Journal articles on the topic 'Company stocks'
To see the other types of publications on this topic, follow the link: Company stocks.
Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles
Consult the top 50 journal articles for your research on the topic 'Company stocks.'
Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.
You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.
Browse journal articles on a wide variety of disciplines and organise your bibliography correctly.
1
Wahyu Eni Maryati, Umar Wiwi. "aplikasi Metode Markov Chain untuk Meningkatkan Tingkat Persediaan bahan Naku yang Optinal." Jurnal Teknik Industri 1, no. 1 (April 29, 2010): 80. http://dx.doi.org/10.22219/jtiumm.vol1.no1.80-90.
Full textAbstract:
Organize company stocks, it's very important thing that company must be done, becauseoperationc osti s dependo n how companyo rganizeth eir stock.A nd lock of stocki t's cana .noycnaynsuch as production at activities company. PT. Domusindo Perdana is a company that makes productsuch as fi.rrniture to full fill consument needed. That company must be ready stock one's of theirproduckb ecauseth ey can't guessw ahatc onsumen.t Want's it's can makesa level of stock hotoptimal dependo n this phenomenao"n this thesisw ill explain a productiont hat using the rightmethode that finally can calculate stock at company thal will be asking with consument ard forcalcuiatec osto fstoc! it's will beu singM arkovC hainm ethode.
2
Adrayani, Irene. "PENGARUH IT SPENDING TERHADAP KINERJA PERUSAHAAN PADA PERUSAHAAN TELEKOMUNIKASI YANG TERDAFTAR DI BURSA EFEK SELURUH ASIA TENGGARA PADA TAHUN 2009-2011." MODUS 26, no. 2 (March 20, 2016): 93. http://dx.doi.org/10.24002/modus.v26i2.581.
Full textAbstract:
This study aims to get empirical evidence about the infuence of IT spending on corporate value by testing the efect of IT spending on corporate value by using Tobin’s Q. Te higher the stock price, the higher the company value as well as investors’ assessment. The market price of the company’s stocks refects investors’ assessment of the overall equity held. Of the stock price refects investor can provide an assessment of a company. Tobin’s Q is the ratio of the market value of the company’s assets as measured by the market value of the outstanding stocks and debt (enterprise value) to the replacement cost of the assets of the company. The sampling method is based on purposive sampling method with the purpose to obtain a sample that meets the criteria. Tis study used a sample taken from a telecommunications company listed on the Stock Exchange throughout Southeast Asia during the period of 2009-2011. The hypothesis in this study was tested using simple regression. Based on data analysis, the result that the variable IT spending does not afect the company value.Keywords: accounting information system, Tobin’s Q, IT spending, capital expenditure, company performance
3
Addinpujoartanto, Nur Ariefin. "ANALYSIS OF JANUARY EFFECT ON BIG STOCK COMPANIES AND SMALL STOCK COMPANIES AT INDONESIA STOCK EXCHANGE." International Journal of Business, Humanities, Education and Social Sciences (IJBHES) 1, no. 2 (December 31, 2019): 47–56. http://dx.doi.org/10.46923/ijbhes.v1i2.40.
Full textAbstract:
January Effect is one of market anomaly where the stock returns in January are higher than other months. Some of causes the January Effect are the actions of investor who carry out tax-loss selling and windows dressing. In addition, investors have different views to choose stocks, based on market capitalization dan risk. This study is purposed to find the January Effect in the Indonesia Stock Exchange and January Effect on small company stock is stronger than large company stock. The data is normally distributed using the One-Sample Kolmogorov-Smirnov test. The test using the OLS method with dummy variable at five percent significance level. By using a sample of 30 large company stocks and 30 small company stocks based on market capitalization during period 2013-2017, the result of this study found a January Effect in the Indonesia Stock Exchange. But the January Effect doesn’t occur on small company stock, except on large company stock during that periode.
4
Amir, Jusmarni. "The Determinan Kinerja Keuangan Perusahaan Pada Perusahaan Manufaktur Yang Terdaftar Di Bursa Efek Indonesia." Journal of Economic, Bussines and Accounting (COSTING) 4, no. 2 (February 25, 2021): 455–63. http://dx.doi.org/10.31539/costing.v4i2.1544.
Full textAbstract:
Stocks are currently a popular investment product among investors. Stocks that are of interest to investors are stocks that have a high selling value because the stock price is a very important factor to pay attention to and indicators are used to measure the welfare of shareholders. The higher the share price, the higher the value of the company and vice versa. However, investing in stocks in the capital market is also filled with an element of uncertainty or risk, this is because investors do not know with certainty the results they will get from their investments. Company specific financial information is one of the important internal company factors that can influence investors to invest. The research aims to analyse the effect of Capital Structure, liquidity, and profitability on stock price. Samples used in this study are food and beverage companies listed in the Indonesian Stock Exchange during 2016-2018 periods. Multiple linear regression method used to anlyse the effect of DER,CAR, and NPM on Stock Price. The results showed that DER and CAR have not significant effect on Stock Price. NPM have a significant effect on Stock Price.
Keywords: Capital Structure, liquidity, Profitability, Stock Price
5
Dananjaya, Yanuar, and Renna Magdalena. "Quality Investing: the Role of Profitability to Separate Good From Bad Stock in Value Investing." International Journal of Scientific Research and Management 9, no. 1 (January 8, 2021): 2011–116. http://dx.doi.org/10.18535/ijsrm/v9i1.em03.
Full textAbstract:
This paper examines how company measurement of profitability can be used to enhance the return of value investing strategy. In value investing strategy, stocks that are deemed cheap based on certain measurement are purchased. It is expected that the price of cheap stocks will increase in the future, and thus resulting in high return. In the heart of this strategy is the assumption that investors overreact to bad news. Thus bad news of a company will result in reduction of stock price below its fundamental value, resulting in undervaluation of the stock. The problem with this strategy is that not all cheap stocks are undervalued. Some cheap stocks are genuinely problematic, and their cheap valuation is already reflecting the fair value of the stocks. Thus portfolio formed using value investing might contain cheap stocks that are not undervalue, but instead fairly valued in that cheap level. One way to screen fairly valued cheap stock is by using profitability measurement as addition to value measurement. In this way stocks that are chosen are cheap stocks of the company with high profitability, and thus enhancing the probability of undervalued stocks. In this research, it is found that adding ROIC to the usual PER factor in value investing strategy increases that one year portfolio return. Quality investing, in which profitability measurement is added to value measurement in value investing, is thus a potential strategy to be used by investor
6
Dananjaya, Yanuar, and Renna Magdalena. "Quality Investing: the Role of Profitability to Separate Good From Bad Stock in Value Investing." International Journal of Scientific Research and Management 9, no. 1 (January 8, 2021): 2011–116. http://dx.doi.org/10.18535/ijsrm/v9i1.em03.
Full textAbstract:
This paper examines how company measurement of profitability can be used to enhance the return of value investing strategy. In value investing strategy, stocks that are deemed cheap based on certain measurement are purchased. It is expected that the price of cheap stocks will increase in the future, and thus resulting in high return. In the heart of this strategy is the assumption that investors overreact to bad news. Thus bad news of a company will result in reduction of stock price below its fundamental value, resulting in undervaluation of the stock. The problem with this strategy is that not all cheap stocks are undervalued. Some cheap stocks are genuinely problematic, and their cheap valuation is already reflecting the fair value of the stocks. Thus portfolio formed using value investing might contain cheap stocks that are not undervalue, but instead fairly valued in that cheap level. One way to screen fairly valued cheap stock is by using profitability measurement as addition to value measurement. In this way stocks that are chosen are cheap stocks of the company with high profitability, and thus enhancing the probability of undervalued stocks. In this research, it is found that adding ROIC to the usual PER factor in value investing strategy increases that one year portfolio return. Quality investing, in which profitability measurement is added to value measurement in value investing, is thus a potential strategy to be used by investor
7
Ulandari, Ulandari, and Sulistya Rusgianto. "PENGARUH RETURN SAHAM, RISIKO SAHAM, PERTUMBUHAN EKONOMI, BAGI HASIL DEPOSITO, UKURAN PERUSAHAAN DAN PENDAPATAN PEMBAGIAN SURPLUS UNDERWRITTING TERHADAP PROPORSI INVESTASI DANA PERUSAHAAN ASURANSI JIWA SYARIAH PADA SAHAM SYARIAH DI INDONESIA." Jurnal Ekonomi Syariah Teori dan Terapan 7, no. 11 (November 29, 2020): 2267. http://dx.doi.org/10.20473/vol7iss202011pp2267-2285.
Full textAbstract:
ABSTRAKiPenelitian ini imemiliki itujuan untuk imenganalisis lebih dalam mengenai ifaktor-faktor yang imempengaruhi iperusahaan iasuransi ijiwa isyariah, dalam mengambil ikebijakan ibesaran proporsi iinvestasi dana ipersahaan pada isaham syariah. Hal ini dilakukan untuk imemberikan sebuah iwawasan secara iteoritis kepada perusahaan dalam mengambil ikebijakan mengenai iproporsi iinvestasi dana perusahaan. Fokus penelitian ini di Indonesia dengan pendekatan kuantitatif. Data diperoleh dari 10 perusahaan asuransi jiwa syariah yang beroperasi dari 2012 hingga 2018. Metode yang digunakan regresi data panel dengan random effect model. Hasil ipenelitian ini adalah ireturn saham, risiko saham, dan ibagi ihasil deposito secara statistik iberpengaruh signifikan terhadap proporsi investasi dana perusahaan asuransi jiwa syariah pada saham syariah. Sedangkan ipertumbuhan ekonomi, iukuran iperusahaan dan pendapatan pembagian surplus underwriting secara statistik tidak iberpengaruh terhadap proporsi investasi dana iperusahaan iasuransi ijiwa syariah pada isaham syariah. Kata Kunci: Proporsi Investasi, Return Saham, Risiko Saham, Pertumbuhan Ekonomi, Bagi Hasil Deposito, Ukuran Perusahaan dan Pendapatan Pembagian Surplus Underwritting ABSTRACTThis study aimed to analyze more deeply the factors that influence sharia life insurance companies in making a policy of the proportion of investment in company funds in sharia stocks. This study to provide a theoretical insight into the company in making policy regarding the proportion of the company's investment funds to adapt it to the circumstances experienced by the company. Focus of research in Indonesia with quantitative approach which data collected from 10 sharia life insurance companys financial statements among 2012 until 2018. Method of research uses regression panel data with random effect model. The results of this study were stock returns, stock risk, and profit-sharing on deposits had a significant effect on the proportion of investment in Islamic life insurance company funds in sharia stocks. Meanwhile, economic growth, company size, and revenue sharing of the underwriting surplus do not affect the proportion of sharia life insurance company investment in sharia stocks. Keywords: Investment Proportion, Stock Returns, Stock Risk, Economic Growth, Deposit Profit Sharing, Company Size and Income Share of the Underwriting Surplus
8
Ho, Trang-Thi, and Yennun Huang. "Stock Price Movement Prediction Using Sentiment Analysis and CandleStick Chart Representation." Sensors 21, no. 23 (November 29, 2021): 7957. http://dx.doi.org/10.3390/s21237957.
Full textAbstract:
Determining the price movement of stocks is a challenging problem to solve because of factors such as industry performance, economic variables, investor sentiment, company news, company performance, and social media sentiment. People can predict the price movement of stocks by applying machine learning algorithms on information contained in historical data, stock candlestick-chart data, and social-media data. However, it is hard to predict stock movement based on a single classifier. In this study, we proposed a multichannel collaborative network by incorporating candlestick-chart and social-media data for stock trend predictions. We first extracted the social media sentiment features using the Natural Language Toolkit and sentiment analysis data from Twitter. We then transformed the stock’s historical time series data into a candlestick chart to elucidate patterns in the stock’s movement. Finally, we integrated the stock’s sentiment features and its candlestick chart to predict the stock price movement over 4-, 6-, 8-, and 10-day time periods. Our collaborative network consisted of two branches: the first branch contained a one-dimensional convolutional neural network (CNN) performing sentiment classification. The second branch included a two-dimensional (2D) CNN performing image classifications based on 2D candlestick chart data. We evaluated our model for five high-demand stocks (Apple, Tesla, IBM, Amazon, and Google) and determined that our collaborative network achieved promising results and compared favorably against single-network models using either sentiment data or candlestick charts alone. The proposed method obtained the most favorable performance with 75.38% accuracy for Apple stock. We also found that the stock price prediction achieved more favorable performance over longer periods of time compared with shorter periods of time.
