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This paper investigates the relationship between macroeconomic factors, firm financial position, and firm value in Indonesia's property and real estate sector from 2017 to 2022. The property and real estate sectors significantly influence Indonesia's economic growth. Nevertheless, the real estate sector has encountered significant obstacles in recent years, notably during the COVID-19 pandemic, due to volatility in interest rates, high construction costs, and the sluggish property market. This study aims to address the existing research gap by investigating the relationship between macroeconomic indicators, including GDP growth, inflation rates, and interest rates, as well as financial factors, such as profitability and leverage, on the industry’s firm value over a specified timeframe. Using panel data regressions, the study analyzes 162 observations from 27 listed property and real estate companies. The empirical findings demonstrate that property and real estate firms have the potential to enhance their overall performance and increase shareholder value by considering the interconnectedness of economic conditions and the financial position of the firm. Profitability emerges as a significant predictor of firm value, while the selected macroeconomic factors have significant and insignificant effects on the valuation of firms. Meanwhile, since this industry has substantial leverage, this variable does not affect firm value. This study also highlights that the critical component that drives the evaluation of a firm's value is heavily influenced by the specifics of the industry and the regulatory framework in which the business operates.

This study examines the effect of inflation on firm value in Indonesia and uses earnings quality to moderate inflation’s effect on firm value. The aim of this study is to discuss whether earnings quality can weaken the effect of inflation on firm value. The sample of this study is consumer firm listed on the Indonesia Stock Exchange (IDX) from 2016-2021 with a total of 696 firm-years. Using EViews 9 as a statistical software to test the hypothesis, the results show that inflation harms the firm value, and also proved that earnings quality can weaken the effect of inflation’s negative effect on firm value. The findings provide insight that earnings quality can be a solution to reduce the effect of inflation on firm value. Overall, the findings support the previous studies that suggest inflation is an external factor that affects the firm value and can be solved by maintaining the quality of earnings.

This research was conducted to determine the effect of Gross Domestic Product, company value, systematic risk on stock return of the kompas100 listed company. The population of this study were companies listed on the Kompas100 index for the 2017-2020 period, with a total sample of 53 companies based on a purposive sampling technique. This study uses panel data regression analysis with the Fixed Effect Model (FEM) regression model. Classical Assumption Test was adopted to test data validation. The results showed that Gross Domestic Product and systematic risk had a negative effect on stock returns, while firm value had no effect on stock returns, with a coefficient of determination of 74 percent. The findings in this study explain that Gross Domestic Product and Systematic Risk had a negative effect on stock return explained by the investors’ behavior in terms of decision-making. They tend to avoid market risk and purchase blue chip stock when it is reached its lowest. While firm value had no effect on stock return due to investors’ confidence and the good credibility of Kompas100 Index in sorting 100 stocks.

The purpose of this study is to empirically analyze the performance of liquidity, leverage, profitability, and activities of firms on the Indonesia Stock Exchange during the Covid-19 pandemic based on a quantitative approach. This study uses secondary data from financial reports of firms listed on the Indonesia Stock Exchange that are included in the LQ45 index, which represents the movement of the capital market based on specific criteria. The results reveal that the Covid-19 pandemic has hurt the Indonesian firm’s financial performance. The worst condition has increased the leverage ratio, and the profitability and activity ratio declined, as experienced in several emerging countries. The findings of this research can be a bunch of information for investors in making decisions that these financial ratios are sensitive to economic volatility. In addition, this finding also adds insight to the company's management, especially LQ45 companies, that the company is expected to be able to maintain its financial fundamentals of these ratios. Further research needs to be carried out on how the effects of the Covid-19 pandemic influence financial performance according to the sector type of the firm and conducted in more time series periods.

This research is in the form of quantitative research that aims to determine differences in stock prices, abnormal returns, and stock trading volumes before and after the stock split. The sample selection in this study was carried out using a purposive sampling method and obtained a sample of 58 companies from companies that listed on the Indonesia Stock Exchange and carried out stock split corporate actions during 2016 until 2020 period. Hypothesis testing in this study used the SPSS version 28 program using the Paired Sample T-test method for data that is normally distributed and the Wilcoxon Signed-Rank Test for data that is not normally distributed. The result of the research is that there is no difference between stock prices before and after the stock split, while there is a difference between abnormal returns before and after the stock split, and there is a difference between the stock trading volume before and after the stock split.

