Abstract :
he purpose of this study was to determine theeffect of Altman Z-score,
Zmijewski, G-score on stock prices. The samples used in this study were
propertyand real estate companies listed on the Indonesia Stock Exchange for the
2015-2019 period with a sample of 35 companies obtained using purposive
sampling. The analysis used is multiple linear regression and classical
assumption test.
The results show that the Altman Z-score model has a significant effect on
stock prices with a significant value of 0,000. Zmijewski model has a significant
effect on stock prices with a significant value of 0,005. The G-score model also
has a significant effect on stock prices with a significant value of 0,000. There is a
simultaneous influence between independent variables namely Altman Z-score,
Zmijewski dan G-score with the dependent variable namely Stock Prices
Keywords:Bankruptcy prediction, Altman Z-score capital, Zmijewski capital,
G-score capital, stock price