影响印尼证券交易所银行公司股价的因素

Constance Henryette Adriana, Muria Kartika Perdana
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引用次数: 6

摘要

银行业是受政府监管最严格的行业,因为银行业在国家经济中作为实体部门融资的桥梁具有重要意义。银行类股票是投资者追捧的股票之一。健康状况良好的银行将吸引许多投资者。本研究的目的是证明银行的健康水平-风险概况和良好的公司治理-对股票价格在IDX银行部门公司的影响。本研究使用的数据是银行公司财务报表形式的二手数据。本研究的自变量为风险概况和GCG,由不良贷款(NPL)、利率风险(IRR)、存贷比(LDR)、管理层持股、机构持股、独立董事、董事会规模、委员会审计和因变量股价组成。本研究的抽样方法为有目的抽样,选取在印尼证券交易所注册的7家银行公司为样本。股票价格为雅虎财经的收盘价。使用的数据分析技术是参数统计检验-多元线性回归分析和经典假设检验,包括正态性检验、自相关检验、多重共线性检验和异方差检验。假设检验采用R方检验、偏t检验和F检验。研究结果证明,不良贷款(NPL)、独立专员和审计委员会变量对股价没有影响。然而,利率风险(IRR)、存贷比(LDR)、管理层持股、机构持股和董事会规模对股价有影响。关键词:不良贷款(NPL)、利率风险(IRR)、存贷比(LDR)、管理层持股、机构持股、独立董事、董事会规模、审计委员会、股价。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Factors Influencing the Stock Price of Banking Companies in the Indonesia Stock Exchange
The banking sector is the industry most regulated by the government has given the importance of this sector in the country's economy as a bridge for financing the real sector. Stocks in the banking industry are one of the stocks that are highly sought after by investors. Banks that have good health will attract many investors. The purpose of this study is to prove the influence of the bank's health level – risk profile and good corporate governance – on stock price in the banking sector companies on the IDX. The data used in this study are secondary data in the form of financial statements of banking companies. The independent variables in this study are risk profile and GCG, which consist of Non Performing Loans (NPL), Interest Rate Risk (IRR), Loan to Deposit Ratio (LDR), Managerial Ownership, Institutional Ownership, Independent Commissioner, Size of Board of Directors, Committee Audit and dependent variable Share Price. The sampling method in this study was purposive sampling with a sample of 7 banking companies registered on the Indonesia Stock Exchange. Stock price are the closing price on Yahoo Finance. The data analysis technique used is parametric statistical test – multiple linear regression analysis and classical assumption test, including normality test, autocorrelation test, multicollinearity test, and heteroscedasticity test. Test of hypothesis used the R Square test, partial t-test, and F test. The results of the study prove that the Non-Performing Loan (NPL), Independent Commissioner, and Audit Committee variables have no influence on the Stock Price. However, the Interest Rate Risk (IRR), Loan to Deposit Ratio (LDR), Managerial Ownership, Institutional Ownership, and the Size of the Board of Directors have an effect on Stock price.  Keywords: Non-Performing Loan (NPL), Interest Rate Risk (IRR), Loan to Deposit Ratio (LDR), Managerial Ownership, Institutional Ownership, Independent Commissioner, The size of the Board of Directors, the Audit Committee, and stock price.
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