Analisis faktor-faktor fundamental dan beta yang mempengaruhi return saham

Jordan, Dennies Christoper (2019) Analisis faktor-faktor fundamental dan beta yang mempengaruhi return saham. Skripsi thesis, Univesitas Tarumanagara.

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Abstract

This study aims to analyze variables that affect stock return in miscellaneous industry public companies. These variables are liquidity, leverage, activity, profitability, growth, size and stock beta. This study was also to improve consistency of result- from prior studies. The samples of this study consist of 66 data from 22 miscellaneous industry companies that been listing on Indonesia Stock Exchange from 2013 until 2017 and selected by purposive sampling method. Those data were analyzed using multiple regression analysis to find out the affect from independent variables to stock return. The result from this study shows that profitability and stock beta have affect to stock return, whilst liquidity, leverage, activity, growth and size don't have affect to stock return.

Item Type: Thesis (Skripsi)
Subjects: Tesis
Tesis > Pascasarjana
Divisions: Fakultas Ekonomi > Manajemen
Depositing User: Puskom untar untar
Date Deposited: 09 Nov 2020 10:17
Last Modified: 20 May 2021 05:23
URI: http://repository.untar.ac.id/id/eprint/13196

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