Pengaruh Earning Per Share, Dividend Yield, dan Suku Bunga terhadap Volatilitas Saham Perusahaan LQ45

M. Fazri Razali (Institut Teknologi dan Bisnis Haji Agus Salim)
Sri Asyrafil Mustaqmah (Institut Teknologi dan Bisnis Haji Agus Salim)

Digital Bisnis: Jurnal Publikasi Ilmu Manajemen Dan E-commerce
Vol. 5 No. 3 (2026): September : Digital Bisnis: Jurnal Publikasi Ilmu Manajemen dan E-Commerce

Goals of the research is to examining Earnings Per Share (EPS), Dividend Yield, and interest rates effects on stock volatility of companies listed in the LQ45 Index during the February–July 2024 period. Approached methods using quantitive by secondary data that having from corporate financial statements, stock price data, and Bank Indonesia benchmark interest rate data. Sample was 45 LQ45 companies that choosen by saturated sampling technique. Multiple linear regression analysis is applied to assess both simultaneouly and partially on its affected in the variables. The findings indicate that EPS has a negative but insignificantly affected on stock volatility. Dividend Yield has a negative and significantly affected on stock volatility. Furthermore, as the moderate variable, interest rates, in Dividend Yield and stock volatility, correlation do not exhibit a significant effect. By simultaneous, all research variables have its effect that significat the stock volatility of LQ45 companies.