Indikator-Indikator Dari Volatilitas Harga Saham Pada Perusahaan Manufaktur Di BEI Tahun 2016-2019

Jane Levi Andrea (Fakultas Ekonomi Universitas Tarumanagara Jakarta)
Linda Santioso (Fakultas Ekonomi Universitas Tarumanagara Jakarta)

Jurnal Paradigma Akuntansi
Vol. 4 No. 3 (2022): Juli 2022

This research aims to know and analyze the role of dividend payout ratio, firm size, earnings volatility, asset growth, and leverage towards share price volatility in every sectors of manufacturing industry listed in the Indonesia Stock Exchange during 2016-2019. The data is collected through www.idx.com and the company’s official website. Purposive sampling was the chosen method for this research and with 46 companies used as the sample. Data is processed with multiple regression analysis with the help of Eviews 11.0 and Microsoft Office 2013. The results of this study indicate earnings volatility was positively significant towards share price volatility while dividend payout ratio, firm size, asset growth, and leverage have no significant relation towards share price volatility.