Skripsi

ANALISIS REGRESI DATA PANEL UNTUK MELIHAT FAKTOR YANG MEMPENGARUHI HARGA SAHAM PADA PERUSAHAAN ENERGI YANG TERDAFTAR DI BEI

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Stock price represents the market value of a company formed through the interaction of supply and demand in the stock market. An increase in stock price typically reflects an improvement in firm value and strengthens investor confidence. This study aims to determine the most factors influencing stock prices among energy sector companies listed on the Indonesia Stock Exchange (IDX) during the period 2018-2024. The research utilizes secondary data obtained from the official IDX website. The analysis compares three panel data estimation approaches: the Common Effect Model (CEM), the Fixed Effect Model (FEM), and the Random Effect Model (REM). Model selection is conducted using the Chow test, the Hausman test, and the Lagrange Multiplier test. Based on these diagnostic tests, the FEM with individual effects is identified as the most suitable model. The resulting panel regression specification is Y ̂_it=γ ̂_i+4.013555+0.107956X_1it+0.159583X_3it. The estimation results using the FEM with individual effects indicate that CapEx and ROE have a significant influence on stock prices of energy sector companies listed on the IDX for the period 2018-2024. The selected FEM explains the variation in stock prices with a coefficient of determination of 91.41%, indicating strong explanatory power.

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Detail Information

Series Title

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Call Number

T1908012025

Publisher

Indralaya : Prodi Ilmu Matematika, Fakultas Matematika Dan Ilmu Pengetahuan Alam Universitas Sriwijaya., 2025

Collation

xviii, 77 hlm.; ilus.; 29 cm

Language

Indonesia

ISBN/ISSN

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Classification

332.632 21 7

Content Type

Text

Media Type

unmediated

Carrier Type

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Edition

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Subject(s)

Prodi Ilmu Matematika
Analisis Regresi Data Panel

Specific Detail Info

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Statement of Responsibility

KA

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