Pengaruh Faktor Faktor Fundamental dan Teknikal terhadap Harga Saham pada Perusahaan Berkapitalisasi Besar yang Terdaftar di BEI, SGX dan SET Periode 2016-2022

Abstract

The company's stock price reflects the value of the company both in the organizational environment and in the eyes of the community. If the stock price of a company is high, then the value of the company in the eyes of the community is also good and vice versa. The research aims to analyze the effect of Return on Equity, Current Ratio, Earnings per Share, Debt to Equity Ratio, Dividend Payout Ratio, Bid Volume and Trading volume on stock prices. This is quantitative research, The research population is made up of a large-cap company listed on the IDX, SGX, and SET period 2016-2022, determined using a sampling technique of non-probability sampling with a purposive sampling approach. Panel data regression analysis is employed as data analysis technique using the aid of EViews software. The results indicate that simultaneously Return on Equity, Current Ratio, Earnings per Share, Debt to Equity Ratio, Dividend Payout Ratio, Bid Volume and Trading Volume have a positive and significant effect on stock prices, respectively. Partially, Return on Equity has a significant effect on stock prices. Current Ratio has no significant effect on the stock prices. Debt to Equity Ratio has a significant effect on stock prices. Earnings per Share have no significant effect on the stock prices. Dividend Payout Ratio has no significant effect on the stock prices. Bid Volume significantly affects the stock prices. Trading Volume has no significant effect on stock prices. The value of Adjusted R

Square obtained is 12.5% while the remaining is 87.5% is affected by other variables.