{"title":"Fundamental Beta pada Perusahaan Properti yang terdatar di Bursa Efek Indonesia Periode 2018-2022","authors":"Tegar Maulana Hidayat, Adler Haymans Manurung, Jhonni Sinaga","doi":"10.61722/jiem.v2i8.2363","DOIUrl":null,"url":null,"abstract":"This study aims to determine the effect of Return on Equity, Fixed Asset, Price Book Value, Asset Growth, and Effective Tax Rate on Stock Beta. The data collection method used is using data from the financial statements of property companies. This study was analyzed using descriptive analysis, classical assumption analysis, multiple regression analysis, coefficient of determination, and t-test. The results of this study indicate that the effect of ROE has a positive and insignificant effect on stock beta, fixed assets have a positive and insignificant effect on stock beta, price book value has a negative and significant effect on stock beta, asset growth has a positive and significant effect on stock beta, and effective tax rate has a positive and insignificant effect on stock beta.","PeriodicalId":513440,"journal":{"name":"JURNAL ILMIAH EKONOMI DAN MANAJEMEN","volume":"27 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2024-08-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"JURNAL ILMIAH EKONOMI DAN MANAJEMEN","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.61722/jiem.v2i8.2363","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
This study aims to determine the effect of Return on Equity, Fixed Asset, Price Book Value, Asset Growth, and Effective Tax Rate on Stock Beta. The data collection method used is using data from the financial statements of property companies. This study was analyzed using descriptive analysis, classical assumption analysis, multiple regression analysis, coefficient of determination, and t-test. The results of this study indicate that the effect of ROE has a positive and insignificant effect on stock beta, fixed assets have a positive and insignificant effect on stock beta, price book value has a negative and significant effect on stock beta, asset growth has a positive and significant effect on stock beta, and effective tax rate has a positive and insignificant effect on stock beta.
本研究旨在确定股本回报率、固定资产、价格账面价值、资产增长率和实际税率对股票贝塔值的影响。采用的数据收集方法是使用房地产公司财务报表中的数据。本研究采用了描述性分析、经典假设分析、多元回归分析、判定系数和 t 检验等方法进行分析。研究结果表明，投资回报率对股票贝塔系数的影响为正且不显著，固定资产对股票贝塔系数的影响为正且不显著，价格账面价值对股票贝塔系数的影响为负且不显著，资产增长率对股票贝塔系数的影响为正且不显著，实际税率对股票贝塔系数的影响为正且不显著。
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