9
Dama, Hais, Meriyana Franssisca Dungga, and Firdza Salma Hasiru. "INVESTMENT DECISION, MARKET CAPITALIZATION, AND COMPANY VALUE." International Journal of Advanced Research 8, no. 12 (December 31, 2020): 696–704. http://dx.doi.org/10.21474/ijar01/12200.
Full textAbstract:
A company that canincrease its value will also be able to improve the well-being of the owner or the shareholders. To a company that issues stocks in the capital market, the stock price in the stock exchange is the indicator of a companys value. Good company value is identified from the companys performance it is also identified from the stable or increasing stock price.This present study analyzed the influence of investment decision and market capitalization on company value. It involved companies listed in the Jakarta Islamic Index (JII), and aimed to formulate a matter of consideration for investors. A quantitative descriptive method was employed to investigate the correlation and influence between variables. The result showed that: (1) investment decisionpartially influenced company value with regression coefficient value of 1.721 and significance value of 0.000 (2) market capitalization partially influenced company value with regression coefficient value of -0.163 and significance value of 0.041 (3) investment decision and market capitalization simultaneously influenced company value of companies listed in the JII with f-count value of 330.698 and significance value of 0.000. Moreover, the adjusted R2 test acquired value of 0.924. The number indicated that company value was influenced by investment decisionand market capitalization by 92.4 percent, while the rest 7.6 percent was due to other variables.
10
Dama, Hais, Meriyana Franssisca Dungga, and Firdza Salma Hasiru. "INVESTMENT DECISION, MARKET CAPITALIZATION, AND COMPANY VALUE." International Journal of Advanced Research 8, no. 12 (December 31, 2020): 696–704. http://dx.doi.org/10.21474/ijar01/12200.
Full textAbstract:
A company that canincrease its value will also be able to improve the well-being of the owner or the shareholders. To a company that issues stocks in the capital market, the stock price in the stock exchange is the indicator of a companys value. Good company value is identified from the companys performance it is also identified from the stable or increasing stock price.This present study analyzed the influence of investment decision and market capitalization on company value. It involved companies listed in the Jakarta Islamic Index (JII), and aimed to formulate a matter of consideration for investors. A quantitative descriptive method was employed to investigate the correlation and influence between variables. The result showed that: (1) investment decisionpartially influenced company value with regression coefficient value of 1.721 and significance value of 0.000 (2) market capitalization partially influenced company value with regression coefficient value of -0.163 and significance value of 0.041 (3) investment decision and market capitalization simultaneously influenced company value of companies listed in the JII with f-count value of 330.698 and significance value of 0.000. Moreover, the adjusted R2 test acquired value of 0.924. The number indicated that company value was influenced by investment decisionand market capitalization by 92.4 percent, while the rest 7.6 percent was due to other variables.
11
Mahfudz, Ali, and Andhi Wijayanto. "Understanding Defensive Stocks with Company Fundamentals and Dividend Policy Variables as Moderation." Management Analysis Journal 9, no. 3 (September 18, 2020): 233–42. http://dx.doi.org/10.15294/maj.v9i3.37833.
Full textAbstract:
The purpose of this study was to determine the effect of Return on Equity, Firm Size, Debt Equity Ratio and Price Earning Ratio on return defensive stocks with Dividend Policy as Variable Moderation in Manufacturing Companies. The study population was manufacturing sector companies listed on the Indonesia Stock Exchange from 2015 to 2018. There were 61 companies sampled using purposive sampling techniques. The analytical method uses multiple linear analysis and moderated Regression analysis. The results showed the Firm Size variable had a significant positive effect and the DER variable had no significant positive effect while the ROE and PER variables had no significant negative effect on return defensive stocks. The MRA test states that the Dividend Payout Ratio variable strengthens the effect of Firm Size on return defensive stocks while the ROE, DER and PER variables are weakened by the effect on return defensive stocks by dividend policy. Future studies are expected to use other variables that might increase or decrease stock returns.
12
Nurhayadi, Yadi, Daram Heriansyah, Eva Susanti, and Siti Azizziah Azzahra. "Realita Dinamika Pasar: Studi Intensif Distingsi Syariah Konvensional." Al-Urban: Jurnal Ekonomi Syariah dan Filantropi Islam 3, no. 2 (December 29, 2019): 190–202. http://dx.doi.org/10.22236/alurban_vol3/is2pp190-202.
Full textAbstract:
The research confirm the differences between sharia company stock index and conventional company stock index as the issuer at The Indonesia Stock Exchange. This research is a continuation of a series of previous studies by Nurhayadi et al earlier on the comparison between the sharia market and the conventional market. The Data consist of Jakarta Stock Exchange (JSX) Composite Index (Indeks Harga Saham Gabungan (IHSG)), Jakarta Stock Exchange Liquid Index (LQ45), Jakarta Islamic Index (JII), Indonesia Sharia Stock Index (ISSI), ten companies of sharia issuer, and ten companies of conventional issuer. There are seven scenarios based on bivariate and multivariate analysis that conducted regression, correlation, and determination test to know whether conventional company influence on sharia company. The research scenarios cover five years data from January 2014 to December 2018. The result confirms that the fluctuation of conventional issuer's stocks is different from the fluctuation of sharia issuer's stocks. Conventional issuers have a weak correlation with sharia issuers. This condition implies that between the conventional market and the Islamic market there is no correlation.
13
Chu, S. Haihua, Manuel Ortega, Paty Feliciano, Valerie Winton, Chavonna Xu, Daniel Haupt, Teresa McDonald, et al. "Conversion of HbS to Hb G-Makassar By Adenine Base Editing Is Compatible with Normal Hemoglobin Function." Blood 138, Supplement 1 (November 5, 2021): 951. http://dx.doi.org/10.1182/blood-2021-150922.
Full textAbstract:
Abstract Conversion of the pathogenic sickle allele to a naturally occurring, non-pathogenic hemoglobin variant, Hb G-Makassar, represents a long-term and durable treatment strategy for sickle cell disease (SCD). Using our engineered adenine base editor, we achieved highly efficient base editing in mobilized sickle trait (HbAS) and non-mobilized homozygous sickle (HbSS) CD34 + cells that led to >70% conversion of sickle allele to Makassar allele in in vitro erythroid differentiated (IVED) cells derived from ex vivo edited CD34 + cells. At this level of editing, >70% bi-allelic Makassar editing could be achieved in HbSS IVED cells, with ~20% of cells being mono-allelically Makassar edited. These mono-allelically edited cells behaved similarly to sickle trait (HbAS) cells, when exposed to hypoxic conditions in vitro. In vivo proof of concept xenotransplantation studies demonstrated that Makassar edited HbAS CD34 + cells achieved long-term, multi-lineage hematopoietic engraftment as well as Makassar globin protein expression in human erythroid glycophorin A + cells in thebone marrow of immunocompromised mice. Although the Makassar variant is naturally occurring in human genetics and present in individuals in Southeast Asia with normal hematologic parameters in both heterozygous and homozygous states, we sought to further characterize Makassar hemoglobin and assess its biophysical and biochemical properties. Recombinant Makassar globin was co-expressed with alpha globin in E. coli and tetramers were purified to homogeneity. Recombinant tetramers were assessed for identity, purity, globin content, and heme content demonstrating comparability to hemoglobin tetramers isolated from primary sources (whole blood). Several characterization methods were employed, to assess size, molecular weight, oligomerization state, tetramer composition, and oxygen binding properties. These studies indicated Makassar globin could properly assemble into hemoglobin tetramers, displaying biochemical properties characteristic of hemoglobins. Furthermore, we assessed polymerization potential using a temperature jump method previously employed for kinetic measurements of sickle-fiber formation and found Makassar hemoglobin did not polymerize in vitro under conditions where sickle hemoglobin (HbS) readily polymerizes, consistent with behavior observed previously by others. Finally, a crystal structure of Hb G-Makassar has been determined at the 2.2 Å resolution and showed high similarity to the HbA (wildtype hemoglobin) structure with a RMSD of 0.385 Å for all the Cα atoms, which indicates that the glutamic acid to alanine (E6A) substitution in beta-hemoglobin does not seem to induce any significant conformational change in hemoglobin structures. Altogether, our biophysical and biochemical characterization shows that the Makassar variant behaves as a functional hemoglobin. By replacing the pathogenic sickle globin with a benign hemoglobin variant with normal function, our base editing approach provides a promising autologous investigational cell therapy for the treatment of SCD. Disclosures Chu: Beam Therapeutics: Current Employment, Current equity holder in publicly-traded company, Current holder of stock options in a privately-held company. Ortega: Beam Therapeutics: Current Employment, Current equity holder in publicly-traded company, Current holder of individual stocks in a privately-held company, Current holder of stock options in a privately-held company. Feliciano: Beam Therapeutics: Current Employment, Current equity holder in publicly-traded company, Current holder of individual stocks in a privately-held company, Current holder of stock options in a privately-held company. Winton: Beam Therapeutics: Current Employment, Current equity holder in publicly-traded company, Current holder of individual stocks in a privately-held company, Current holder of stock options in a privately-held company. Xu: Beam Therapeutics: Current Employment, Current equity holder in publicly-traded company, Current holder of stock options in a privately-held company. Haupt: Beam Therapeutics: Current Employment, Current holder of stock options in a privately-held company. McDonald: Beam Therapeutics: Current Employment, Current holder of stock options in a privately-held company. Martinez: Beam Therapeutics: Current Employment, Current holder of stock options in a privately-held company. Liquori: Beam Therapeutics: Current Employment, Current equity holder in publicly-traded company, Current holder of individual stocks in a privately-held company, Current holder of stock options in a privately-held company. Marshall: Beam Therapeutics: Current Employment, Current equity holder in publicly-traded company, Current holder of individual stocks in a privately-held company, Current holder of stock options in a privately-held company. Lam: Beam Therapeutics: Current Employment, Current equity holder in publicly-traded company, Current holder of stock options in a privately-held company. Olins: Beam Therapeutics: Current Employment, Current equity holder in publicly-traded company, Current holder of stock options in a privately-held company. Rinaldi: Beam Therapeutics: Current Employment, Current equity holder in publicly-traded company, Current holder of stock options in a privately-held company. Rehberger: Beam Therapeutics: Current Employment, Current equity holder in publicly-traded company, Current holder of stock options in a privately-held company. Lazarra: Beam Therapeutics: Current Employment, Current holder of stock options in a privately-held company. Decker: Beam Therapeutics: Current Employment, Current equity holder in publicly-traded company, Current holder of stock options in a privately-held company. Gantzer: Beam Therapeutics: Current Employment, Current equity holder in publicly-traded company, Current holder of stock options in a privately-held company. Bohnuud: Beam Therapeutics: Current Employment, Current equity holder in publicly-traded company, Current holder of stock options in a privately-held company. Born: Beam Therapeutics: Current Employment, Current equity holder in publicly-traded company, Current holder of stock options in a privately-held company. Barrera: Beam Therapeutics: Current Employment, Current equity holder in publicly-traded company, Current holder of stock options in a privately-held company. Yan: Beam Therapeutics: Current Employment, Current equity holder in publicly-traded company, Current holder of stock options in a privately-held company. Slaymaker: Beam Therapeutics: Current Employment, Current holder of stock options in a privately-held company, Patents & Royalties. Packer: Beam Therapeutics: Current Employment, Current equity holder in publicly-traded company, Current holder of stock options in a privately-held company. Smith: Beam Therapeutics: Current Employment, Current equity holder in publicly-traded company, Current holder of stock options in a privately-held company. Zambonelli: Beam Therapeutics: Current Employment, Current holder of stock options in a privately-held company. Lee: Beam Therapeutics: Current Employment, Current equity holder in publicly-traded company, Current holder of stock options in a privately-held company. Gaudelli: Beam Therapeutics: Current Employment, Current equity holder in publicly-traded company, Current holder of stock options in a privately-held company. Hartigan: Beam Therapeutics: Current Employment, Current equity holder in publicly-traded company, Current holder of stock options in a privately-held company. Ciaramella: Beam Therapeutics: Current Employment, Current equity holder in publicly-traded company, Current holder of individual stocks in a privately-held company, Current holder of stock options in a privately-held company, Membership on an entity's Board of Directors or advisory committees.
