2020
DOI: 10.23960/jak.v25i1.190
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Pengaruh Asset Growth, Financial Leverage, Dan Liquidity Terhadap Risiko Sistematis Pada Saham Lq 45 Yang Terdaftar Di Bei Periode 2010-2018

Abstract: The purpose of this study was to analyze the influence of asset growth, financial leverage, and liquidity to systematic risk of LQ 45 stock that listed in Indonesia Stock Exchange. This study measure systematic risk of stock by using Single Index Model as dependen variable. Independent variables that used are asset growth, financial leverage with proxy degree of financial leverage, and liquidity with proxy current ratio. Samples selection in this study were purposive sampling, which is obtained 12 companies ea… Show more

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Cited by 1 publication
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“…It assumes returns between correlated impacts of two or more that move together and show the same response to one factor or indicator included in the model. The stock beta (Caeli et al, 2020) is divided into three categories; beta <1 means the change in the level of the stock is smaller than what occurs in the market; beta >1 means the change in stock level is greater than what occurs in the market; beta = 1 means changes in stock levels are the same as those in the market. This approach is used in reference journal research (Bui et al ., 2017) with the first stage is calculating the rate of return from each stock and market index, secondly performing a regression stock returns and market index, then finally doing an adjusted beta to normalize raw beta.…”
Section: Stock Betamentioning
confidence: 99%
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“…It assumes returns between correlated impacts of two or more that move together and show the same response to one factor or indicator included in the model. The stock beta (Caeli et al, 2020) is divided into three categories; beta <1 means the change in the level of the stock is smaller than what occurs in the market; beta >1 means the change in stock level is greater than what occurs in the market; beta = 1 means changes in stock levels are the same as those in the market. This approach is used in reference journal research (Bui et al ., 2017) with the first stage is calculating the rate of return from each stock and market index, secondly performing a regression stock returns and market index, then finally doing an adjusted beta to normalize raw beta.…”
Section: Stock Betamentioning
confidence: 99%
“…So the firm size can strengthen or weaken the impact of profitability on the stock's systematic risk. Based on the literature above, the hypotheses taken are as follows: H10: Firm size adequates the impact of profitability on systematic risk 11) Firm Size Adequates the Impact of Asset Growth on Systematic Risk Big companies come with growing assets which means doing business expansion activities that affect investor interest in investment decisions (Caeli et al ., 2020) . On the other hand, large companies with good asset growth, if not accompanied by good sales, can increase the risk due to fixed costs borne by the company.…”
Section: ) Activity Against Systematic Riskmentioning
confidence: 99%
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