Dalila Desi Fitriani, . (2025) PENGARUH ENVIRONMENTAL SOCIAL GOVERNANCE RISK RATING, VOLATILITAS LABA, DAN DIVIDEND PAYOUT RATIO TERHADAP VOLATILITAS HARGA SAHAM DENGAN EARNINGS PER SHARE SEBAGAI VARIABEL MODERASI. Skripsi thesis, Universitas Pembangunan Nasional Veteran Jakarta.
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Abstract
This quantitative study aims to examine the effect of Environmental, Social, Governance Risk Rating, earnings volatility, and dividend payout ratio on stock price volatility, with earnings per share (EPS) as a moderating variable. Secondary data were taken from annual reports, financial reports, and fact sheets of 26 LQ45 companies on the IDX for the period 2020–2024 (130 observations) and analyzed using panel data regression with STATA 17. The results show that: (1) ESG Risk Rating and dividend payout ratio do not significantly affect stock price volatility; (2) earnings volatility has a positive and significant effect; (3) EPS weakens the relationship between earnings volatility and stock price volatility; (4) Earnings per Share cannot moderate the effect of earnings volatility or dividend payout ratio. These findings confirm that earnings stability is the main determinant of stock price volatility, while ESG Risk Rating and dividend policy are not yet significant considerations for investors in the LQ45 market. The study provides practical implications for investors and management in financial decision-making.
| Item Type: | Thesis (Skripsi) |
|---|---|
| Additional Information: | [No.Panggil: 2210112149] [Pembimbing: Munasiron Miftah] [Penguji 1: Ayunita Ajengtiyas Saputri Mashuri] [Penguji 2: Dewi Darmastuti] |
| Uncontrolled Keywords: | Capital Market, Earnings Volatility, Dividend Payout Ratio, Earnings Per Share, Stock Price Volatility |
| Subjects: | H Social Sciences > HF Commerce > HF5601 Accounting H Social Sciences > HG Finance |
| Divisions: | Fakultas Ekonomi dan Bisnis > Program Studi Akuntansi (S1) |
| Depositing User: | DALILA DESI FITRIANI |
| Date Deposited: | 31 Mar 2026 05:02 |
| Last Modified: | 31 Mar 2026 05:02 |
| URI: | http://repository.upnvj.ac.id/id/eprint/41632 |
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