14
Nurhayadi, Yadi, N. Wijiharjono, Ummu S. Al-Azizah, Satirenjit K. Johl, A. Shamim, and Shireenjit Kaur. "Stock Performance Comparison between Green Innovation Sharia Companies and Green Innovation Non-Sharia Companies: Evidence from Indonesia Stock Exchange." SHS Web of Conferences 124 (2021): 05004. http://dx.doi.org/10.1051/shsconf/202112405004.
Full textAbstract:
This Research is about comparison between sharia companies and non-sharia companies in the stock market. Several previous studies have shown that in the stock market, the stock performance of sharia companies is better to that of non-sharia companies. Then this research increases the qualification of the companies to become companies that have implemented green innovation technology. This qualification is applied to companies listed in the Sri-Kehati index on the Indonesia Stock Exchange. Through bivariate and multivariate analysis, the results showed that the stock performance of non-sharia companies was better than those of sharia companies. Bivariate analysis show that the positive gradient of non-sharia trendline (168.37) is bigger than sharia trendline (11.633). The coefficient of determination between non-sharia stocks and Sri-Kehati index (86.41%) is bigger than between sharia stocks and Sri-Kehati index (26.46%). Multivariate analysis obtained a multiple linear regression equation of 1 2 yˆ =117.187 + 0.0081x1 + 0.014397 x2. This equation shows that the variable coefficient of the value of sharia stocks is smaller than the coefficient of the variable value of non-sharia stocks. These facts are based on research on Sri-Kehati index data from 2016 to 2019. The results of this study indicate that investors prefer to invest in shares in non-sharia companies than in sharia companies. The results also indicate that increasing the qualifications of a sharia company to become a company that applies green innovation technology will not necessarily increase its share value. Is upgrading the qualification of a sharia company to a sharia company that applies green innovation technology a mistake? Meanwhile, Indonesia is a country with the largest Muslim population in the world.
15
Anjana Raju, Guntur, and Sanjeeta Shirodkar. "Derivative trading and structural breaks in volatility in India: an ICSS approach." Investment Management and Financial Innovations 17, no. 2 (July 2, 2020): 334–52. http://dx.doi.org/10.21511/imfi.17(2).2020.26.
Full textAbstract:
Researchers argue that ignoring the structural breaks in the time-series variance can cause significant upward biases in the degree of persistence in estimated GARCH models. Against this backdrop, the present study empirically examines the effect of stock futures on the underlying stock’s volatility in India by incorporating the structural breaks with the help of ICSS test and AR (1)-GARCH (1, 1) model for 30 most liquid and actively traded underlying stocks and their associated futures contracts. The study period ranges from the 1st January 2000 or the listing date of the particular stock (whichever is prior) till 31st March 2019. The study contributes to the on-going debate regarding the effect of derivatives on the underlying stock market’s volatility in two ways. Firstly, by taking into consideration the breaks in the volatility and, secondly, studying the effect of single stock futures will allow us to evaluate company-specific response to futures trading directly. The study offers a mixed outcome for the stocks under consideration. However, there is evidence of a decline in unconditional volatility for the majority of the stocks. The overall findings indicate that trading in stock futures may not have any detrimental effect on the underlying stock’s volatility.
16
Wihardi, Wilson, and Anas Lutfi. "Pembentukan Portfolio Optimal Untuk Berinvestasi pada Saham Perusahaan Perbankan di Bursa Efek Indonesia dengan Metode Sharpe, Treynor dan Jensen Periode 2013-2017." Jurnal Manajemen Bisnis dan Kewirausahaan 4, no. 3 (May 21, 2020): 74. http://dx.doi.org/10.24912/jmbk.v4i3.7920.
Full textAbstract:
The aim of this research is to find out the performance of the banking company stocks in Indonesia Stock Exchange, and which stocks is the best to form out a portfolio. The measurement in used is Sharpe Index, Treynor Index, and Jensen Index. The object in this research is the 10 banking companies with biggest capitalization in Indonesia Stock exchange due on 31 December 2017 or the last day of trading day in 2017. The conclusion of this research are the best banking company stocks based on Sharpe Indes is BBCA, based on Treynor Index is MEGA, and based on Jensen Index is BJBR. The Optimum Portfolio is consisted of 79,4 % BBCA, 16,9 % MEGA, and 3,7 % BJBR. Expected Return of this portfolio is 18,98 % per year and standard Deviation 7,2 %.
17
Kedar, S. V. "Stock Market Increase and Decrease using Twitter Sentiment Analysis and ARIMA Model." Turkish Journal of Computer and Mathematics Education (TURCOMAT) 12, no. 1S (April 11, 2021): 146–61. http://dx.doi.org/10.17762/turcomat.v12i1s.1596.
Full textAbstract:
With centuries and decades, people started evolving and slowly started entering into technology era. Social networks era came before everyone which connected people from far away countries. Such an example of social network are applications like Twitter, Facebook, Instagram, LinkedIn etc. Every application has its own significance. Such an application is Twitter where people tweet regarding their opinion about a topic, a person anything. The tweets regarding company its performance and people’s opinion about the stock is also tweeted. People like to invest in stocks using this data posted of social networking. This data keeps them updated about a company. In this paper, we will be using tweets related to stocks so that we can analyse sentiments of people regarding a particular stock. This sentiment analysis can provide a feedback about the company so that we will be able to understand an increase or decrease with respect to the people or company performance. In later stages, we will be comparing this analysis with ARIMA model which is time series forecasting model. ARIMA takes values of stocks and predicts its future prices based on its algorithm. Using both of these techniques a cumulative result for stock exchange will be obtained. The dataset is the fresh tweets taken from twitter and also the stock data will be imported directly for ARIMA.
18
Visweshwar, Nathan, Thomas J. Harrington, Andrew D. Leavitt, Barbara A. Konkle, Adam Giermasz, Kimo Stine, Jeremy Rupon, et al. "Updated Results of the Alta Study, a Phase 1/2 Study of Giroctocogene Fitelparvovec (PF-07055480/SB-525) Gene Therapy in Adults with Severe Hemophilia a." Blood 138, Supplement 1 (November 5, 2021): 564. http://dx.doi.org/10.1182/blood-2021-148651.
Full textAbstract:
Abstract Introduction: Hemophilia A is a rare bleeding disorder caused by pathogenic variants in the F8 gene, resulting in insufficient factor VIII (FVIII) activity. Adeno-associated virus (AAV)-mediated gene transfer enables the delivery of a modified functional F8 coding sequence to hepatocytes that subsequently synthesize FVIII at levels that may prevent bleeding events in the absence of exogenous FVIII. We present updated results with nearly 2-year follow-up from the Alta study (NCT03061201), an ongoing gene therapy study in patients with severe hemophilia A (FVIII activity <1%). Methods: The phase 1/2 Alta study is a dose-ranging study of giroctocogene fitelparvovec (PF-07055480 and previously called SB-525), a recombinant AAV serotype 6 vector encoding a modified B-domain-deleted F8 coding sequence. Giroctocogene fitelparvovec was infused into adults aged ≥18 years with severe hemophilia A in 4 cohorts of 2 patients each across 4 ascending doses: 9e11, 2e12, 1e13, and 3e13 vg/kg. The 3e13-vg/kg dose cohort was expanded with 3 additional patients. Key end points included safety, circulating FVIII activity, use of FVIII replacement therapy, and frequency of bleeding events. We present data with nearly 2 years of follow-up from the ongoing Alta study (NCT#03061201; data cutoff date: May 19, 2021). Results: Eleven male patients participated in the study (mean [SD] age, 30.3 [7.8] years; white, 81.8%). As of the cutoff date, one patient had not completed 2 years (104 weeks) of follow-up resulting in patients having been followed for 95 to 195 weeks overall. The most commonly reported treatment-related adverse events (AEs; n/N [%]), included elevated liver enzymes and infusion-related reactions: increased alanine aminotransferase (ALT; 5/11 [45.5%] overall; 3/5 [60.0%] in the 3e13-vg/kg cohort), increased aspartate aminotransferase (AST; 3/11 [27.3%] overall; 2/5 [40.0%] in the 3e13-vg/kg cohort), pyrexia (3/11 [27.3%] overall; 3/5 [60.0%] in the 3e13-vg/kg cohort), and tachycardia (2/11 [18.2%] overall; 2/5 [40.0%] in the 3e13-vg/kg cohort). Treatment-related serious AEs were reported in 1 patient (in the 3e13-vg/kg cohort) who experienced hypotension and fever with onset ≈6 hours after giroctocogene fitelparvovec infusion; the events fully resolved with treatment and did not delay post-infusion discharge the next day. ALT elevations requiring >7 days of corticosteroid treatment were observed in 4 of the 5 patients in the 3e13-vg/kg cohort: elevations in ALT were managed with a tapering course of corticosteroids (median 58 days; range: 11-134 days), with maintenance of efficacious levels of FVIII activity, as evidenced by a lack of bleeding events around the time of corticosteroid treatment and minimal bleeding events afterwards. No patient in the study developed an inhibitor to FVIII, and there have been no thrombotic events and no hepatic masses detected. Patients in the 3e13-vg/kg cohort had mean FVIII activity maintained in the mild to normal range through week 104 for the 4 patients in this cohort with available data at this time point (Table). In this cohort, the annualized bleeding rate [(number of all bleeding episodes starting 3 weeks after study drug infusion)/(observation period in years)] was 0 for the first year postinfusion and 0.9 throughout the total duration of follow-up. In the 3e13-vg/kg cohort, 2 patients experienced a total of 3 bleeding events (2 traumatic; 1 unknown) necessitating treatment with exogenous FVIII; 1 of these events occurred in a target joint. No patients in cohort 4 have resumed prophylaxis. Conclusions: A single infusion of giroctocogene fitelparvovec gene therapy in patients with severe hemophilia A was generally well tolerated with associated increases in FVIII levels in the mild to normal range, without sustained AEs, and with minimal bleeding in the highest-dose cohort (3e13 vg/kg). A phase 3 study (NCT04370054) of giroctocogene fitelparvovec in patients with hemophilia A is ongoing. Figure 1 Figure 1. Disclosures Visweshwar: Biogen Idec: Membership on an entity's Board of Directors or advisory committees. Leavitt: Pfizer: Research Funding; Rigel: Consultancy; HEMA Biologics: Consultancy; BPL: Consultancy; Behring: Consultancy; Syntimmune: Research Funding; Sangamo Therapeutics: Research Funding; BioMarin: Consultancy, Research Funding; Catalys: Consultancy; CSL DOVA: Consultancy; Merck: Consultancy. Konkle: Genentech USA Inc.: Honoraria; Sigilon Therapeutics: Honoraria; BioMarin Pharmaceutical Inc.: Other: Data and safety monitoring; CSL Behring: Other: Data and safety monitoring. Giermasz: ATHN: Consultancy; Bayer: Consultancy; Pfizer: Consultancy; Genentech/Roche: Consultancy, Research Funding, Speakers Bureau; NovoNordisk: Consultancy; UniQure: Consultancy, Research Funding; Sanofi Genzyme: Consultancy; Bioverativ/Sanofi: Consultancy, Research Funding, Speakers Bureau; Sangamo Therapeutics,: Research Funding; BioMarin: Consultancy, Research Funding. Stine: Applied Stem Cell Therapeutic: Consultancy; BioMarin: Consultancy. Rupon: Pfizer Inc.: Current Employment, Current holder of individual stocks in a privately-held company, Current holder of stock options in a privately-held company. Di Russo: Pfizer Inc.: Current Employment, Current holder of individual stocks in a privately-held company, Current holder of stock options in a privately-held company. Tseng: Pfizer Inc.: Current Employment, Current holder of individual stocks in a privately-held company, Current holder of stock options in a privately-held company. de los Angeles Resa: Pfizer Inc.: Current Employment, Current holder of individual stocks in a privately-held company, Current holder of stock options in a privately-held company. Ganne: Pfizer Inc.: Current Employment, Current holder of individual stocks in a privately-held company, Current holder of stock options in a privately-held company. Agathon: Pfizer Inc.: Current Employment, Current holder of individual stocks in a privately-held company, Current holder of stock options in a privately-held company. Plonski: Pfizer Inc.: Current Employment, Current holder of individual stocks in a privately-held company, Current holder of stock options in a privately-held company. Rouy: Sangamo Therapeutics: Current holder of individual stocks in a privately-held company, Current holder of stock options in a privately-held company, Ended employment in the past 24 months. Cockroft: Sangamo Therapeutics: Current Employment, Current holder of individual stocks in a privately-held company, Current holder of stock options in a privately-held company. Fang: Pfizer Inc.: Current Employment, Current holder of individual stocks in a privately-held company, Current holder of stock options in a privately-held company. Arkin: Pfizer Inc.: Current Employment, Current holder of individual stocks in a privately-held company, Current holder of stock options in a privately-held company.
