The Determinants of Stocks Price Volatility – A Study In Indonesian Financials Sector

In measuring future opportunities, investors or shareholders use Stock Price Volatility to see the market mood, where the rate of increase in Stock Price Volatility affects the market value. Volatility can measure price fluctuations and indicate the level of risk that can arise. Investors and shareholders use portfolio performance as a reference in measuring a profit that will be obtained. The writer conducted this research to see the influence of Dividend Payout Ratio, Earning Volatility, Inflation and Debt to Equity Ratio on Stock Price Volatility. The object of this study is financial field companies enlisted on the Indonesia Stock Exchange (IDX) from 2019-2022 with a sample of 11 companies. By analyzing the data using multiple linear regression analysis, it was found that Dividend Payout Ratio, Earning Volatility and Inflation had no influence on Stock Price Volatility while Debt To Equity Ratio had a negative influence on Stock Price Volatility. The next research is expected to use other sectors and replace independent variables so that the scope of research is wider.