Pengaruh risiko dan faktor internal bank terhadap harga saham di industri perbankan indonesia
P Penelitian ini menguji pengaruh dari risiko dan faktor internal bank pada perusahaan perbankan yang terdaftar di Bursa Efek Indonesia. Risiko perbankan yang diukur dengan Non-Performing Loan dan faktor internal bank seperti Book to Market Ratio, Return on Equity, Price/Earnings to Growth Ratio, Debt to Equity Ratio, Earnings per Share, Bank Size and Institutional Ownership Percentage dilakukan pengujian melalui regresi data panel untuk mengetahui pengaruhnya terhadap perubahan harga saham pada 37 perusahaan perbankan konvensional yang terdaftar di Bursa Efek Indonesia dalam kurun waktu 2018-2022. Berdasarkan Uji Pemilihan Model, diperoleh Fixed Effect Model sebagai model yang paling tepat untuk melakukan pengujian. Berdasarkan hasil pengujian, diperoleh kesimpulan bahwa non-performing loan, book to market ratio, earnings per share, bank size berpengaruh negatif dan signifikan terhadap harga saham. Sementara itu, return on equity, price/earnings to growth ratio, debt to equity ratio, dan institutional ownership tidak berpengaruh terhadap harga saham. Penelitian ini memberikan gambaran yang lebih luas mengenai faktor-faktor yang mempengaruhi harga saham pada Perusahaan perbankan yang terdaftar di Bursa Efek Indonesia. Untuk itu, dalam memaksimalkan harga sahamnya, Perusahaan perbankan perlu memperhatikan pada faktor-faktor yang berpengaruh signifikan terhadap harga saham.
T The objective of this study is to examine the influence of bank risk and bank internal factors on conventional bank firms listed on the Indonesia Stock Exchange. Banking risk is measured by Non-Performing Loans and banking internal factors include several ratios, such as Book to Market Ratio, Return on Equity, Price/Earnings to Growth Ratio, Debt to Equity Ratio, Earnings per Share, Bank Size and Institutional Ownership Percentage. Panel data regression is employed to determine the effect on change market price of stocks (CMPS) on 37 conventional banking firms listed on the Indonesia Stock Exchange in the 2018-2022 period. Based on the Model Selection Test, the Fixed Effect Model was obtained as the most appropriate model for testing. Based on the test results, it was concluded that non-performing loan, book to market ratio, earning per share, and bank size have a negative and significant effect on stock prices. Meanwhile, return on equity, price/earnings to growth ratio, debt to equity ratio, and institutional ownership do not have a significant effect on stock prices. This research provides a broader picture of the factors that influence share prices in banking companies listed on the Indonesia Stock Exchange. For this reason, in maximizing their share prices, banking companies need to pay attention to factors that have a significant influence on share prices