Pengaruh Faktor Fundamental Terhadap Excess Return Saham Syariah Perusahaan Jakarta Islamic Index Tahun 2017-2019

Wahyudi, Fadli (2020) Pengaruh Faktor Fundamental Terhadap Excess Return Saham Syariah Perusahaan Jakarta Islamic Index Tahun 2017-2019. Other thesis, Universitas Islam Riau.

Text 145210645.pdf - Submitted Version Download (3MB)

Abstract

This study aims to analyze the effect of price to earnings ratio, dividend payout ratio, return of equity, and debt to equity ratio partially and simultaneously on stock excess returns. The population of this research is all companies listed in the 2017-2019 on Jakarta Islamic Index, which is 30 companies. The sampling technique is the census method, so that obtained sample of 30 companies. Data analysis using multiple linear regression methods. Based on the results of the study Price Earning Ratio (PER), Return on Equity (ROE) and Debt to Equity Ratio (DER) have no significant effect on the company's Stock Excess Return. While the Dividend Payout Ratio (DPR) has a significant effect on the company's stock Excess Return. Simultaneously PER, DPR, ROE and DER affect the excess return of shares of companies listed on the 2017-2019 Jakarta Islamic Index.

Actions (login required)

View Item