Abstract :
This study aims to examine the effect of dividends, asset growth, firm size and leverage on stock price volatility. The independent variables used in this research are Dividend, Asset Growth, Firm Size and Leverage. While the dependent variable used in this study is Stock Price Volatility. This research method is descriptive with a quantitative approach. This research data uses secondary data, namely the company's annual report obtained from www.idx.co.id. The sample used in this study was selected using a purposive sampling method. Based on the selection, there were 68 samples from 17 companies listed on LQ45 consistently in the 2017-2020 period. Hypothesis testing is done through multiple regression analysis using SPSS version 26 to test the effect between each variable. Based on this test, it shows that the dividend variable has a negative but not significant effect on Stock Price Volatility, Asset Growth has a significant negative effect on Stock Price Volatility, Company Size has no effect on Stock Price Volatility and Leverage has no effect on Stock Price Volatility.
Keywords: Dividend; Asset Growth; Company Size; Leverage; Stock Price Volatility.