The impact of COVID-19 pandemic towards stock return in Indonesia (empirical study on companies listed in IDX during period of 2019–2020)= Pengaruh Pandemi COVID-19 Terhadap Return Saham di Indonesia (Studi Empiris Perusahaan yang Terdaftar di BEI Periode 2019- 2020)

Inzen, Gabrielle Angelica Beatrice (2021) The impact of COVID-19 pandemic towards stock return in Indonesia (empirical study on companies listed in IDX during period of 2019–2020)= Pengaruh Pandemi COVID-19 Terhadap Return Saham di Indonesia (Studi Empiris Perusahaan yang Terdaftar di BEI Periode 2019- 2020). Bachelor thesis, Universitas Pelita Harapan.

	Text (Title) Title.pdf Restricted to Repository staff only Available under License Creative Commons Attribution Non-commercial Share Alike. Download (3MB)
Preview	Text (Abstract) Abstract.pdf Available under License Creative Commons Attribution Non-commercial Share Alike. Download (332kB) | Preview
Preview	Text (ToC) ToC.pdf Available under License Creative Commons Attribution Non-commercial Share Alike. Download (750kB) | Preview
Preview	Text (Chapter1) Chapter1.pdf Available under License Creative Commons Attribution Non-commercial Share Alike. Download (1MB) | Preview
	Text (Chapter2) Chapter2.pdf Restricted to Registered users only Available under License Creative Commons Attribution Non-commercial Share Alike. Download (2MB)
	Text (Chapter3) Chapter3.pdf Restricted to Registered users only Available under License Creative Commons Attribution Non-commercial Share Alike. Download (1MB)
	Text (Chapter4) Chapter4.pdf Restricted to Registered users only Available under License Creative Commons Attribution Non-commercial Share Alike. Download (3MB)
	Text (Chapter5) Chapter5.pdf Restricted to Registered users only Available under License Creative Commons Attribution Non-commercial Share Alike. Download (510kB)
Preview	Text (Bibliography) Bibliography.pdf Available under License Creative Commons Attribution Non-commercial Share Alike. Download (527kB) | Preview
	Text (Appendices) Appendices.pdf Restricted to Repository staff only Available under License Creative Commons Attribution Non-commercial Share Alike. Download (2MB)

Abstract

This research was conducted to analyze the impact of Return on Asset (ROA), Market Capitalization, COVID-19 Pandemic, and Stock Sector towards Stock Return in Indonesia. The independent variables used in this study are Return on Asset (ROA), Market Capitalization, Daily Increase of COVID-19 Total Confirmed Cases, and Stock Sector as dummy variable. The control variables used in this study are Debt-to-Equity Ratio (DER) and Company Size. The dependent variable used in this study is Stock Return. The population of this study is the companies that are listed in Indonesia Stock Exchange (IDX) during 2019 and 2020. A total of 776 samples are collected based on the purposive sampling method used in this study. The results showed that: (1) Return on Asset (ROA) has a significant positive impact towards stock return; (2) Market Capitalization has a significant positive impact towards stock return; (3) Daily Increase of COVID-19 Total Confirmed Cases has a significant negative impact towards stock return; and (4) Stock Sector has an insignificant negative impact towards stock return./Penelitian ini dilakukan untuk menganalisa pengaruh dari Return on Asset (ROA), Kapitalisasi Pasar, Pandemi COVID-19 dan Sektor Saham terhadap Return Saham di Indonesia. Penelitian ini menggunakan variabel independen berupa Return on Asset (ROA), Kapitalisasi Pasar, Kenaikan Harian dari Total Kasus yang Telah Terkonfirmasi dari Pandemi COVID-19 dan Sektor Saham sebagai variabel dummy. Penelitian ini menggunakan variabel kontrol berupa Debt-to-Equity Ratio (DER) dan Ukuran Perusahaan. Penelitian ini menggunakan variabel dependen berupa Return Saham. Populasi yang digunakan dalam penelitian ini adalah perusahaan yang terdaftar di Bursa Efek Indonesia (BEI) di periode 2019 sampai dengan 2020. Total sampel yang didapatkan melalui metode purposive sampling berjumlah 776 sampel. Hasil dari penelitian ini menunjukkan bahwa: (1) Return on Asset (ROA) memiliki pengaruh yang positif dan signifikan terhadap Return Saham; (2) Kapitalisasi Pasar memiliki pengaruh yang positif dan signifikan terhadap Return Saham; (3) Kenaikan Harian dari Total Kasus yang Telah Terkonfirmasi dari Pandemi COVID-19 memiliki pengaruh yang negatif dan signifikan terhadap Return Saham; serta (4) Sektor Saham memiliki pengaruh yang negatif dan tidak signifikan terhadap Return Saham.

Actions (login required)

View Item