LESTARI, PINA and Uzaimi, Achmad and Haryadi, Teddy (2026) PENGARUH KEBIJAKAN DIVIDEN, LEVERAGE DAN VOLUME PERDAGANGAN SAHAM TERHADAP VOLATILITAS HARGA SAHAM (STUDI PADA PERUSAHAAN SEKTOR CONSUMER NON-CYCLICALS YANG TERDAFTAR DI BURSA EFEK INDONESIA 2022-2025). S1 thesis, Universitas Maritim Raja Ali Haji.

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Abstract

Volatilitas harga saham merupakan indikator penting yang mencerminkan tingkat risiko dan ketidakpastian investasi yang dihadapi investor. Penelitian ini bertujuan untuk mengetahui pengaruh kebijakan dividen, leverage, dan volume perdagangan saham terhadap volatilitas harga saham pada perusahaan sektor Consumer Non-Cyclicals yang terdaftar di Bursa Efek Indonesia (BEI) periode 2022–2025. Metode pengambilan sampel yang digunakan dalam penelitian ini yaitu menggunakan metode purposive sampling dan diperoleh sebanyak 27 perusahaan dengan total 108 data penelitian. Teknik analisis data yang digunakan dalam penelitian ini adalah teknik analisis regresi linear berganda. Hasil dari penelitian ini menunjukkan bahwa variabel Volume perdagangan saham berpengaruh positif dan signifikan terhadap volatilitas harga saham. Namun, variabel kebijakan dividen dan leverage tidak berpengaruh terhadap volatilitas harga saham. Namun, secara simultan ketiga variabel tersebut berpengaruh terhadap volatilitas harga saham. Stock price volatility is an important indicator that reflects the level of risk and investment uncertainty faced by investors. This study aims to examine the effect of dividend policy, leverage, and stock trading volume on stock price volatility in Consumer Non-Cyclicals sector companies listed on the Indonesia Stock Exchange (IDX) during the 2022–2025 period. The sampling method used in this study was purposive sampling, resulting in 27 companies with a total of 108 research data observations. The data analysis technique employed in this study was multiple linear regression analysis. The results of this study indicate that stock trading volume variables have a positive and significant effect on stock price volatility. Meanwhile, the dividend policy and leverage variable has no effect on stock price volatility. However, simultaneously, all three variables have an effect on stock price volatility.

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