19
Hoffmann, Arvid O. I., and Dana Ketteler. "How experiences with trading a company’s stock influence customer attitudes and purchasing behavior." International Journal of Bank Marketing 33, no. 7 (October 5, 2015): 963–92. http://dx.doi.org/10.1108/ijbm-11-2014-0163.
Full textAbstract:
Purpose – The purpose of this paper is to investigate the potential spill-over effects from negative (and positive) experiences with trading a company’s stock on shareowner-customers’ emotions and subsequent customer attitudes and behavior. Design/methodology/approach – A conceptual framework that links selling a stock for a loss (or gain), emotions, and customer attitudes and behaviors is developed. The framework is tested with data from a sample of Dutch investors that is analyzed with structural equation modeling through the partial least squares method in SmartPLS. Findings – Selling a stock for a loss vs selling a stock for a gain have different effects on shareowner-customers’ attitudes and behavior toward the company. Losses induce negative emotions which in turn result in lower satisfaction and behavioral loyalty as well as in increased propensity to complain about the company. Investment gains, however, result in more positive emotions which then lead to increased preference of the company whose stocks were traded over its competitors and increased engagement in positive word-of-mouth (WOM). Research limitations/implications – The study is focussed on shareowner-customers’ experiences with stocks of companies active in the consumer industry. Future research could address whether the results generalize to other industries. Practical implications – The findings emphasize the importance of a close collaboration between the marketing and investor relation departments. Complaints of shareowner-customers should be taken seriously and incentives to stimulate repurchases as well as those that encourage positive WOM engagement are recommended. Originality/value – This is the first study to examine possible negative spill-over effects from experiences obtained during stock trading on shareowner-customers’ attitudes and behaviors toward the stock’s company.
20
Patil, Dr S. T. "Machine Learning Model for Stock Market Prediction." International Journal for Research in Applied Science and Engineering Technology 9, no. VI (June 30, 2021): 4057–62. http://dx.doi.org/10.22214/ijraset.2021.35822.
Full textAbstract:
: In recent time’s stock market predictions is gaining more attention, maybe due to the fact that if the trend of the market is successfully predicted, the investors may be better guided. A stock exchange is a system where you can buy and sell stocks. By stock we mean the share in the ownership of the company. Companies buy stocks to get the money they need to grow. Whereas people buy the stocks, also called as securities as investment or ways of possibly earning money. A stock Market Prediction model will help people to predict particular company’s stock price before they want to invest. This system will help people to invest wisely.
21
Arif, Abubakar. "ANALISIS PENGARUH RASIO LEVERAGE, RASIO LIKUIDITAS, RASIO PROFITABILITAS, PORSI SAHAM PUBLIK, DAN UMUR PERUSAHAAN TERHADAP KELENGKAPAN PENGUNGKAPAN LAPORAN KEUANGAN PADA PERUSAHAAN MANUFAKTUR YANG TERDAFTAR DI BEJ." JURNAL INFORMASI, PERPAJAKAN, AKUNTANSI, DAN KEUANGAN PUBLIK 1, no. 2 (May 4, 2019): 119. http://dx.doi.org/10.25105/jipak.v1i2.4420.
Full textAbstract:
<p><em>The aim of this research is to find the influence of leverage ratio, liquidity ratio, profitability ratio, the portion of stocks owned by public and company ages on the financial statement disclosure comprehensiveness. This research used 50 manufacturing companies listed at Jakarta Stock Exchange which selected using purposive sampling method. The tools analysis used in this research are multiple regression and ANOVA test. The independent variables are leverage ratio, liquidity ratio, profitability ratio, portion of stock owned by public investors and company age. The dependent variable of this research is the financial statement disclosure comprehensiveness. The results of this research show that simultaneously leverage ratio, liquidity ratio, profitability ratio, the portion of stocks owned by public investors and company age influence the financial statement disclosure comprehensiveness. While, partially only company age that influence the financial statement disclosure comprehensiveness. This research also shows that there is no autocorrelation, multikolinearitas and heteroskedastisitas.</em></p>
22
ISHII, YASUYUKI. "THE ROLE OF PATENT, CITATION AND OBJECTION STOCKS IN THE PRODUCTIVITY ANALYSIS OF R&D — USING JAPANESE COMPANY DATA." International Journal of Innovation Management 14, no. 05 (October 2010): 947–63. http://dx.doi.org/10.1142/s1363919610002945.
Full textAbstract:
In this paper, I examine the role of patent stock, citation stock and objection stock in the analysis of R&D productivity and the exact interrelationships between those stocks by using new data on 100 large Japanese companies. I find, first, that citation and objection stock represent the knowledge stock of the company well, whereas patent stock itself is an ineffective proxy for the knowledge stock. Objection stock seems to be the best proxy for the knowledge stock. Second, citation and objection stocks are effective in playing the role of control factors for successful R&D stock, whereas patent stock is only effective if lags in R&D stock are incorporated. Third, citation and objection stocks are good proxies for controlling for the quality of patent stock. Citation stock seems to be the best variable for controlling for R&D stock and patent stock.
23
Alderson, Ralph F., Ling Huang, Xiaoyu Zhang, Haiquan Li, Thomas Kaufman, Gundo Diedrich, Paul Moore, and Ezio Bonvini. "Combinatorial Anti-Tumor Activity in Animal Models of a Novel CD123 x CD3 Bispecific Dart® Molecule (MGD024) with Cytarabine, Venetoclax or Azacitidine Supports Combination Therapy in Acute Myeloid Leukemia." Blood 138, Supplement 1 (November 5, 2021): 1165. http://dx.doi.org/10.1182/blood-2021-153192.
Full textAbstract:
Abstract Introduction: Notwithstanding recent progress, acute myeloid leukemia (AML) remains an incurable disease, particularly in patients (pts) with relapsing/refractory disorder or ineligible for intensive induction therapy (unfit pts). Redirected T-cell mediated killing via CD3-engaging bispecific molecules may offer an alternate therapeutic opportunity for aggressive disease or unfit pts. Flotetuzumab, a continuous infusion CD123 x CD3 DART molecule, has shown preliminary single-agent activity in pts refractory to induction therapy (Uy et al., Blood. 2021, 137:751). CD123, the IL-3 receptor alpha chain, is expressed by both leukemic blasts and leukemic stem cells and is a suitable therapeutic target in AML (Testa et al., Cancers (Basel). 2019, 11:1358). MGD024 is an Fc-bearing CD123 x CD3 DART molecule designed for prolonged circulating half-life and intermittent delivery. MGD024 was also designed with a CD3-binding arm with reduced affinity to diminish the propensity for cytokine release compared to flotetuzumab. The potentially improved tolerability and dosing convenience of MGD024 may provide a framework for introducing T-cell immunotherapy in early-stage AML or unfit pts. To explore whether MGD024 could complement AML standard of care (SOC), we investigated combination therapy in mouse models. Materials and Methods: The DART molecules, flotetuzumab and MGD024, shared identical CD123 (humanized 7G3) and CD3 (humanized XR32) Fv arms, save for a mutation in the anti-CD3 arm of MGD024 that decreases its affinity for the CD3-epsilon chain. While flotetuzumab has no Fc domain, MGD024 includes an ala-ala-mutated human IgG1 Fc that extends its circulating half-life via the neonatal Fc receptor-mediated salvage pathway together with impairing binding to Fc-gamma receptors and complement. An IgG1-ala-ala Fc-bearing version of flotetuzumab (RES234M1.1) was also engineered to allow delivery at identical time intervals as MGD024 and avoid continuous infusion in experimental animals. MHC class I-null, NOD/SCID/IL2R-gamma-null mice were reconstituted with human PBMC (8x10 6 cells/mouse, retro orbital). Two human AML cell lines expressing low or high levels of CD123 (KG1a < MOLM-13) were implanted SC at 2.5 x 10 6 (KG1a) or 5 x 10 6 (MOLM-13) cells/mouse. Treatments (IV, IP or PO by gavage, as indicated) were initiated when tumor volumes reached ~150 mm 3, with volumes recorded weekly or twice weekly thereafter. Results and Conclusions: Consistent with its decreased affinity for CD3, MGD024 demonstrated reduced in vitro potency in killing CD123-positive target cells compared to flotetuzumab or RES234M1.1, but proportionally greater reduction in cytokine release. MGD024, however, achieved maximal cytolytic activity as flotetuzumab or RES234M1.1, albeit at increased concentrations. Similarly, MGD024 showed reduced potency in vivo against CD123-positive tumors compared to RES234M1.1; nevertheless, tumor growth reduction of the same magnitude as that observed with RES234M1.1 was attained at higher doses of MGD024 (0.5-1 mg/kg IV 2QW MGD024 vs. 0.05-0.1 mg/kg IV 2QW RES234M1.1, depending on the model). Reduced cytokine release was also observed with MGD024 compared to RES234M1.1 in vivo. To explore MGD024 suitability for combination therapy, sub-active doses of cytarabine (CYT, 10 mg/kg IV 2QW or 7.5-10 mg/kg IP QD), venetoclax (VEN, range 10-80 mg/kg PO QD), or azacitidine (AZA, 2 mg/kg PO QD) were co-administered with suboptimal regimens of MGD024 (range 0.005-0.1 mg/kg IV 2QW, depending on the model). Complete or near complete tumor elimination was observed with the combination of suboptimal MGD024 and CYT or VEN. In contrast, AZA, at the dose tested, did not contribute to the antitumor effect of MGD024. CYT, VEN or AZA did not inhibit a fully active dose of MGD024, confirming no detrimental impact of the SOC agents at the doses employed on the effector cell population engaged by the DART molecule. All treatments were well tolerated, as indicated by body weigh profiles across treatment groups. These data support clinical exploration of the combination of MGD024 with SOC in patients with AML. An investigational new drug (IND) application of MGD024 in pts with selected relapsed or refractory hematologic malignancies is planned. Disclosures Alderson: MacroGenics: Current Employment, Current equity holder in publicly-traded company, Current holder of individual stocks in a privately-held company, Current holder of stock options in a privately-held company. Huang: MacroGenics: Current equity holder in publicly-traded company, Current holder of individual stocks in a privately-held company, Current holder of stock options in a privately-held company, Ended employment in the past 24 months. Zhang: MacroGenics: Current Employment, Current equity holder in publicly-traded company, Current holder of individual stocks in a privately-held company, Current holder of stock options in a privately-held company. Li: MacroGenics: Current Employment, Current equity holder in publicly-traded company, Current holder of individual stocks in a privately-held company, Current holder of stock options in a privately-held company. Kaufman: MacroGenics: Current Employment, Current equity holder in publicly-traded company, Current holder of individual stocks in a privately-held company, Current holder of stock options in a privately-held company. Diedrich: MacroGenics: Current Employment, Current equity holder in publicly-traded company, Current holder of individual stocks in a privately-held company, Current holder of stock options in a privately-held company. Moore: MacroGenics: Current Employment, Current equity holder in publicly-traded company, Current holder of individual stocks in a privately-held company, Current holder of stock options in a privately-held company. Bonvini: MacroGenics: Current Employment, Current equity holder in publicly-traded company, Current holder of individual stocks in a privately-held company, Current holder of stock options in a privately-held company.
