Financial Performance and Market Response: Profitability Effects on Share Prices in the Indonesian Cigarette Sector

Oktavianus Effendi *

Faculty of Business Administration, Politeknik Negeri Sriwijaya, Indonesia.

Markoni Badri

Faculty of Business Administration, Politeknik Negeri Sriwijaya, Indonesia.

Dwi Riana

Faculty of Business Administration, Politeknik Negeri Sriwijaya, Indonesia.

*Author to whom correspondence should be addressed.


Abstract

The purpose of this research is to examine how the share price of cigarette subsector companies listed on the Indonesia Share Exchange (IDX) was affected by profitability as determined by Return on Equity (ROE), Net Profit Margin (NPM), Earnings Per Share (EPS), and Price Earning Ratio (PER) between 2015 and 2024. The approach used is quantitative by conducting multiple linear regression analysis as the analysis technique using an analytical tool, namely SPSS version 25. The findings in the research process demonstrate that the four independent variables have a significant impact on share prices at the same time as evidenced by the f test findings, which indicate a 0.000 significance value. However, with significance values of 0.213 and 0.280, respectively, ROE and NPM do not significantly affect the outcome. With a significance score of 0.000 on the other hand, indicates that EPS has a positive and significance impact and PER also has a positive and significance impact on share price with a significance value of 0.004. These results suggest that EPS and PER play a significant role in assessing the value of the subsector's shares, therefore investors can use this a tool to forecast investment value and making informed trading decisions based on the financial performance information.

Keywords: Return on equity, net profit margin, earning per share, price earning ratio, share price


How to Cite

Effendi, Oktavianus, Markoni Badri, and Dwi Riana. 2025. “Financial Performance and Market Response: Profitability Effects on Share Prices in the Indonesian Cigarette Sector”. Asian Journal of Economics, Business and Accounting 25 (8):456-66. https://doi.org/10.9734/ajeba/2025/v25i81947.

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