Pengaruh Beta Saham dan Kinerja Keuangan Terhadap Return Saham Pada Indeks LQ45

Putri, Vikka Rosiani (2023) Pengaruh Beta Saham dan Kinerja Keuangan Terhadap Return Saham Pada Indeks LQ45. Masters thesis, Universitas Tarumanagara.

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Abstract

This study aims to determine the effect of stock beta and financial performance on stock returns by using stock beta, current ratio, debt to equity ratio, price to book value, net profit margin as measuring instruments for the dependent variable and using stock return as measuring instrument for the independent variable. The sample population of the study was 32 companies in the LQ45 Index for the period 2017-2022. The sampling technique was
purposive sampling. The results of the study found that there were differences in research results before and during the Covid-19 pandemic. Before the Covid-19 pandemic, stock beta, current ratio, price to book value, net profit margin had a significant positive effect on stock returns and debt to equity ratio had a significant negative effect on stock returns. During the Covid-19 pandemic, stock beta, current ratio, price to book value, net profit margin had a significant negative effect on stock returns and debt to equity ratio had a significant positive effect on stock returns.

Item Type:	Thesis (Masters)
Additional Information:	Dosen Pembimbing: Prof. Dr. I. Roni Setyawan, M.Si
Uncontrolled Keywords:	Keywords: Stock Return, Stock Beta, Current Ratio, Debt to Equity Ratio, Price to Book Value, Net Profit Margin
Subjects:	Tesis Tesis > Pascasarjana
Divisions:	Pascasarjana
Depositing User:	Pasca Perpus
Date Deposited:	10 Jun 2026 08:05
Last Modified:	10 Jun 2026 08:05
URI:	https://repository.untar.ac.id/id/eprint/49872

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