@thesis{thesis, author={Rosellinny Gabriella}, title ={The effect of earnings Growth, Risk premium, and sustainable growth on the stock market value: A study on kompas100 index listed companies from 2010-2016}, year={2018}, url={https://repository.ipmi.ac.id/173/}, abstract={Looking from the stock market of Indonesia that has been growing for the past 25 years, it cannot be denied that Indonesia is the right country to invest in the long-term. However, with 572 companies that are listed in Indonesia Stock Exchange, it might be difficult for non-sophisticated investors to choose the right companies to invest in. That is why, this research would like to suggest three key financial fundamentals (Earnings Growth, Risk Premium, and Sustainable Growth which could help in determining the right companies to invest in. This is done by examining the effect of these key financial fundamentals on the Stock Market Value in the presence of several control variables. It is conducted on companies that were consistently listed in Kompas100 index from 2010-2016 which filtered to 39 public companies as research sample. All data collected are considered secondary and undergo Descriptive Statistical Analysis, Model Selection and Estimation Parameter Test. Overall, Earnings Growth and Sustainable Growth are shown to have a positive effect on the Stock Market Value whereas, Risk Premium was not supported to have a negative effect on the Stock Market Value. Recommendations for this study are to increase the number of observations, compose a portfolio and conduct a simulation, and modify the research model for prediction. Keywords: Earnings Growth, Company Risk Premium, Sustainable Growth Rate, Year-To-Date Return, Kompas100 Index Listed Companies} }