Open AccessKajian Empiris Variabel Makroekonomi Dan Mikroekonomi Terhadap Beta Saham Pada Perusahaan Yang Terdaftar Di Kompas 100 Periode 2009-2013
Author(s) -
Carrolina Caecilia,
Sendy Cahyadi
Publication year - 2014
Publication title -
akrual
Language(s) - English
Resource type - Journals
eISSN - 2502-6380
pISSN - 2085-9643
DOI - 10.26740/jaj.v6n1.p52-67
Subject(s) - economics , beta (programming language) , debt to equity ratio , inflation rate , stock (firearms) , inflation (cosmology) , econometrics , dividend , interest rate , monetary economics , financial economics , finance , physics , mechanical engineering , population , demography , sociology , theoretical physics , computer science , programming language , engineering , nonprobability sampling
AbstractThis study analizes about the influence of macroeconomics and microeconomics variables towards stock of beta. The macroeconomics variables tested are inflation, interest rate, middle rate, gross domestic product, and money supply, while the microeconomics are asset growth, current ratio, debt to equity ratio, return on equity, and dividend payout ratio. The results are that out of 10 macroeconomics and microeconomics variables tested, only 8 passed the classical assumption test. Simultaneously (F test), 8 variables that passed affects stock of beta simultaneously. Partially (t test), only interest rate and current ratio has a positive significant effect.