eprintid: 69118
rev_number: 10
eprint_status: archive
userid: 12460
dir: disk0/00/06/91/18
datestamp: 2025-01-06 06:55:29
lastmod: 2025-01-06 06:55:29
status_changed: 2025-01-06 06:55:29
type: thesis
metadata_visibility: show
contact_email: muh.khabib@uin-suka.ac.id
creators_name: Intan Magfirah, NIM.: 22208012041
title: PENGARUH FAKTOR-FAKTOR FUNDAMENTAL TERHADAP VOLATILITAS HARGA SAHAM DI DAFTAR EFEK SYARIAH (DES)
ispublished: pub
subjects: 297.273
divisions: ek_syarS-2
full_text_status: restricted
keywords: Leverage, Dividend Per Share, Dividend Yield, Dividend Per Share,
Earning Volatility, Asset growth, Firm Size, Kepemilikan Asing,
Volatilitas Harga Saham, ECM
note: Pembimbing: Dr. Prasojo, S.E., M.Si
abstract: This study explains how leverage, dividend per share, dividend yield, dividend per
share, earning volatility, asset growth, firm size and foreign ownership affect
stock price volatility in the Sharia Securities List (DES) in 2014-2023. This study
uses quantitative methods through secondary data sourced from the Indonesia
Stock Exchange (IDX). The analysis technique in this study uses an error
correction model (ECM) in the short term and long term. The results of this study
explain that leverage and dividend payout ratio have no effect on stock price
volatility in both the short and long term. Dividend yield has a negative and
significant impact on stock price volatility in the long term, but in the short term it
has no effect on stock price volatility. In addition, dividend per share and
earnings volatility have a negative and significant effect on stock price volatility
in the short and long term. Asset growth has a negative and significant effect on
stock price volatility in the long term, but earning volatility has no effect on stock
price volatility in the short term. Then, firm size and foreign ownership both have
a negative and significant effect on stock price volatility both in the short and long
term.
date: 2024-12-17
date_type: published
pages: 205
institution: UIN SUNAN KALIJAGA YOGYAKARTA
department: FAKULTAS EKONOMI DAN BISNIS ISLAM
thesis_type: masters
thesis_name: other
citation:   Intan Magfirah, NIM.: 22208012041  (2024) PENGARUH FAKTOR-FAKTOR FUNDAMENTAL TERHADAP VOLATILITAS HARGA SAHAM DI DAFTAR EFEK SYARIAH (DES).  Masters thesis, UIN SUNAN KALIJAGA YOGYAKARTA.   
document_url: https://digilib.uin-suka.ac.id/id/eprint/69118/1/22208012041_BAB-I_IV-atau-V_DAFTAR-PUSTAKA.pdf
document_url: https://digilib.uin-suka.ac.id/id/eprint/69118/2/22208012041_BAB-II_sampai_SEBELUM-BAB-TERAKHIR.pdf