IJEBMR
ISSN: 2456-7760

Title:
LONG-TERM ANALYSIS BANKING SHARE PRICE: APPLICATION OF DATA PANEL REGRESSION MODEL

Authors:
Endri, Indonesia

Abstract:
The objective of this research is to estimate and analyze the factors that the banking stock price listed in Indonesia Stock Exchange during 2006-2016 period using panel data regression method with eleven banks selected as research sample. The results showed that the variable NIM, CAR, LDR, ROA, SBI significantly affect the movement of banking stock prices. Of the variables that influence significantly, the LDR ratio variable is the most dominant variable of influence, while the NIM ratio variable is the least influence variable. All independent variables consisting of; NIM, CAR, NPL, LDR, BOPO, ROA, SBI, inflation, and exchange rates simultaneously affect the banking stock price significantly.

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