<![CDATA[The research was conducted to find out and provide empirical evidence that Dividend Policy, Earning Volatility and Asset Growth affect the Stock Price Volatility in Consumer Non-Cyclicals Sector Companies listed on the Indonesia Stock Exchange (IDX) in 2017-2021. The type of research used is associative quantitative research. This research uses a population of 87 Consumer Non-Cyclicals Sector Companies listed on the Indonesia Stock Exchange in 2017-2021. Purposive sampling is one of the methods used for sample selection, which in the end obtained a sample of 26 companies. In this research, panel data regression was used as a data analysis method with the help of the Eviews 9 software. The tests consisted of descriptive tests, model selection tests, classical assumption tests, panel data regression analysis and hypothesis testing. The results of the research prove that Dividend Policy, Profit Volatility and Asset Growth have a simultaneous effect on Stock Price Volatility. This research also shows that Earnings Volatility has a significant effect on Stock Price Volatility. Meanwhile, Dividend Policy and Asset Growth have no effect on Stock Price Volatility. Penelitian dilakukan untuk mengetahui dan memberikan bukti empiris bahwa Kebijakan Dividen, Volatilitas Laba dan Pertumbuhan Aset berpengaruh terhadap Volatilitas Harga Saham perusahaan sektor Consumer Non-Cyclicals yang terdaftar di Bursa Efek Indonesia (BEI) tahun 2017-2021. Jenis penelitian yang digunakan yaitu kuantitatif asosiatif. Penelitian ini menggunakan populasi sebanyak 87 perusahaan sektor Consumer Non-Cyclicals yang terdaftar di Bursa Efek Indonesia tahun 2017-2021. Untuk pemilihan sampel penelitian menggunakan purposive sampling yang pada akhirnya didapatkan sampel sebanyak 26 perusahaan. Metode analisis data yang digunakan yaitu regresi data panel dengan bantuan program Eviews 9. Adapun pengujian terdiri dari uji deskriptif, uji pemilihan model, uji asumsi klasik, analisis regresi data panel dan uji hipotesis. Hasil penelitian memberikan bukti bahwa Kebijakan Dividen, Volatilitas Laba dan Pertumbuhan Aset berpengaruh secara simultan terhadap Volatilitas Harga Saham. Penelitian ini juga memberikan bukti bahwa Volatilitas Laba berpengaruh signifikan terhadap Volatilitas Harga Saham. Sedangkan Kebijakan Dividen dan Pertumbuhan Aset tidak berpengaruh terhadap Volatilitas Harga Saham.]]>
