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All Journal Alignment: Journal of Administration and Educational Management Jurnal Riset Bisnis dan Investasi Jurnal Online Insan Akuntan Jurnal Pengabdian Dharma Laksana Jurnal Akuntansi Coopetition : Jurnal Ilmiah Manajemen Jurnal Ekonomi Efektif Jurnal PADMA: Pengabdian Dharma Masyarakat Jurnal Inovasi Masyarakat
Ivan Gumilar Sambas Putra
Universitas Widyatama
Religion Humanities Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Environmental Science Industrial & Manufacturing Engineering Law, Crime, Criminology & Criminal Justice Social Sciences Other

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Journal : Jurnal Akuntansi

 1 
Trading Days, Systematic Risk, and Daily Standard Deviation in LQ-45 Stocks Yana Hendayana; Daniel Nababan; Ivan Gumilar Sambas Putra
Jurnal Akuntansi Vol. 15 No. 2 (2023): Vol 15 No. 2 (2023)
Publisher : Universitas Kristen Maranatha

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Abstract

This study aims to assess the impact of trading days and systematic risk on the daily standard deviation of stocks in LQ-45 companies. This study includes a sample of 45 companies listed on the LQ-45 index of the Indonesia Stock Exchange. This study uses purposive sampling as the participant selection method. Hypotheses were tested using multiple linear regression analysis on SPSS version 26, with secondary data obtained from the Indonesia Stock Exchange. This study has identified a significant relationship between trading days and systematic risk, which in turn affects the standard deviation of stocks. The purpose of this study is to investigate the impact of trading days and systematic risk on the daily standard deviation of stocks owned by companies listed in the LQ-45 index. Based on the results, it is concluded that trading days have an influence on the daily standard deviation of stocks, with Friday showing a significant impact. There is a positive correlation between the level of systematic risk and the magnitude of a stock's daily standard deviation. Keywords: Trading Days, Systematic Risk, and Annual Standard Deviation
Co-Authors Agatha Rinta Suhardi Andhika Ligar Andhika Ligar Hardika Andi Budiawan Azhar Affandi Daniel Nababan Denok Sunarsi Denok. Sunarsi Fitria Nurul Hajijah Ii Halilah Muhammad Bayu Aji Sumantri Neneng Susanti Nugi Muhammad Nugraha Radhi Abdul Halim Rachmat Supardi Supardi Tanti Irawati Mukhlis Titto Rohendra Vina S. Marinda Vincentia Wahju Widajatun, Vincentia Wahju Widya Intan Sari Yana Hendayana