24
Kambeu, Edson. "The role of Exchange Traded Funds in the price discovery process of stocks listed on the Botswana Stock Exchange." International Journal of Finance & Banking Studies (2147-4486) 6, no. 1 (July 21, 2019): 141–48. http://dx.doi.org/10.20525/ijfbs.v6i1.662.
Full textAbstract:
In this paper we analyse the role of Exchange Traded Funds (ETFs) in the price discovery process of stocks listed at the Botswana Stock Exchange.Using daily returns data covering the period 3 January 2013 to 31 December 2015 for Beta Betta ETF and Domestic Company Indices, we utilize a VECM model to find out whether the Betta Beta ETF is playing a significant role in the price discovery process of stocks listed on the Botswana Stock Exchange. We found the error correction term to be statistically significant thereby confirming that the Beta Betta ETF is playing a significant role in the price discovery of stocks listed on the Botswana Stock Exchange.
25
Regita Cahyani, Ardhia Prameswari, and Carolyn Lukita Sembiring. "The effect of debt policy, company value, company size, investment cash flow on stock returns on mining companies listed on Indonesia Stock Exchange." Indonesian Accounting Review 9, no. 1 (June 28, 2019): 99. http://dx.doi.org/10.14414/tiar.v9i1.1703.
Full textAbstract:
Investment is a delay in consumption now to be allocated to productive assets which are expected to generate profits in the future, which is called stocks return. Mining company in Indonesia is an attractive sector to invest in stocks because from a geographical perspective, Indonesia is an archipelago structure that contains mining products. There are risks that will be experienced by investors when investing, namely systematic risk and unsystematic risk. Unsystematic risk can be avoided because related to management decisions. Knowing and analyzing the effect of debt policy, firm value, company size, investment cash flow on stock returns on mining companies listed on the Indonesian Stock Exchange. The statistical method used in this study is multiple regression analysis. The sample in this study is a mining company that has go public and published audited financial statements 2013-2017 with 84 data processed consisting of 28 companies each year. The results of hypothesis testing can be concluded that debt policy and firm value have significant effect on stock returns while firm size and investment cash flow does not have significant effect on stock returns. Investor will be interested in investing in companies with good financial performance rather than bad financial performance.
26
Madaleno, Mara, and Carlos Pinho. "Evidence of Macroeconomic Policy Effects over Company-Sector Stock Returns." Revista de Estudos Sociais 16, no. 31 (November 11, 2014): 3. http://dx.doi.org/10.19093/res.v16i31.1977.
Full textAbstract:
Given that stock markets may act as an economy mirror, it is explored the sensitivity of company-sector-specific stock returns to macroeconomic news reflecting different economic environments for the UK, US, Germany, Japan and Australian markets between March 1993 and February 2013 using monthly data. Results seem to indicate that portfolio investors need to be aware that movements in the market index is the best predictor to forecast stock returns of individual companies and sectors in developed economies. Sentiment influences individual company’s returns of the utilities sector, even if these are considered of limited growth and stable earnings, for UK, USA and Australia, turning investor confidence a relevant variable to be included. Information increases about industrial production have no influence on company and sector stocks, thus not affecting investor’s decision in developed countries. As for Japan, results seem to indicate that the higher the need of oil imports of a country, the higher will be the positive impact of oil price changes over company returns. Finally, the riskless interest rate has no effect on sector stock returns independently of the country under analysis. For developed economies, we confirm the finding that stocks cannot be used as a hedge against inflation.
27
De Mello Rodrigues, Ravena, Ricardo Luiz Fernandes Bella, Douglas Vieira Barboza, and Maria Helena Teixeira da Silva. "Stock Management and Control in a Local Shop of Animal Products." International Journal for Innovation Education and Research 8, no. 8 (August 1, 2020): 624–46. http://dx.doi.org/10.31686/ijier.vol8.iss8.2570.
Full textAbstract:
Due to globalization, the achievement of competitiveness has become fundamental to the organizations that try to be leaner each day, reducing costs, and thus allowing other investments. Thereby, stocks are achieving each day more importance due to its relevance in the company economic stability. A great management allows products never miss in stock and a great management also avoids excess in leftovers. In this project, the importance of stock management carries the objective of optimizing the investments over stocks and of decreasing losses caused by obsolescence in a retail micro company that sells goods for animals. For that purpose, the ABC Classification has been applied in which the main products referred to demand and profits were identified. The supply policy adopted for those products was the Economic Lot Size, calculating the safety stock and the resupply point. It was possible to calculate order costs, maintenance and material through collected data during meetings with the company owners and this way it was possible to realize that the economic buying batch applicability would generate savings relating to the current company model. In addition to the decreasing of the risk of losing items and keeping the safety stock in order to face the demand fluctuations.
28
Setyowati, Ery Indah, and Husnurrosyidah Husnurrosyidah. "CAPM, INDEKS TUNGGAL DAN TREYNOR SEBAGAI ANALISIS PORTOFOLIO PADA SAHAM SYARIAH." KEUNIS 9, no. 1 (February 27, 2021): 63. http://dx.doi.org/10.32497/keunis.v9i1.2222.
Full textAbstract:
<em>This study aims to analyze the optimal portfolio of stocks using a single index model and the Capital Asset Pricing Model (CAPM) in making investment decisions as well as the expected profit and risk of the optimal portfolio formed on Islamic stocks in the Indonesian Sharia Stock Index (ISSI) on the Indonesia Stock Exchange. 2016-2020 period. This research design is descriptive quantitative research. The study population was all stocks that were consistently included in the Indonesian Sharia Stock Index (ISSI), amounting to 207 stocks. The number of samples of this study was 136 stocks using the Slovin method. The results show that there are 54 stocks that meet the criteria for optimal portfolio formation. The optimal portfolio of ISSI index stocks has a portfolio return rate of 21.95% and a portfolio risk of 10.49%. The portfolio performance based on the Treynor index shows that the best of the 54 stocks is PTSP shares amounting to 32.73% of the trading sector. While the results in determining investment decisions using the Capital Asset Pricing Model (CAPM) method and 136 company shares, there are 65 undervalued stocks, and 71 stocks are overvalued.</em><p> </p>
29
Wulandari, Desy, Carmidah ., and Adi Wiratno. "Pengaruh Proitabilitas dan Rasio Altman Terhadap Harga Saham ( Studi Pada Perusahaan Pertambangan Yang Go Public Di BEI )." SAR (Soedirman Accounting Review) : Journal of Accounting and Business 2, no. 1 (June 15, 2017): 12. http://dx.doi.org/10.20884/1.sar.2017.2.1.400.
Full textAbstract:
This study was intended to indentify the impact of the profitability ratio and ratios in model Altman Z-Score on the prices of stocks. The study was conducted at a go public mining company registered at the Indonesia’s Stock Exchange in 2012-2015. The sample included 8 companies which were taken using purposive sampling method. The data used were the secondary data which were in the form of annual financial statements of the company and were collected using data base collection method. The data were analyzed using multiple linear regression analysis supported with SPSS 24.00 program. The result of the study showed that (1) Profitability ratio are proxied by Return On Asset (ROA) did not significantly affect the prices of stocks with sig. 0,088. (2) Altman’s ratios (Z-Score) significantly contributed to the prices of stocks with sig. 0,009.
30
Nursita, Meta. "PENGARUH LABA AKUNTANSI, ARUS KAS OPERASI, ARUS KAS INVESTASI, ARUS KAS PENDANAAN, DAN UKURAN PERUSAHAAN TERHADAP RETURN SAHAM." GOING CONCERN : JURNAL RISET AKUNTANSI 16, no. 1 (January 26, 2021): 1. http://dx.doi.org/10.32400/gc.16.1.32435.2021.
Full textAbstract:
This study aimed to examine the impact of accounting profit, operating cash flows, investment cash flows, financing cash flows and company size to stock returns on manufacturing firms sector for consumption by the corporate listed and registered under the Indonesia Stock Exchange within 2014 - 2016. This study employed Purposive Sampling method with a total of 39 companies taken as the sample in the present study. Data analysis process followed the following steps; descriptive statistical test, multicollinearity test, model fit test, regression model feasibility test, and hypothesis test. Statistical method used is panel data regression analysis. The result showed that accounting profit had partially significant impact on stock return; operating cash flows no had significant impact on stocks return; investment cash flows, and financing cash flows had no significant impact on stock return and company size had significant impact on stocks return. in addition, simultaneously, the results showed that the four aspects examined had statistically significant impact on stock return.
31
Huang, Chia-Hsing, and Liang-Chun Ho. "The relationship between the bio-energy concept stocks in Taiwan and the international stock markets." Corporate Ownership and Control 5, no. 4 (2008): 437–43. http://dx.doi.org/10.22495/cocv5i4c5p3.
Full textAbstract:
This research explores the relationship among the bio-energy company stock index in Taiwan, TAIEX, DJI, Nikkei 225 and SSE composite index for a period from January 1, 2005 to March 11, 2008. Test results indicate two things are noteworthy: 1. Granger causality tests show that the interaction between the bio-energy company stock index in Taiwan and TAIEX is one-way only; however, that between the bio-energy company stock index in Taiwan and DJI is two-way. 2. According to the results of variance decompositions, though TAIEX has the highest explanation power; nevertheless, the explanation strength tends to decrease. On the contrary, DJI and Nikkei 225 manifest constantly increasing strength in explanation. Accordingly, the influence of DJI upon the bio-energy company stock index in Taiwan keeps rising and can’t be ignored.
32
Ahmad, Israr, Aidilla Fitri, and Farida -. "The Relationship between earnings quality and financing approach." Journal of Management and Accounting Studies 7, no. 03 (September 29, 2020): 70–74. http://dx.doi.org/10.24200/jmas.vol7iss03pp70-74.
Full textAbstract:
The purpose of this study is to investigate the relationship between earnings quality and financing approach. In this study, target financial leverage surplus is as independent variables and earnings quality, financing through stocks, financing through debt as dependent variables and company size, growth opportunities of company and systematic risk are as control variables. The statistical population of the present study is companies active in Jakarta Stock Exchange according to the subject and its application. In this study, 90 companies were selected. The data of this study were collected annually using information from companies listed in Jakarta Stock Exchange from the beginning of 2014 to the end of 2016 and the results of hypotheses' test were presented. In this study, multivariate regression analysis with panel data with fixed effects was used to investigate the hypotheses. The results show that there is no significant relationship between leverage companies with high earning quality and equity financing and financing through stocks and there is no significant relationship between non-leverage companies with low earning quality and financing through stocks.
33
Vrohlings, Melissa, Jan Müller, Stephanie Jungmichel, David Senn, Anna Bianca Howald, Thomas Schleier, Fabian Scheifele, et al. "Preclinical Assessment of CDR101 - a BCMAxCD3xPD-L1 Trispecific Antibody with Superior Anti-Tumor Efficacy." Blood 138, Supplement 1 (November 5, 2021): 1583. http://dx.doi.org/10.1182/blood-2021-152160.
