Pengaruh Faktor-faktor Fundamental Dan Risiko Sistematis Terhadap Return Saham Pada Perusahaan Batu Bara Yang Terdaftar Di Bursa Efek Indonesia

Lestari, Dwi (2022) Pengaruh Faktor-faktor Fundamental Dan Risiko Sistematis Terhadap Return Saham Pada Perusahaan Batu Bara Yang Terdaftar Di Bursa Efek Indonesia. Other thesis, Universitas Islam Riau.

Text 185210779.pdf - Submitted Version Restricted to Repository staff only Download (5MB) | Request a copy

Abstract

This study aims to prove the influence of fundamental factors in the form of financial ratios, Return On Equity (ROE), Earning Per Share (EPS), Debt to Equity Ratio (DER), and systematic risk (beta) on stock returns in coal companies listed in Indonesia stock exchange. This type of research is a research with a quantitative approach with a research period of 2017-2021 and the number of samples used is 8 companies. The analytical method used is multiple linear regression which has previously been tested for classical assumptions. The results showed Return On Equity (ROE), Earning Per Share (EPS), Debt to Equity Ratio (DER), and systematic risk had a significant effect on stock returns. Return On Equity (ROE) and Debt to Equity Ratio (DER) have a positive and significant effect, Earning Per Share (EPS) has a positive and insignificant effect, and systematic risk (beta) has a negative and insignificant effect on stock returns in the company. coal listed on the Indonesia Stock Exchange for the period 2017-2021.

Actions (login required)

View Item