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The share price represents the company's value on the share market; buyers and sellers establish the company's value based on the quantity of demand and supply of shares. This research looks at how market capitalization, trading volume, BV, and DER are used to analyze share price variations. The research aims to understand investor behavior in fluctuating market situations. The method used is to analyze multiple linear regression, and the data collection method is secondary data. This study's results indicate a relatively significant correlation between market capitalization, trading volume, BV, DER, and share prices, implying that predictor variables may adequately describe the reasons for price fluctuations. The conclusion of the research results reveals that from 2019 to 2021, investors act rationally in making judgments while conducting transactions or preserving their cash in the Bank and Insurance Sub-Sector. JEL, classification： G11 G12 Keywords: Market Capitalization; Trading Volume; BV; DER; Share Stocks

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This article aims to synthesize and test empirically turnaround model by content dimension that is an integration of the organization change framework into turnaround research to measure some activities done to avoid failure in turnaround. This study on the Indonesian Stock Exchange (BEI) by using Ordinary Least Square technique. The results of the analysis from content dimension show that the CEO expertise variable has a significant relationship to turnaround, since companies in Indonesia are dominated by family companies, so maintaining the incumbent CEO is more appropriate, because it is a family member. In addition, free assets show a significant relationship with turnaround, while leverage and growth of sales do not have a significant relationship with turnaround. Keywords: Financial Distress, Turnaround Model, CEO Expertise, Free Assets, Leverage and Growth of Sales,