Full textAbstract:
Abstract BCMAxCD3 targeting therapies have demonstrated anti-myeloma activity, and high minimal residual disease negativity rates can be achieved with this approach in heavily pre-treated patients with relapsed or refractory multiple myeloma (RRMM). Despite these promising clinical results, patients eventually develop resistant disease and relapse. Thus, there is a high need for novel BCMA therapies that can evade the resistance mechanisms and provide more durable responses. Recently, we reported on the promising activity of the Local Activator and T cell Engager (LocATE) technology, a trispecific molecule that targets CD3, BCMA and PD-L1, redirecting T cells to multiple myeloma (MM) cells while selectively counteracting PD-L1/PD-1 induced immunosuppression at the immune synapse (ASH, 2020). Here we present CDR101, an optimized LocATE candidate with potential for clinical development. First, we analyzed the ability of CDR101 to induce PBMC-mediated cytotoxicity in two MM cell-lines expressing BCMA (U-266 and NCI-H929) and compared it to four BCMAxCD3 bispecific formats currently in clinical development (a half-life extended BCMAxCD3 BiTE, a BCMA-TCB, and two different BCMAxCD3 bispecific monoclonal antibodies) alone or in combination with a separate PD-L1 blocking antibody. CDR101 resulted in at least 10-fold increased T cell-mediated target cell lysis compared to control BCMAxCD3 bispecifics. Strikingly, CDR101 also resulted in increased MM cell killing when compared to free, independent combinations of BCMAxCD3 bispecifics and the PD-L1 inhibitor. These results, together with the observation that MM cells upregulate the expression of PD-L1 in response to treatment with BCMAxCD3 bispecifics, suggest that the superior effect of CDR101 could be attributed to preferential and highly selective inhibition of the PD-1/PD-L1 axis at the cellular interaction within the immune synapse. Next, bone marrow aspirates from newly diagnosed and RRMM patients were treated with increasing concentrations of CDR101 or a BCMAxCD3 bispecific control. After 24h of incubation, percentage of viable CD138-positive cells and activation status of autologous T cells were analyzed by FACS. Overall, CDR101 potently induced lysis of primary MM cells independently of the E:T ratio (range of E:T ratio between 1.3:1 and 33:1). CDR101 achieved higher target cell killing in all samples compared to the bispecific control, with at least 2-fold difference in 3 out of 4 samples at the highest concentration tested. Concomitantly, CDR101 induced a dose-dependent increase of the T cell activation marker CD25, corroborating the ability of CDR101 to counteract PD-L1/PD-1 induced immunosuppression. In vivo anti-tumor activity of CDR101 was evaluated using a human MM (NCI-H929) xenograft model in NPG mice. Treatment with four different doses of CDR101 or BCMAxCD3 bispecific control demonstrated that CDR101 induced stronger and more durable responses compared to the bispecific control leading to complete tumor regression in 55 out of 60 mice at the last day of treatment (day 29) with no relapse until the end of the observation time (day 41). Collectively, CDR101 demonstrated that targeting BCMA with simultaneous blockade of PD-L1 leads to improved myeloma cell killing compared to clinically validated therapies. In contrast to high-affinity PD-L1 immune checkpoint inhibitors, CDR101 selectively inhibits PD-L1 at the immune synapse preventing on-target off-tumor effects. This is expected to translate into a decreased incidence of immune related adverse events (irAEs) and better efficacy arguing for a high clinical potential and swift translation into the clinic. Disclosures Vrohlings: CDR-Life Inc: Current Employment, Current holder of stock options in a privately-held company. Jungmichel: CDR-Life Inc: Current Employment, Current holder of stock options in a privately-held company. Senn: CDR-Life Inc: Current Employment, Current holder of stock options in a privately-held company. Howald: CDR-Life Inc: Current Employment, Current holder of stock options in a privately-held company. Schleier: CDR-Life Inc: Current Employment, Current holder of individual stocks in a privately-held company, Current holder of stock options in a privately-held company. Scheifele: CDR-Life Inc: Current Employment, Current holder of individual stocks in a privately-held company, Current holder of stock options in a privately-held company. Wendelspiess: CDR-Life Inc: Current Employment, Current holder of stock options in a privately-held company. Richle: CDR-Life Inc: Current Employment, Current holder of individual stocks in a privately-held company, Current holder of stock options in a privately-held company. Merten: CDR-Life Inc: Current Employment, Current holder of stock options in a privately-held company. Lenherr-Frey: CDR-Life Inc: Current Employment, Current holder of stock options in a privately-held company. Leisner: CDR-Life Inc: Current Employment, Current holder of individual stocks in a privately-held company, Current holder of stock options in a privately-held company. Manz: CDR-Life Inc: Consultancy, Current holder of stock options in a privately-held company; University of Zurich: Patents & Royalties: CD117xCD3 TEA. Borras: CDR-Life Inc: Current Employment, Current holder of individual stocks in a privately-held company, Current holder of stock options in a privately-held company.
34
Indahwati, Indahwati. "Investasi Saham: Investasi, Spekulasi, Atau Judi." Equilibrium: Jurnal Ekonomi-Manajemen-Akuntansi 16, no. 1 (April 28, 2020): 22. http://dx.doi.org/10.30742/equilibrium.v16i1.841.
Full textAbstract:
Stocks are proof of company ownership, which is attractive for investment. Often people become doubtful about investing in stocks, which are considered gambling. This study tries to find answers from the perspective of financial science about investment criteria, speculation and gambling. The method used in this study goes through stages starting with understanding stocks and the mechanism of stock trading to the decision of investors in buying or selling shares. The results obtained show that from a theoretical perspective, investment is different from speculation and gambling. Investing in stocks is not gambling, but it can be speculation or investment, depending on the attitudes and expectations of the investors themselves. When investors are risk takers and only expect capital gains without considering financial performance, this is speculation known as liquidity traders. When investors expect dividends by considering the condition of the company and other aspects, this is an investment known as an information trader. The implication of this study is that an investor must be rational in the sense of calculating risk that is proportional to the expected results.
35
., Chairani. "ANALISIS KINERJA SAHAM-SAHAM INDIVIDUAL PERUSAHAANBUMN DI BURSA EFEK INDONESIAPERIODE JANUARI–DESEMBER 2010." Jurnal Dinamika Manajemen 2, no. 2 (April 1, 2014): 102–15. http://dx.doi.org/10.22437/jdm.v2i2.2135.
Full textAbstract:
The purpose of this study was to explain the individual stock returns, systematic risk of the stock, stock performance and stock performance ratings of BUMN’s stock that start from Januari to Desember 2010. The Stocks performance were analyzed by calculating stock performance that using Jensen approach (αJ), rank the result, starting from the largest positive value to the smallest. The highest return of the stock was 0,2248 and the higest systematic risk was 114,618, ie., PT Semen Gresik Persero stocks, the best performance of the stock was 0,0361, i.e., PT Bank Negara Indonesia Persero stocks, and the worst performance was -0,1015 i.e., PT Semen Gersik Persero stock. This research result can be used as an investor consideration in assessing the performance of the company stock incorporated in BUMN that can provide the benefit as expected and indicate low systematic risk.Keywords: Stock Return, systematic risk of the stock, stock performance, Jensen Index(αJ),BUMN
36
Aditya Singh Rajpurohit, Shravani Prakash Ahirrao, Pradnya Sangitbabu Gaikwad, and Nutan Bhairu Dhamale. "A Study of Different Algorithms used to Predict the Stock Price." International Journal of Engineering and Management Research 11, no. 5 (October 26, 2021): 90–94. http://dx.doi.org/10.31033/ijemr.11.5.11.
Full textAbstract:
A stock market is a place where we can purchase the stocks of various companies(part of the company), which makes it volatile, and predicting it becomes a tedious task. So we need various algorithms and methodologies to predict the stock prices. We cannot depend on one type of algorithm because each algorithm has its own pros and cons and also it depends on the style of the trader on how he trades stocks. This paper will deal with different aspects like quantitative aspect- LSTM, RNN, ARIMA, and qualitative with sentiment analysis for predicting the stock prices, in an efficient manner.
37
Yosmar, Siska, S. Damayanti, and S. Febrika. "LQ45 Stock Portfolio Selection using Black-Litterman Model in Pandemic Time Covid-19." Indonesian Journal of Statistics and Its Applications 5, no. 2 (June 30, 2021): 343–54. http://dx.doi.org/10.29244/ijsa.v5i2p343-354.
Full textAbstract:
The world was shocked by the emergence of a virus that spread very quickly to several countries including Indonesia at the end of 2019. This virus infection is called Corona Virus Disease 2019 (Covid-19). The outbreak of Covid-19 not only threatens human lives but also disrupts various economic, financial, and business activities, especially in Indonesia. A stock portfolio is a collection of financial assets in a unit that is held or created by an investor, investment company, or financial institution. The Black-Litterman model of the stock portfolio is a portfolio model that involves the CAPM equilibrium return and investor views. The purpose of this study is to determine the stock portfolio with the Black-Litterman model using company data listed in the LQ45 stock index from January 2020 to June 2020. Four of the twenty-nine LQ45 stocks were selected as assets in the stock portfolio. The stock portfolio containing the four stocks, namely ICBP, KLBF, MNCN, and TLKM with the Black-Litterman model resulted in an expected return of 2.07% and a risk of 2.82%.
38
Alfonso Perez, Gerardo “Gerry.” "Company Size Effect in the Stock Market of Thailand." International Journal of Financial Research 8, no. 3 (June 12, 2017): 105. http://dx.doi.org/10.5430/ijfr.v8n3p105.
Full textAbstract:
The outperformance of small capitalization companies over large capitalization companies is a well-known occurrence in developed markets (Gorn, 1962), (Jacobs, 1989) with (Banz, 1981) numerically showing that this effect on stocks in the New York Stock Exchange. This phenomenon is based on the idea that some company specific characteristics can have a statistically significant impact on stock performance. The existence, or otherwise of this effect in emerging markets has received less attention. Given the very different characteristics of emerging markets compared to mature markets like the US is not immediately evident that the same conclusions can be extrapolated. One of the immediate clear differences between emerging and mature markets is the depth with markets like the US having a large amount of listed companies as well as large average trading volumes. In fact, when this analysis has been repeated in some emerging markets, such as Sri Lanka, the results seem to indicate that there is no statistically appreciable difference between the return of small and large capitalization stocks (Macn, 2013). It should be noted that in the case of the Sri Lanka case there were only, at the time of the article, 25 listed companies, of which only 12 were included in the analysis. The specific case of the stock market of Thailand is analyzed in this paper. The results of this article seem to point towards the existence of a size effect, affecting stock performance, in the Thai stock market. Some articles covering emerging market as a whole as pointed towards the opposite results. Given the substantial differences among emerging markets countries it is perhaps a better approach to follow an individualized analysis, country per country, rather than treat it as a homogenous group.
39
Ramli, Anwar, Anwar, and Indah Lestari Anwar. "Markowitz Model in The Analysis of Optimal Portfolio Establishment on Jakarta Islamic Index (JII) in Indonesian Stock Exchange." Archives of Business Research 8, no. 2 (March 8, 2020): 190–201. http://dx.doi.org/10.14738/abr.82.7854.
Full textAbstract:
This study aims to know the optimal portfolio establishment using Markowitz model on Jakarta Islamic Index (JII) stocks in the period of December 2013-May 2019. The population of this study consisted of the company stocks on Jakarta Islamic Index (JII) in the period of December 2013-May 2019, and there were 59 stocks. While the study sample consisted of 14 company stocks and selected based on purposive sampling method. Data collection used in this study using documentation. Data analysis used in this study using the stages of Markowitz model and started collecting the close price until an optimal portfolio establishment. The result of this study showed that there were 8 company stocks included in the optimal portfolio. Namely AKRA (5,01%), ICBP (9,92%), INDF (3,75%), SMGR (8,61%), TLKM (29,01%), UNTR (20,30%), UNVR (20,88%), WIKA (2,53%). The expected return of the portfolio of 0,84%. Therefore, portfolio risk of 3,16%and smaller than the risk of individual stocks in the research sample.
40
Fariana, Rina, and Bayu Adi. "ANALISIS PEMILIHAN PORTOFOLIO OPTIMAL PADA KOMBINASI INDEKS BISNIS-27 MENGGUNAKAN SINGLE INDEX MODEL." Jurnal Studi Manajemen dan Bisnis 5, no. 1 (January 31, 2020): 38–55. http://dx.doi.org/10.21107/jsmb.v5i1.6613.
Full textAbstract:
Investment is an important thing for everyone as an alternative in the storage of funds and to gain profit. Investors are faced with two things in making investments, namely risk and return. Diversification is one way to minimize risk by forming a portfolio of stocks. This study aims to determine and analyze optimal portfolio selection using single index model.The type of research used in this research is descriptive research with quantitative approach. The object of this research is using the company collected in BISNIS-27 index, with the research period from 2011 to 2015. The data collection method used is purposive sampling, where the company to be analyzed is only companies listed in BISNIS-27 stock index consistently during nine (9) periods from February 1, 2011 to July 31, 2015, and stocks are not suspended during the period February 1, 2011 to July 31, 2015. Data required in the analysis of data is historical price of stocks and IHSG (Indeks Harga Saham Gabungan). Analyzer using microsoft excel.
