{"title":"对股票价格的预测与奥尔特曼Z-Score、Zmijewski和G-Score模型相同","authors":"Risma Dwi Nurminawati","doi":"10.26877/jibeka.v1i1.6","DOIUrl":null,"url":null,"abstract":"The purpose of this study was to determine the effect of Altman Z-score, Zmijewski, Gscore on stock prices. The samples used in this study were propertyand real estate companies listed on the Indonesia Stock Exchange for the 2015-2019 period with a sample of 35 companies obtained using purposive sampling. The analysis used is multiple linear regression and classical assumption test. The results show that the Altman Z-score model has a significant effect on stock prices with a significant value of 0,000. Zmijewski model has a significant effect on stock prices with a significant value of 0,005. The G-score model also has a significant effect on stock prices with a significant value of 0,000. There is a simultaneous influence between independent variables namely Altman Z-score, Zmijewski dan G-score with the dependent variable namely Stock Prices","PeriodicalId":367392,"journal":{"name":"Jurnal Ilmiah Manajemen Bisnis dan Ekonomi Kreatif","volume":"28 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2021-12-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"Prediksi Kebangkrutan Terhadap Harga Saham Dengan Model Altman Z-Score, Zmijewski Dan G-Score\",\"authors\":\"Risma Dwi Nurminawati\",\"doi\":\"10.26877/jibeka.v1i1.6\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"The purpose of this study was to determine the effect of Altman Z-score, Zmijewski, Gscore on stock prices. The samples used in this study were propertyand real estate companies listed on the Indonesia Stock Exchange for the 2015-2019 period with a sample of 35 companies obtained using purposive sampling. The analysis used is multiple linear regression and classical assumption test. The results show that the Altman Z-score model has a significant effect on stock prices with a significant value of 0,000. Zmijewski model has a significant effect on stock prices with a significant value of 0,005. The G-score model also has a significant effect on stock prices with a significant value of 0,000. There is a simultaneous influence between independent variables namely Altman Z-score, Zmijewski dan G-score with the dependent variable namely Stock Prices\",\"PeriodicalId\":367392,\"journal\":{\"name\":\"Jurnal Ilmiah Manajemen Bisnis dan Ekonomi Kreatif\",\"volume\":\"28 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2021-12-28\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Jurnal Ilmiah Manajemen Bisnis dan Ekonomi Kreatif\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.26877/jibeka.v1i1.6\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Jurnal Ilmiah Manajemen Bisnis dan Ekonomi Kreatif","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.26877/jibeka.v1i1.6","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 1
摘要
本研究的目的是确定Altman Z-score、Zmijewski、Gscore对股票价格的影响。本研究中使用的样本是2015-2019年期间在印度尼西亚证券交易所上市的房地产公司,样本为35家公司,采用有目的抽样法获得。分析采用多元线性回归和经典假设检验。结果表明,Altman Z-score模型对股票价格有显著影响,显著值为0000。Zmijewski模型对股票价格有显著影响,显著值为0.005。G-score模型对股票价格也有显著影响,显著值为0000。自变量Altman Z-score、Zmijewski dan G-score与因变量股票价格之间存在同步影响
Prediksi Kebangkrutan Terhadap Harga Saham Dengan Model Altman Z-Score, Zmijewski Dan G-Score
The purpose of this study was to determine the effect of Altman Z-score, Zmijewski, Gscore on stock prices. The samples used in this study were propertyand real estate companies listed on the Indonesia Stock Exchange for the 2015-2019 period with a sample of 35 companies obtained using purposive sampling. The analysis used is multiple linear regression and classical assumption test. The results show that the Altman Z-score model has a significant effect on stock prices with a significant value of 0,000. Zmijewski model has a significant effect on stock prices with a significant value of 0,005. The G-score model also has a significant effect on stock prices with a significant value of 0,000. There is a simultaneous influence between independent variables namely Altman Z-score, Zmijewski dan G-score with the dependent variable namely Stock Prices