Analisis Dampak Kejutan Informasi Arus Kas, Laba Bersih, Dan Risiko Terhadap Return Saham (Studi Empiris Pada Perusahaan Manufaktur Sektor Industri Barang Konsumsi Yang Terdaftar Di Bei Periode 2016-2017)

Muallifa Muallifa, Ronny Malavia Mardani, Arini Fitria Mustapita

Abstract


Abstract

This study aims to analyze the impact of the shock information on cash flow, net income, and risk on stock returns (an empirical study on manufacturing companies in the consumer goods industry sector listed on the Indonesia Stock Exchange for the period 2016-2017). This research is classified as explanatory research. The type of data used is secondary data obtained from www.idx.co.id. The analytical method used is panel data. The total population in the study is 47 manufacturing companies in the consumer goods industry sector and the sample is 36 companies obtained by purposive sampling method. Data collection through documentation. The analysis technique used in this study is panel data regression analysis, t test, and the coefficient of determination using Eviews. Based on the analysis conducted, the results of the study show that the cash flow variable has no significant negative effect on stock returns. Net income has no significant negative effect on stock returns. While the risk variable shows a significant positive effect on stock returns.

Keywords: Cash Flow, Net Income, Risk, Stock Return.


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