41
Sunarya, I. Wayan. "Determination of Efficient and Inefficient Stocks with the Capital Asset Price Model (CAPM) Method." Jurnal Aplikasi Manajemen, Ekonomi dan Bisnis 4, no. 2 (April 16, 2020): 1–12. http://dx.doi.org/10.51263/jameb.v4i2.93.
Full textAbstract:
Stock selection by an investor needs to be done with a variety of existing analysis for example the application of the Capital Asset Price Model. In the Composite Stock Index known as LQ45 shares. LQ45 shares have a unique characteristic that is their shares are liquid, meaning their shares are favored by investors because the average has very good fundamentals. For this reason, in this study the selected stocks, LQ45 shares, are used to determine which shares are worth buying and which shares are not worth buying. Because the names of companies incorporated in LQ45 continue to change from year to year, in this study using a sample of LQ45 company data, amounting to 30 companies where the company was chosen because from 2017 to 2019, the company remains in the LQ45 stock group. For research data sources sourced from Yahoo Finance and take a variety of reading sources both through journals and online media. As for determining efficient and inefficient stocks lies in the value of the individual Expected Return or often abbreviated as [E (Ri)]. If the Individual Expected Return is greater than the value of the Individual Return (Ri) then the shares are in the efficient stock.
42
Haase, Christa, Karin Gustafsson, Shenglin Mei, Jelena Milosevic, Shu-Chi Yeh, David Sykes, Peter Kharchenko, David T. Scadden, and Charles Lin. "Spatial Transcriptomics Reveals DPP4 As Novel Marker of a More Proliferative Phenotype in Early AML Progression." Blood 138, Supplement 1 (November 5, 2021): 3310. http://dx.doi.org/10.1182/blood-2021-151917.
Full textAbstract:
Abstract Acute myeloid leukemia (AML) is a hematologic malignancy with poor prognosis for which the standard-of-care chemotherapy treatment regimen has remained virtually unchanged over the past 40 years. We have employed "Image-Seq", a new technology that was developed in our laboratory, to study spatial variations in early leukemia progression in a mouse model of HoxA9-Meis1 AML. We visualized leukemia cells with differing proliferative phenotype using intravital microscopy, captured these cells under image guidance from individual bone marrow microenvironments and studied their differential expression by single-cell RNA sequencing. This analysis identified DPP4 as a key upregulated gene in AML cells from more proliferative bone marrow compartments and associated DPP4 expression with a cell cluster enriched in progenitor cell markers for HoxA9-Meis1 AML, including Flt3, Itgb7 and Ddx4. Strikingly, DPP4 is not expressed in vitro, and its expression in vivo (as quantitated by FACS analysis) correlated with disease progression and marked a more proliferative phenotype both at the 1-week and 2-week time-points during disease progression. Disclosures Sykes: Clear Creek Bio: Current equity holder in publicly-traded company; SAFI Biosolutions: Consultancy, Current equity holder in publicly-traded company; Keros Therapeutics: Consultancy. Scadden: Magenta Therapeutics: Current holder of individual stocks in a privately-held company, Membership on an entity's Board of Directors or advisory committees; VCanBio: Consultancy; LifeVaultBio: Current holder of individual stocks in a privately-held company, Membership on an entity's Board of Directors or advisory committees; Inzen Therapeutics: Membership on an entity's Board of Directors or advisory committees; Garuda Therapeutics: Current holder of individual stocks in a privately-held company, Membership on an entity's Board of Directors or advisory committees; FOG Pharma: Consultancy; Fate Therapeutics: Current holder of individual stocks in a privately-held company; Editas Medicines: Current holder of individual stocks in a privately-held company, Membership on an entity's Board of Directors or advisory committees; Dainippon Sumitomo Pharma: Other: sponsored research; Clear Creek Bio: Current holder of individual stocks in a privately-held company, Membership on an entity's Board of Directors or advisory committees; Agios Pharmaceuticals: Current holder of individual stocks in a privately-held company, Membership on an entity's Board of Directors or advisory committees.
43
Christianti, Ari, and Murti Lestari. "ANALISIS PENGARUH NILAI SAHAM YANG BEREDAR, STRUKTUR MODAL, RISIKO PASAR, DAN SUKU BUNGA TERHAD AP RETITRN SAHAM DI BEJ DENGAN PENDEKATAN MODEL DINAMIS (Studi Kasus Pada Sektor Aneka lndustri Tahun 1996-2002)." Jurnal Riset Akuntansi dan Keuangan 1, no. 1 (February 1, 2005): 20. http://dx.doi.org/10.21460/jrak.2005.11.110.
Full textAbstract:
The study aims at empirically proving and analyzing the balance model of Capital Asset Pricing Model (CAPM with the multifactor of risks, consisting of: outstanding stocks value, capital structure represented by Debt EquiQ Ratio (DER), market risk as represented by stock market beta, and the interest rate on company return on stock.This research uses a dynamic model approach considering the existence of the weaknessesin a classic linear model. Since the investment is related to investors behavior that need a lag to market change, the use of the dynamic model approach will be better. It is because the dynamic model uses autoregressive approach containing the lag. The dynamic model used here is Partial Adjustment Model (PAM) and Error Correction Model (ECM). Based on the estimation of the PAM model it is proven that the model is inefficient in finding the evidence confirming the hypothesis. Subsequently,based on the result of the examination of the ECM model it isconcluded that outstanding stocks value has a positive and signiJicant impact in short term and a negative impact in long term. It means that in the short term outstanding stocks value serves as the consideration for investors in making an investment. However in the long term they are likely to believe that the use of smaller internal capital proportion will be more beneficial for them. The capital structure has only a longierm impact on the return on stock. It means that the impact of DER on stock return on miscellaneous industry sector needs the quite long lag to influence the investors in determining stocks return. It indicates that in the long term they believ:e that the use of increasing number of loan will causes the decrease in company liquidity. Consequently, the opportunity for the company to go bankrupt is bigger Beta stock in the study has a negative impact in the long term. Theoretically, it is not consistent with the parameter direction and indicated that beta stock does notserve as an app;r,pviate prory in measuring the rislcs on. miscellaneous industry sector The interest rate has in the long term a negative impact on stocks return and needs the long lag to influence the investors in determining the return on stocks.Keywords: Stock return, outstanding stock value, DER (Debt Equity Ratio), beta, interest rote, ECM (Eruor Correction Model)
44
Brabenec, Tomas, Frantisek Poborsky, and Sean Patrick Saßmannshausen. "The Difference Between Preferred & Common Stocks in Europe from the Market Perspective." Journal of Competitiveness 12, no. 3 (September 30, 2020): 64–81. http://dx.doi.org/10.7441/joc.2020.03.04.
Full textAbstract:
Companies listed on the stock market must devote a great deal of attention to their market position. They must increase their competitive advantage in the undeniably key process of the issuance of stocks. As the issuance of preferred stocks has increased after the last crisis and in the current period of low interest rates in Europe, they are becoming more favoured investment instruments, we decided to analyse the real properties of preferred stocks in Europe in order to increase the efficiency of joint-stock companies. Using a dataset comprising all companies having both common and preferred stocks issued and traded on European markets between 2009- 2016, we determined the relationship of risk (measured by beta coefficients) and price volatility among common and preferred stocks and bonds in Europe. Our findings show beta coefficients of preferred stocks as systematically lower than beta coefficients of common stocks. Considering a difference of up to 10% as negligible, however, preferred stocks showed a similar or higher beta coefficient than corresponding common stocks of the same company in 53% of cases, whereas for 33% of cases, the difference is only ±10%. Coefficients of variation in prices showed a similar relationship, with only a negligible portion of preferred stocks bearing fixed (stable) dividends. This result implies that currently traded preferred stocks in Europe in fact do not possess such characteristics they are typically said to have, and in many cases they incur as comparable a risk as do common stocks. This essential information should help to increase the efficiency and competitiveness of joint-stock companies.
45
Memarista, Gesti, and Melisa Kusuwati. "How Do Financial Experts Choose Stocks?" Jurnal Manajemen Teori dan Terapan | Journal of Theory and Applied Management 15, no. 1 (April 29, 2022): 50–61. http://dx.doi.org/10.20473/jmtt.v15i1.34480.
Full textAbstract:
Objective: This study aims to determine factors that affect financial experts as investors to buy stocks. Do financial experts have different considerations and preferences from ordinary investors in making an investment decision? Design/Methods/Approach: The research data were obtained from an online questionnaire by 581 financial experts with Securities Sub Account in Indonesian Central Securities Depository. This research employs exploratory factor analysis to examine the correlation between 29 attribute statements to develop factors. Findings: The eight groups of factors that affect the Indonesian financial expert’s considerations in the stock investment such as financial performance, comprehensive analysis, benefit signaling, company image, company insight, community involvement, investor preference, and press coverage. Originality: This study incorporates behavioral finance and maximization utility to provide a more comprehensive understanding of stock investment decisions by financial experts. Practical/Policy implication (optional): The result has practical, functional consequences for the investor, especially in the selected stock portfolio analysis. Investment analysis should consider the eight groups of factors found before choosing the stock. If the investors can not assume all factors, they can view the financial performance as the top rank factor. Thus the investor will maximize the investment return in the future.
46
Tandiontong, Mathius, and Margaretha Sitompul. "The Influence of Financial Distress Using Altman Z-Score, The Beta of Stocks and Inflation To The Stock Return." GATR Journal of Finance and Banking Review 2, no. 2 (March 27, 2017): 21–27. http://dx.doi.org/10.35609/jfbr.2017.2.2(4).
Full textAbstract:
Objective - Stock is one securities among other securities, as a high risk instrument. Stock classified as high risk due to reflection in the uncertainty of the rate of return to be received by investors in the future. The purpose of this research is to examine of financial distress as measured by the Altman Z-Score, systematic risk as measured by beta stocks and macroeconomic measured by inflation on stock returns Manufacturing Company listed on the Stock Exchange 2008-2012 period Methodology/Technique - From 133 companies listed, 75 companies are taken as sample by using purposive sampling technique. Panel data regression analysis shows that the overall effect of variables is equal to 28.7%. Findings - Partially, the variables that affect the stock returns are financial distress with Altman Z-Score, beta stocks and inflation. Novelty - Financial distress with the measurement using the Altman Z-Score. Type of Paper: Empirical Keywords: Stock return; Financial distress; Altman Z-Score; Systematic risk; Beta stocks and Inflation JEL Classification: E44, F14, G01.
47
Saputra, Ferry Dhita, and I. Nengah Suarmanayasa. "Pengaruh Ukuran Perusahaan Dan Profitabilitas Terhadap Struktur Modal Perusahaan Manufaktur Subsektor Makanan Dan Minuman Yang Terdaftar Di Bursa Efek Indonesia." Jurnal Akuntansi Profesi 12, no. 2 (December 1, 2021): 352. http://dx.doi.org/10.23887/jap.v12i2.35860.
Full textAbstract:
This research intended to examine the effect of company size and profitability on the capital structure in companies manufacture sub-sector food and beverage at Indonesian stocks exchange. The research design used was causal quantitative research. The subject on this research are companies manufacture sub-sector food and beverage at Indonesian stocks exchange,and object on this research are company size and profitability. Data collected by document recording and data analysis technique used was multiple linear regression analysis. The results of this study are: (1) company size and profitability has significant effect on the capital structure. (2) company size has a significant and positive effect on the capital. (3) profitability has a significant and positive effect on the capital structure in companies manufacture sub-sector food and beverage at Indonesian stocks exchange.Keywords: Company Size, Profitability,Capital Structure
48
Osei, Prince Mensah, and Anokye M. Adam. "Quantifying the Information Flow between Ghana Stock Market Index and Its Constituents Using Transfer Entropy." Mathematical Problems in Engineering 2020 (August 28, 2020): 1–10. http://dx.doi.org/10.1155/2020/6183421.
