Open AccessFAKTOR – FAKTOR FUNDAMENTAL YANG MEMPENGARUHI BETA SAHAM PADA PERUSAHAAN NON-KEUANGAN YANG TERDAFTAR DI BEI
Author(s) -
Yulia Yulia,
Hotman Tohir Pohan
Publication year - 2015
Publication title -
jurnal magister akuntansi trisakti
Language(s) - English
Resource type - Journals
ISSN - 2339-0859
DOI - 10.25105/jmat.v2i2.4958
Subject(s) - stock exchange , business , market liquidity , dividend payout ratio , return on assets , beta (programming language) , dividend , leverage (statistics) , financial system , monetary economics , stock (firearms) , financial statement , finance , dividend policy , economics , accounting , mathematics , mechanical engineering , statistics , audit , computer science , engineering , programming language
The objectives of this research are to analyze and investigate whether there is influence from financial leverage, liquidity, assets growth, assets size, return on investment and dividend payout ratio to stock beta. This research uses 309 financial statement of non-financial companies listed in Indonesia Stock Exchange during the period of 2011 to 2013. The result of this research shows that assets size has significant influence to stock beta. On the other hand, financial leverage, liquidity, assets growth, return on investment and dividend payout ratio have no significant influence to stock beta.