This study purposes to determine the impact of risks of investment on stock returns of the agricultural sector in wetlands listed on the IDX for the period 2016-2019. This study uses secondary data while the analysis tool uses multiple linear regression (SPSS 21). The research population is 21 companies and the sample is 17 companies. The research sampling technique uses purposive sampling. The object of research is the agricultural sector which is listed on the Indonesia Stock Exchange for the period 2016 to 2019. This study also uses some classical assumptions. Testing the research hypothesis was done by t-test (partial test) and the coefficient of determination test. The results of the study are that 2 independent variables have a significant effect, namely interest rate risk (X1) in a positive direction and exchange risk in a negative direction, while liquidity risk and inflation risk have no significant effect with negative and positive directions on stock returns of the agricultural sector listed on the IDX for the period 2016-2019. The result of the research determination coefficient is 15.1%.

The study examined the relevance of the statement of cash flow in the measurement of Business performance. The methodology used is a review of relevant and extant literature, First Bank share prices from 2012 -2021 after which a conclusion was made. Statement of cash flow has been a subject of debate among scholars due to some limitations in the preparation of cash flow statements. It was revealed that First Bank share prices that rose from all-time low in 2015 and 2016 to a sudden upsurge in 2018 is a reflection that the share prices did not reflect the intrinsic value of the firm. The information in the financial statement was not adequate to guide the various stakeholders. Failure of First Bank to disclose Central Bank of Nigeria forbearances, amount to material misrepresentation and led to a bubble of the share prices. The quick pick-up of the share prices after the sacked of FBN management is evidence of some investors ' belief in the bubble share prices.

This study aims to examine the factors that affect the value of manufacturing companies in the Automotive Industry Sub-Sector Listed on the Indonesia Stock Exchange in 2015 - 2019. These factors are firm size and financial performance. The financial performance consists of liquidity, profitability, and solvency. The number of manufacturing companies in the Automotive Industry sub-sector which was made into the population was 13. Sampling was using the purposive sampling technique. Based on the predetermined criteria, there were 10 companies that met the criteria so that there were 50 observations. Data collection techniques use documentation from financial reports published on the official website of the Indonesia Stock Exchange. The model used in this research is panel data regression using the Eviews application. The findings of this study indicate that of the four independent variables tested, only the solvency variable affects firm value, but the simultaneously firm size and financial performance have a significant effect on firm value. The results of this study indicate that in general, stock investors view the importance of all financial ratios, but can ignore short-term financial symptoms that are reflected in company size, profitability, and liquidity, but should pay more attention to the security of long-term investments which can be seen insolvency.

This study aims to examine whether there is an influence of leverage on earnings response coefficients with corporate governance as moderation. This study uses 108 data of manufacturing companies listed on the Indonesia Stock Exchange (IDX) during the year of observation 2016 to 2018. The analysis technique used in this study is a moderated regression analysis using SPSS version 24. The results of this study provide empirical evidence that leverage has an effect but not significant on the earnings response coefficient. This study also provides empirical evidence that corporate governance is unable to strengthen or weaken the effect of leverage on the earnings response coefficient.

Universal banks are important economic drivers in the Philippines since they provide the financial backbone for businesses and investments. Universal banks comprise 90% of the country’s banking system resources. Eleven [11] of the twenty-one [21] universal banks in the country are listed in the Philippine Stock Exchange, and these banks are the top universal banks based on capitalization. Price to Earnings Ratio [PER] is a commonly utilized investment assessment tool and this ratio indicates how much investors are willing to pay for a stock and is calculated as the ratio of the stock price over earnings per share. Since the stock price is dictated by the stock market, this paper seeks to determine if the P/E ratio of universal banks in the Philippines is correlated to its stock returns, the implication of which is how to form an appropriate balance between stock price volatility and banks’ valuation. The paper uses panel data of the 11 listed universal banks from 2010 to 2018, using Pearson Correlation. The study resulted in a generally weak correlation, however, there were banks that exhibited strong, positive, significant correlation.

Price-Earning Ratio or P/E Multiple is a widely used, straightforward investment assessment tool in developed countries. However, the method has not been utilized as much in stock market performance analysis in developing countries such as the Philippines. Using the top ten universal banks in the country, this paper utilized Price-Earnings Ratio [PER] as valuation tool and dependent variable, and sought to determine its value drivers. Used as independent variables are macroeconomic variables gross domestic product [GDP] growth rate, inflation rate, annual interest rate; stock market index Philippine Stock Exchange [PSEi]; and firm-specific variables return on equity [ROE], growth rate of ROE, growth rate of earnings per share, dividend payout ratio [DPO, growth rate of income, and price-book value [PBV] ratio. Results showed that among the independent variables, ROE, PBV ratio, and PSE index are statistically significant. The model’s (R2) is 63.7%, which is a fairly good fit.