Analisis Pengaruh Stock Split, Dividen Per Share, Earning Per Share, dan Ukuran Perusahaan terhadap Perubahan Harga Saham Dengan Resiko Sistematis sebagai Variabel Moderating pada Perusahaan Go Public Yang Terdaftar di Bursa Efek Indonesia

Abstract

This study aims to determine and analyze the effect of stock split, earnings per share, dividend per share, and Firm Size on changes in stock prices. Systematic Risk as a moderating variable. The research design in this research is a research study. The population of this research is 134 companies. The sample selection method uses a purposive sampling method, or uses a group of people to test predetermined criteria. The number of samples is 62 companies. Methods of data analysis using descriptive statistics, Classical Assumptions Test and multiple regression analysis. The results showed that Stock split had a negative and significant effect on changes in stock prices, Dividend per share had a positive and significant effect on changes in stock prices, Earning per share had a negative and significant effect on changes in stock prices, company size has a positive and insignificant effect on changes in stock prices, simultaneously systematic risk is able to moderate the relationship between stock splits, dividends per share, earnings per share, and Firm Size on changes in stock prices. However, partially, systematic risk is not able to moderate the relationship between stock split and changes in stock prices, dividends per share with changes in stock prices, earnings per share with changes in stock prices.