Daftar Isi:
  • This study aims to determine the effect of profitability, liquidity, leverage, past stock prices, stock trading volume, Dividend Per Shared (DPS), and Internet Financial Reporting (IFR) on stock prices partially and simultaneously on listed LQ-45 index companies on the Indonesia Stock Exchange (IDX) with an observation period during 2014-2017. Data is taken from company performance reports from 2014 to 2017. Analysis techniques are carried out by panel data regression analysis techniques with the help of Eviews 10. The sample selection in this study uses a purposive sampling method where the company to be studied must meet certain criteria. The number of companies used as research samples based on predetermined criteria is as many as 9 companies. Hypothesis testing uses a t test to test the coefficient partially with a significant level of 5% and the F test to test coefficients simultaneously. In addition, normality test, autocorrelation test, multicollinearity test and heteroscedacity test were also used. The results show that partially Dividend Per Shared (DPS) has a positive and significant effect on stock prices. Profitability, liquidity, leverage, past stock prices, and stock trading volume, and Internet Financial Reporting have no effect on stock prices. While simultaneous research shows that all independent variables have an effect on stock prices seen from the F-statistic value of 0.000000. The coefficient of determination (R2) in this study is 0.991898 which means that the ability of independent variables to explain variations in the dependent variable is 99.18% while the remaining 0.82% is explained by other independent variables outside the model that are not included in the regression model. Keywords : Profitability, liquidity, leverage, past stock prices, stock trading volume, Dividend Per Shared (DPS), Internet Financial Reporting (IFR), and stock prices.