Indonesian Financial Review
Vol. 1 No. 1 (2021)

ROA, ROE, CAR, and EPS on The Stock Price of PT Bank Mandiri (Persero) Tbk with GARCH (1,1)

Nova Elindasari (Pamulang University)

Article Info

Publish Date
18 Aug 2021

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.

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Journal Info
Indonesian Financial Review
Website

Abbrev

IFR

Publisher

YAYASAN PENDIDIKAN PENELITIAN DAN PENGABDIAN AL AMSI

Subject

Economics, Econometrics & Finance

Description

The intent of the Editors of The Indonesia Financial Review is to discuss, explore, and disseminate the latest issues and developments in Empirical Financial Economics (JEL classification: G), particularly those related to financial frictions in the Emerging Markets. The others are accepted such as ...