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The Determinants of Banking Stock Returns in Indonesia Using Intervalling Method

Accounting Analysis Journal · Vol. 10 No. 2 (2021) · hlm. 124–130

DOI
10.15294/aaj.v10i2.48753
ISSN
2502-6216, 2252-6765
Terbit
2021-09-30
Penerbit
Universitas Negeri Semarang
Bahasa
eng

Abstrak

This study aims to analyze the effect of LDR, ROA, CAR, EPS, and DER on stock returns by the method of intervalling. This study takes the banking population listed on the Indonesia Stock Exchange (BEI) in 2015-2017 as many as 45 banks. The sampling technique used purposive sampling and obtained 25 banks so that 150 units of analysis for data 6 months and 75 units of analysis for data 12 months. The data uses semester, annual financial reports, and stock closing prices for 2015-2017. The multiple regression analysis method was used in this study with the IBM SPSS 21.0 analysis tool. The results of data analysis show that CAR has a significant positive effect on stock returns at intervals of 6 and 12 months. ROA has a significant negative effect on stock returns at 12-month intervals. LDR, EPS, and DER do not affect stock returns. The conclusion of this study is that CAR can affect stock returns. Keywords: Stock Return, Loan to Deposit Ratio; Return on Assets; Capital Adequacy Ratio; Earning per Share; Debt to Equity Ratio

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  • State University of Semarang
  • Universitas Islam Nusantara
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Rekan penulisOrganisasiArtikel bersama
Gatot Putra DewaAfiliasi tidak diketahui1
Nanik Sri UtaminingsihAfiliasi tidak diketahui1
Kiswanto KiswantoAfiliasi tidak diketahui1
Herdiawan Rudi PradanaAfiliasi tidak diketahui1
Ratna Aditya NingrumAfiliasi tidak diketahui1
Prabowo Yudo JayantoState University of Semarang1
Bestari Dwi HandayaniAfiliasi tidak diketahui1
Setyadi IrfanAfiliasi tidak diketahui1
Galuh TristianasariAfiliasi tidak diketahui1
Whino Sekar Prasetyaning TunggalAfiliasi tidak diketahui1
Linda AgustinaAfiliasi tidak diketahui1
Dwi Anggoro SaputroAfiliasi tidak diketahui1
Helnia Nur IslamiAfiliasi tidak diketahui1
Eva PurnamasariAfiliasi tidak diketahui1
Fuad Jaka PamungkasAfiliasi tidak diketahui1
Muhammad Wakhid IbrahimAfiliasi tidak diketahui1
Berti Desbriantika Kusuma DeviAfiliasi tidak diketahui1
Siti Bekti AmbarriyahAfiliasi tidak diketahui1
Nurhalimatusy Sya'diyahAfiliasi tidak diketahui1
Widiyanto WidiyantoState University of Semarang1
Muhsin MuhsinUniversitas Islam Nusantara1
Ahmad NurkhinAfiliasi tidak diketahui1
Jarot Tri Bowo SantosoAfiliasi tidak diketahui1
Harsono HarsonoAfiliasi tidak diketahui1
Indah AnisykurlillahAfiliasi tidak diketahui1
Lyna LatifahState University of Semarang1
Yoan PermatasariAfiliasi tidak diketahui1
Muhammad Nur FuadState University of Semarang1

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Sumber metadata: OAI-PMH (metadata jurnal) https://journal.unnes.ac.id/sju/index.php/aaj/oai, pertama di-harvest 5 Nov 2026, terakhir terlihat 8 Nov 2026.
Metadata asli (oai_dc) 
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	<dc:title xml:lang="en-US">The Determinants of Banking Stock Returns in Indonesia Using Intervalling Method</dc:title>
	<dc:creator>Jati, Damar Kartika</dc:creator>
	<dc:creator>Fachrurrozie, Fachrurrozie</dc:creator>
	<dc:description xml:lang="en-US">This study aims to analyze the effect of LDR, ROA, CAR, EPS, and DER on stock returns by the method of intervalling. This study takes the banking population listed on the Indonesia Stock Exchange (BEI) in 2015-2017 as many as 45 banks. The sampling technique used purposive sampling and obtained 25 banks so that 150 units of analysis for data 6 months and 75 units of analysis for data 12 months. The data uses semester, annual financial reports, and stock closing prices for 2015-2017. The multiple regression analysis method was used in this study with the IBM SPSS 21.0 analysis tool. The results of data analysis show that CAR has a significant positive effect on stock returns at intervals of 6 and 12 months. ROA has a significant negative effect on stock returns at 12-month intervals. LDR, EPS, and DER do not affect stock returns. The conclusion of this study is that CAR can affect stock returns.
Keywords: Stock Return, Loan to Deposit Ratio; Return on Assets; Capital Adequacy Ratio; Earning per Share; Debt to Equity Ratio</dc:description>
	<dc:publisher xml:lang="en-US">Universitas Negeri Semarang</dc:publisher>
	<dc:date>2021-09-30</dc:date>
	<dc:type>info:eu-repo/semantics/article</dc:type>
	<dc:type>info:eu-repo/semantics/publishedVersion</dc:type>
	<dc:type xml:lang="en-US">Peer-reviewed Article</dc:type>
	<dc:format>application/pdf</dc:format>
	<dc:identifier>https://journal.unnes.ac.id/sju/aaj/article/view/48753</dc:identifier>
	<dc:identifier>10.15294/aaj.v10i2.48753</dc:identifier>
	<dc:source xml:lang="en-US">Accounting Analysis Journal; Vol 10 No 2 (2021): July; 124-130</dc:source>
	<dc:source>2502-6216</dc:source>
	<dc:source>2252-6765</dc:source>
	<dc:language>eng</dc:language>
	<dc:relation>https://journal.unnes.ac.id/sju/aaj/article/view/48753/20015</dc:relation>
	<dc:rights xml:lang="en-US">Copyright (c) 2021 Accounting Analysis Journal</dc:rights>
</oai_dc:dc>