BibTex Citation Data :
@article{J.Gauss37083, author = {Hanifah Aini and Dwi Ispriyanti and Suparti Suparti}, title = {ANALISIS REGRESI FAKTOR PANEL DINAMIS BLUNDELL-BOND DENGAN ESTIMASI SYSTEM-GENERALIZED METHOD OF MOMENT PADA SAHAM FARMASI DI BEI}, journal = {Jurnal Gaussian}, volume = {11}, number = {3}, year = {2023}, keywords = {pharmaceutical stock, factor analysis, GMM dynamic panel regression}, abstract = {The pharmaceutical sector has become a concern during the Covid-19 pandemic because of the large use of drugs. Companies need to improve financial performance to increase their share prices and investors need analysis to predict future stock prices. This study aims to analyze the influence of stock prices on 10 pharmaceutical companies on the Indonesia Stock Exchange during the third quarter of 2020 to the third quarter of 2021. Based on previous research, the factors that are thought to have an effect on changes in stock prices are internal financial ratios (ROA, ROE, NPM, GPM, EPS, PER, BV, PBV, DAR, DER, CR, QR, Cash Asset Ratio) and external inflation, exchange rates, interest rates. The method used in this research is dynamic panel factor regression analysis with GMM (Generalized Method of Moment) estimation. Factor analysis to reduce the independent variables to form a factor score which is then entered into the regression. The regression model was obtained from the comparison of Arellano-Bond GMM and Blundell-Bond System. The GMM system is the development of Arellano-Bond which will produce more efficient estimates when the sample time series is short. The results of the study were obtained 3 factor scores with a total variance of 81.757% from the elimination of 6 variables that had MSA <0.5. The best model is the Blundell-Bond Twostep System which fulfills the model assumptions with RMSE 803.276.}, issn = {2339-2541}, pages = {447--457} doi = {10.14710/j.gauss.11.3.447-457}, url = {https://ejournal3.undip.ac.id/index.php/gaussian/article/view/37083} }
Refworks Citation Data :
Article Metrics:
Last update:
The Authors submitting a manuscript do so on the understanding that if accepted for publication, copyright of the article shall be assigned to Media Statistika journal and Department of Statistics, Universitas Diponegoro as the publisher of the journal. Copyright encompasses the rights to reproduce and deliver the article in all form and media, including reprints, photographs, microfilms, and any other similar reproductions, as well as translations.
Jurnal Gaussian and Department of Statistics, Universitas Diponegoro and the Editors make every effort to ensure that no wrong or misleading data, opinions or statements be published in the journal. In any way, the contents of the articles and advertisements published in Jurnal Gaussian journal are the sole and exclusive responsibility of their respective authors and advertisers.
The Copyright Transfer Form can be downloaded here: [Copyright Transfer Form Jurnal Gaussian]. The copyright form should be signed originally and send to the Editorial Office in the form of original mail, scanned document or fax :
Dr. Rukun Santoso (Editor-in-Chief) Editorial Office of Jurnal GaussianDepartment of Statistics, Universitas DiponegoroJl. Prof. Soedarto, Kampus Undip Tembalang, Semarang, Central Java, Indonesia 50275Telp./Fax: +62-24-7474754Email: jurnalgaussian@gmail.com
Jurnal Gaussian by Departemen Statistika Undip is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License.
Visitor Number:
View statistics