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Journal : Digital Bisnis: Jurnal Publikasi Ilmu Manajemen Dan E-commerce

Harga Saham Sektor Kesehatan: Faktor Rasio Keuangan Abdul Latif; Iglesias Enmart Jeremia; Desma Natalia Hutauruk; Rina Azzahra Fili
Digital Bisnis: Jurnal Publikasi Ilmu Manajemen dan E-Commerce Vol. 1 No. 4 (2022): Desember : Digital Bisnis : Jurnal Publikasi Ilmu Manajemen dan E-Commerce
Publisher : Universitas 45 Surabaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (1431.062 KB) | DOI: 10.30640/digital.v1i4.372

Abstract

At the beginning of the Covid-19 pandemic in 2020, all sectors of the national and global economy were wholly paralyzed, the impact of which was that the economy's pace was hampered due to the limited space for economic transactions. During the soaring cases of Covid-19, not all parties are harmed, one of which is the health sector, which has increased its operational rate amid the pandemic. Furthermore, the health sector in the capital market has become the target of local and foreign investors. From the description above, this study intends to analyze the variable debt-to-asset ratio, return on equity, and current ratio on the stock price of the health sector. The research method is associative quantitative with multiple linear regression models on the SPSS 25 statistical tool. The population and sample in this study are health sector companies listed on the Indonesian stock exchange. The results show that the return on equity variable does not affect the health sector stock price. In contrast, the debt-to-equity ratio and current ratio variables positively affect the health sector stock price.
Analisis Bid-Ask Spreads, Market Value, dan Variance Return Pada Holding Period Erna Apriani; Akfika Rizky Sabilla; Abdul Latif
Digital Bisnis: Jurnal Publikasi Ilmu Manajemen dan E-Commerce Vol. 2 No. 1 (2023): Maret : Digital Bisnis : Jurnal Publikasi Ilmu Manajemen dan E-Commerce
Publisher : Universitas 45 Surabaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30640/digital.v2i1.786

Abstract

Holding shares that have been purchased by investors is a level of trust in the company itself, and whether or not investors hold their shares for a long time greatly influences the condition of the holding period. During a period of transition and global economic uncertainty, stock prices in the energy sector are a long-term alternative to be maintained. Thus this study aims to analyze the effect of bid-ask spreads, market value, and variance returns on the holding period of the energy sector. The data used in this study is secondary data in the form of data on the number of outstanding shares, daily data on the volume of stock trading transactions, the bid price and ask price of shares, and the average stock return of energy sector companies during 2020-2021 with the type of time series data. The population and sample in this study are all companies going public in the energy sector on the Indonesian stock exchange, namely 58 companies on all accelerator boards for the period 2020-2021. The data analysis tool used is a multiple linear regression model to look for the effect of bid-ask spreads on market value and variance return on the holding period. The results of this study show that the bid-ask spreads variable has a negative effect on the holding period, and for market value variable results, the variance return does not affect the holding period.