Article Details
  • Published Online:
    October  2025
  • Product Name:
    The IUP Journal of Accounting Research & Audit Practices
  • Product Type:
    Article
  • Product Code:
    IJARAP031025
  • DOI:
    10.71329/IUPJARAP/2025.24.4.52-72
  • Author Name:
    Rahul Chauhan, Nimesh P Bhojak, Salim Ali Shamsher, Harishchandra Singh Rathod, Jyoti Ghanchi and Bhavna Jadav
  • Availability:
    YES
  • Subject/Domain:
    Finance
  • Download Format:
    PDF
  • Pages:
    52-72
Volume 24, Issue 4, October-December 2025
Influence of Key Financial Indicators on S&P 500 Stock Prices: An Econometric Analysis
Abstract

This study investigates the influence of financial indicators on S&P 500 stock prices, focusing on the price earnings (P/E) ratio, dividend yield, and earnings per share (EPS). It aims to provide insights into their impact on market valuation. Following a comprehensive literature review, this study analyzes the relationships between financial indicators and stock prices by using ordinal regression analysis through SPSS. A detailed sector-wise analysis was conducted across ten major S&P 500 sectors to compare the impact of financial indicators on stock prices. The results show that while most sectoral models were statistically significant, only the healthcare sector exhibited a significant positive effect of EPS on stock prices. Other indicators such as P/E ratio, dividend yield, market cap and earnings before interest, taxes, depreciation, and amortization (EBITDA) showed no consistent significant impact across sectors, highlighting strong sector-specific variations. The results also reveal that P/E ratio, dividend yield, and EPS significantly affect stock prices, with the higher values correlating with increased stock prices. However, further research is needed to explore the direct impact of market capitalization and EBITDA on stock prices. This study offers valuable insights for investors, analysts, and policymakers to make informed decisions in the financial markets.

Introduction

Sector-specific stock price dynamics can be analyzed through advanced econometric methods like multiple regression analysis.