ANALISA PENGARUH LIKUIDITAS, LEVERAGE, PROFITABILITAS KEUANGAN DAN UKURAN PERUSAHAAN TERHADAP RETURN SAHAM (Studi Empiris Pada Perusahaan Manufaktur yang Terdaftar di Bursa Efek Indonesia Periode Tahun 2016 - 2018)

ABSTRACT

This study aims to analyze the effect of liquidity, leverage, financial profitability and company size on stock returns (an empirical study of manufacturing companies listed on the Indonesia Stock Exchange for the period of 2016 - 2018). The sampling technique used in this study uses data collection techniques with certain considerations (purposive sampling), namely manufacturing companies listed on the Indonesia Stock Exchange during 2016-2018. Data analysis method used is multiple linear regression analysis method. The hypothesis test used is the t test, F test and the coefficient of determination. The results showed that liquidity (CR), leverage (DER), profitability (ROE) were positive but not significant to stock returns on manufacturing companies listed on the Indonesia Stock Exchange (IDX). While company size (size) has a positive but not significant effect on stock returns on manufacturing companies listed on the Indonesia Stock Exchange (IDX)