CD Skripsi
Pengaruh Covid-19 Dan Kinerja Perusahaan Terhadap Cumulative Abnormal Return (Studi Pada Emiten Indeks Kompas100 yang Terdaftar di Bursa Efek Indonesia Tahun 2020)
ABSTRACT
This study aims to determine the influence of variables of confirmed positive COVID-19 cases, confirmed COVID-19 death cases, profitability, leverage, liquidity and company size on the cumulative abnormal return of COVID-19 in 2020.
The population in this study is all Kompas100 companies listed on the Indonesia Stock Exchange (IDX) in 2020. The selection of samples in this study used the purposive sampling method. The sample selected in this study was 60 companies and was selected based on predetermined criteria. The data analysis method used is multiple linear regression.
The results showed that confirmed positive cases of COVID-19 did not have a significant effect on cumulative abnormal returns with a significant level of 0.052 > 0.05. Confirmed cases of COVID-19 deaths have a significant effect on cumulative abnormal returns with a significant rate of 0.026 < 0.05. Profitability had no significant effect on cumulative abnormal returns with a significant rate of 0.183 > 0.05. Leverage had no significant effect on cumulative abnormal returns with a significant rate of 0.689 > 0.05. Liquidity has no significant effect on cumulative abnormal returns with a significant rate of 0.904 > 0.05. The size of the company did not have a significant effect on cumulative abnormal returns with a significant rate of 0.230 > 0.05.
Keywords: COVID-19, profitability, leverage, liquidity, company size, cumulative abnormal return
Tidak tersedia versi lain