Pengaruh Earnings Volatility, Dividend Payout Ratio, Dividend Yield, Growth In Assets, dan Leverage terhadap Volatilitas Harga Saham pada Perusahaan Lq45 yang Terdaftar di Bei pada Periode 2017- 2022

Abstract

This study aims to examine and determine the influence of Earnings Volatility, Dividend Payout Ratio, dividend yield, growth in assets and leverage on stock price volatility in company indeks LQ45 listed on the Indonesian Stock Exchange for the the period 2017 -2022. This study use secondary data that obtained from Indonesian Stock Exchange, investment website, and the website of each company, using a sample of 30 companies. The sampling technique method is purposive sampling with 180 units of analysis. The obsevations of this study are analyzed using pooled data regression analysis using software Eviews 10. The results of this study partially indicate that Earnings Volatility, Dividend Payout Ratio, and growth in assets have no effect on stock price volatility while dividend yield and leverage have a positive and significant effect on stock price volatility. Simultaneously Earnings Volatility, Dividend Payout Ratio, dividend yield, growth in assets and leverage all have an effect and significant on stock price volatility