Full textAbstract:
We quantify the strength and the directionality of information transfer between the Ghana stock market index and its component stocks as well as observe the same among the individual stocks on the market using transfer entropy. The information flow between the market index and its components and among individual stocks is measured by the effective transfer entropy of the daily logarithm returns generated from the daily market index and stock prices of 32 stocks ranging from 2nd January 2009 to 16th February 2018. We find a bidirectional and unidirectional flow of information between the GSE index and its component stocks, and the stocks dominate the information exchange. Among the individual stocks, SCB is the most active stock in the information exchange as it is the stock that receives the highest amount of information, but the most informative source is EGL (an insurance company) that has the highest net information outflow while the most information sink is PBC that has the highest net information inflow. We further categorize the stocks into 9 stock market sectors and find the insurance sector to be the largest source of information which confirms our earlier findings. Surprisingly, the oil and gas sector is the information sink. Our results confirm the fact that other sectors including oil and gas mitigate their risk exposures through insurance companies and are always expectant of information originating from the insurance sector in relation to regulatory compliance issues. It is our firm conviction that this study would allow stakeholders of the market to make informed buy, sell, or hold decisions.
49
Pinilla Ibarz, Javier, Meixiao Long, John Lister, Jennifer A. Woyach, Friedrich Graf Finckenstein, Madan Jagasia, Selda Samakoglu, Bhagyashree Yadav, Huiling Li, and John C. Byrd. "Trial in Progress: Phase 1/2 Study Evaluating the Safety and Efficacy of Iov-2001, an Autologous, Non-Genetically Modified, Polyclonal T-Cell Product, in Patients with Relapsed or Refractory Chronic Lymphocytic Leukemia (CLL) or Small Lymphocytic Lymphoma (SLL)." Blood 138, Supplement 1 (November 5, 2021): 3846. http://dx.doi.org/10.1182/blood-2021-145775.
Full textAbstract:
Abstract Background Bruton tyrosine kinase (BTK) inhibitors (ie, ibrutinib, acalabrutinib) are approved for treating patients with chronic lymphocytic leukemia (CLL) or small lymphocytic lymphoma (SLL), and can mediate durable responses in some patients; however, relapses are common, primarily due to acquired mutations in BTK enzyme and/or phospholipase C gamma 2 (Albitar F, et al. J Cancer. 2015;6[5]:409-411. Maddocks KJ, et al. JAMA Oncol. 2015;1[1]:80-87. Woyach JA. Clin Adv Hematol Oncol. 2016;14[5]:330-333. Woyach JA, et al. N Engl J Med. 2014;370[24]:2286-2294.). Preclinical studies demonstrated successful generation and robust cytotoxicity of an autologous, non-genetically modified, polyclonal T-cell product (IOV-2001) from BTK-inhibitor-treated patients with CLL (Karyampudi L, et al. HemaSphere. 2019; 3[suppl 1; abstract PF447]), consisting of billions of peripheral blood lymphocytes (PBLs). Compared with pre-ibrutinib and treatment-naïve PBLs, those derived from post-ibrutinib blood samples demonstrated higher-fold expansion from peripheral blood and produced higher levels of IFNγ in response to non-specific T-cell receptor stimulation. Methods IOV-CLL-01 (NCT04155710) is an ongoing, first-in-patient, Phase 1/2, open-label, multi-cohort, dose-finding study designed to evaluate the safety and efficacy of IOV-2001 in patients with CLL/SLL who are progressing or have progressed on ibrutinib or acalabrutinib treatment. PBLs are generated by T-cell expansion from 50 mL of the patient's blood in a 9-day manufacturing process at a centralized GMP facility. The PBL product is then cryopreserved and sent back to the treatment center for infusion into the patient. Treatment consists of a preparative regimen of lymphodepleting chemotherapy (cyclophosphamide IV 500 mg/m 2 and fludarabine IV 30 mg/m 2) for 3 days, followed by 2 days of rest, a single infusion of IOV-2001, and 6 doses of either low-dose (9 MIU SC) or high-dose (600,000 IU/kg IV) interleukin-2 (IL-2; Figure 1). Approximately 1 to 5 clinical sites in North America will treat ~39 to 70 patients across 4 cohorts in 2 phases (Table 1). The primary endpoint for Phase 1 (Cohorts 1a and 1b) is to determine the recommended Phase 2 dose (RP2D) of IOV-2001 followed by IL-2, and for Phase 2 (Cohorts 2 and 3) is to evaluate efficacy of the RP2D of IOV-2001 followed by IL-2, as measured by objective response rate per investigator assessment. Patients ages ≥18 years, diagnosed with CLL/SLL with radiographically measurable disease, Eastern Cooperative Oncology Group performance status of 0-1, and meeting prior therapy criteria according to Table 2 are eligible for inclusion. Four US sites are currently active and enrolling patients. Figure 1 Figure 1. Disclosures Pinilla Ibarz: Sellas: Other: ), patents/royalties/other intellectual property; AbbVie, Janssen, AstraZeneca, Takeda: Speakers Bureau; AbbVie, Janssen, AstraZeneca, Novartis, TG Therapeutics, Takeda: Consultancy, Other: Advisory; MEI, Sunesis: Research Funding. Lister: Oncology Analytics: Other: Academic Board. Woyach: Gilead Sciences Inc: Other: Data & Safety; AbbVie Inc, ArQule Inc, AstraZeneca Pharmaceuticals LP, Janssen Biotech Inc, Pharmacyclics LLC, an AbbVie Company,: Consultancy; AbbVie Inc, ArQule Inc, Janssen Biotech Inc, AstraZeneca, Beigene: Other: Advisory Committee; AbbVie Inc, Loxo Oncology Inc, a wholly owned subsidiary of Eli Lilly & Company: Research Funding. Graf Finckenstein: Iovance Biotherapeutics, Inc.: Current Employment, Current holder of individual stocks in a privately-held company, Current holder of stock options in a privately-held company. Jagasia: Iovance Biotherapeutics, Inc.: Current Employment, Current holder of individual stocks in a privately-held company, Current holder of stock options in a privately-held company. Samakoglu: Iovance Biotherapeutics, Inc.: Current Employment, Current holder of individual stocks in a privately-held company, Current holder of stock options in a privately-held company. Yadav: Iovance Biotherapeutics, Inc.: Current Employment, Current holder of individual stocks in a privately-held company, Current holder of stock options in a privately-held company. Li: Iovance Biotherapeutics, Inc.: Current Employment, Current holder of individual stocks in a privately-held company, Current holder of stock options in a privately-held company. Byrd: Novartis, Trillium, Astellas, AstraZeneca, Pharmacyclics, Syndax: Consultancy, Honoraria; Newave: Membership on an entity's Board of Directors or advisory committees; Vincerx Pharmaceuticals: Current equity holder in publicly-traded company, Membership on an entity's Board of Directors or advisory committees.
50
Mutter, Jurik Andreas, Stefan Alig, Eliza Maria Lauer, Mohammad Shahrokh Esfahani, Jan Mitschke, David M. Kurtz, Julia Kühn, et al. "Profiling of Circulating Tumor DNA for Noninvasive Disease Detection, Risk Stratification, and MRD Monitoring in Patients with CNS Lymphoma." Blood 138, Supplement 1 (November 5, 2021): 6. http://dx.doi.org/10.1182/blood-2021-149644.
Full textAbstract:
Abstract Introduction: Clinical outcomes for patients with central nervous system lymphoma (CNSL) are remarkably heterogeneous, yet identification of patients at high risk for treatment failure remains challenging with existing methods. In addition, diagnosis of CNSL requires invasive neurosurgical biopsies that carry procedural risks and often cannot be performed in frail or elderly patients. Circulating tumor DNA (ctDNA) has shown great potential as a noninvasive biomarker in systemic lymphomas. Yet, previous studies revealed low ctDNA detection rates in blood plasma of CNSL patients. In this study, we utilized ultrasensitive targeted high-throughput sequencing technologies to explore the role of ctDNA for disease classification, MRD detection, and early prediction of clinical outcomes in patients with CNSL. Methods: We applied Cancer Personalized Profiling by Deep Sequencing (CAPP-Seq) and Phased Variant Enrichment and Detection Sequencing (PhasED-Seq, Kurtz et al, Nat Biotech 2021) to 85 tumor biopsies, 131 plasma samples, and 62 CSF specimens from 92 CNSL patients and 44 patients with other brain cancers or inflammatory cerebral diseases, targeting 794 distinct genetic regions. Concentrations of ctDNA were correlated with radiological measures of tumor burden and tested for associations with clinical outcomes at distinct clinical time points. We further developed a novel classifier to noninvasively distinguish CNS lymphomas from other CNS tumors based on their mutational landscapes in plasma and CSF, using supervised training of a machine learning approach from tumor whole genome sequencing data and own genotyping analyses, followed by its independent validation. Results: We identified genetic aberrations in 100% of CNSL tumor biopsies (n=63), with a median of 262 mutations per patient. Pretreatment plasma ctDNA was detectable in 78% of plasma samples and in 100% of CSF specimens (Fig. 1a), with ctDNA concentrations ranging from 0.0004 - 5.94% allele frequency (AF, median: 0.01%) in plasma and 0.0049 - 50.47% AF (median: 0.62%) in CSF (Fig. 1b). Compared to ctDNA concentrations in patients with systemic diffuse large B-cell lymphoma (DLBCL, data from Kurtz et al., J Clin Oncol, 2018), plasma ctDNA levels in CNSL were in median more than 200-fold lower (Fig. 1b). We observed a significant correlation of ctDNA concentrations with total radiographic tumor volumes (TRTV) measured by MRI (Fig. 1c,d), but no association with clinical risk scores (i.e., MSKCC score) or concurrent steroid treatment. Assessment of ctDNA at pretreatment time points predicted progression-free survival (PFS) and overall survival (OS), both as continuous and binary variable (Fig. 1e,f). Notably, patients could be stratified into risk groups with particularly favorable or poor prognoses by combining ctDNA and TRTV as pretreatment biomarkers (Fig. 1g). Furthermore, ctDNA positivity during curative-intent induction therapy was significantly associated with clinical outcomes, both PFS and OS (Fig. 1h). Finally, we applied our novel machine learning classifier to 207 specimens from an independent validation cohort of CNSL and Non-CNSL patients. We observed high specificity (100%) and positive predictive value (100%) for noninvasive diagnosis of CNSL, with a sensitivity of 57% for CSF and 21% for plasma, suggesting that a significant subset of CNSL patients might be able to forego invasive surgical biopsies. Conclusions: We demonstrate robust and ultrasensitive detection of ctDNA at various disease milestones in CNSL. Our findings suggest that ctDNA accurately mirrors tumor burden and serves as a valuable clinical biomarker for risk stratification, outcome prediction, and surgery-free lymphoma classification in CNSL. We foresee an important potential future role of ctDNA as a decision-making tool to guide treatment in patients with CNSL. Figure 1 Figure 1. Disclosures Esfahani: Foresight Diagnostics: Current holder of stock options in a privately-held company. Kurtz: Genentech: Consultancy; Roche: Consultancy; Foresight Diagnostics: Consultancy, Current holder of stock options in a privately-held company. Schorb: Riemser Pharma GmbH: Honoraria, Research Funding; Roche: Research Funding; AbbVie: Research Funding. Diehn: BioNTech: Consultancy; RefleXion: Consultancy; Roche: Consultancy; AstraZeneca: Consultancy; Foresight Diagnostics: Current holder of individual stocks in a privately-held company, Current holder of stock options in a privately-held company; CiberMed: Current holder of stock options in a privately-held company, Patents & Royalties; Illumina: Research Funding; Varian Medical Systems: Research Funding. Alizadeh: Foresight Diagnostics: Consultancy, Current holder of individual stocks in a privately-held company, Current holder of stock options in a privately-held company; Gilead: Consultancy; Roche: Consultancy, Honoraria; Celgene: Consultancy, Research Funding; Janssen Oncology: Honoraria; CAPP Medical: Current holder of individual stocks in a privately-held company, Current holder of stock options in a privately-held company; Forty Seven: Current holder of individual stocks in a privately-held company, Current holder of stock options in a privately-held company; Cibermed: Consultancy, Current holder of individual stocks in a privately-held company, Current holder of stock options in a privately-held company; Bristol Myers Squibb: Research Funding.