Jurnal Manajemen Vol 7 No 2 (2023): Volume 7 No 2 Tahun 2023 ]]>
Publisher : <![CDATA[Fakultas Ekonomi dan Bisnis Universitas Satya Negara Indonesia ]]>
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DOI: 10.54964/manajemen.v7i2.225
<![CDATA[The purpose of this study is to determine whether there are differences in financial performance before and after the rights issue on the variables Current ratio, Total assets Turnover, Debt to Equity Ratio and Net Profit Margin in retail companies listed on the Indonesia Stock Exchange for the period 2013-2021. The sample selection method used purposive sampling. The population in this study were 7 retail companies listed on the Indonesia Stock Exchange for the period 2013-2021. The data analysis method used in this study used descriptive statistical analysis, normality test and different test. The results of the study using the paired sample T-test showed that the current ratio variable was 0.175, the total assets turnover was 0.199, the debt to equity ratio was 0.421 and the net profit margin was 0.168 indicating that the significance level for the observed data was higher than the significance level (0.05). Overall, there is no difference between these results before and after the rights issue for retail companies listed on the Indonesia Stock Exchange for the period 2013-2021.]]>
