THE INFLUENCES OF LIQUIDITY, PROFITABILITY, AND SOLVABILITY TO THE STOCK RISK IN MANUFACTURER COMPANIES LISTED IN BEI 2014-2016

Abstract

Risks are caused by uncertainty about profits or expected feedback or what you want to get. For this reason, every time a decision is made to invest, an investor must at least consider two things, namely the expected return and risk contained in the investment alternative that he does. This is important to consider because investments are planted usually in large quantities. The population in this study is the data of manufacturing companies listed on the Stock Exchange in 2014-2016. The sample of this study amounted to 30 companies using purposive sampling method. This study uses a classical assumption regression, to determine the variables that affect stock risk. The results of this study indicate that there are three variables that significantly influence the risk of shares. Variable profitability, solvency and liquidity. Profitability has a positive effect on stock risk. Whereas solvency and liquidity negatively affect the risk of shares.

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