Browsing by Author "Dwiartha, Tian"

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    SHARE PRICE IMPACT OF SALES GROWTH, ASSET STRUCTURE, COMPANY SIZE AND CASH FLOW STABILITY
    (Solid State Technology Volume: 63 Issue: 4, 2020) Hertina, Dede; Priyatna, Eka; Dwiartha, Tian
    This study aims to determine the impact of share prices from sales growth, asset structure, company size and cash flow stability in manufacturing companies in the basic industry and chemical sub-sectors listed on the Indonesia Stock Exchange for the period 2014-2018. Sales growth variable is measured using sales, Asset Structure variable is measured using total assets, company size variable is measured using the logarithm of total asset nature and stability. Cash flow is measured using net income. This study uses secondary data with a sample of 42 companies selected using purposive sampling method. The results showed that sales growth, asset structure and cash flow stability had no effect on stock prices, while firm size had a significant effect on stock prices.
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    STOCK RETURNS IMPACT OF ECONOMIC VALUE ADDED AND MARKET VALUE ADDED
    (International Journal of Solid State Technology Volume: 63 Issue: 5, 2020) Hertina, Dede; Priyatna, Eka; Dwiartha, Tian
    This study aims to determine the impact of Economic Value Added and Market Value Added on Stock Returns. This study used a purposive sampling technique and obtained a sample of 15 companies in the property and real estate sector which are listed on the Indonesia Stock Exchange for the 2016-2019 period. The analysis technique used in this research is multiple linear regression. Based on the results of the F test, it was found that Economic Value Added and Market Value Added on stock returns did not have a significant effect on stock returns, as evidenced by Fcount (2.197) < Ftable (3.24) with a significance of 0.125> 0.05, while the t test results stated that Economic Value Added did not significant effect on stock returns, this is evident from the value of tcount 1.995 < 2.023 t table with a significance level of 0.053 ≥ α = 0.05, the results of MVA have no significant effect on stock returns, it is proven that the value of tcount 0.735 < 2.023 t table with a significance level of 0.46 > α = 0.05.