Pengaruh liquidity ratio, market based ratio, leverage ratio, profitability ratio, dan firm size terhadap return saham
T ujuan penelitian dari penelitian ini adalah menguji Pengaruh liquidity ratio, market based ratio, leverage ratio, profitability ratio dan firm size terhadap return saham pada perusahaan yang terdaftar di BEI dalam indeks LQ-45. Penelitian ini menggunakan perusahaan yang terdaftar di Bursa Efek Indonesia (BEI) dalam indeks LQ-45 tahun 2016-2018 sebagai sampel. Sampel penelitian ini berjumlah 29 perusahaan yang dipilih dengan metode purposive sampling, dengan periode pengamatan 3 tahun. Metode yang digunakan untuk menganalisis hubungan antar variabel adalah metode regresi data panel. Berdasarkan hasil penelitian dapat diperoleh simpulan bahwa liquidity ratio (CR), market based ratio (PER), leverage ratio (DAR), dan profitability ratio (ROA) tidak berpengaruh signifikan terhadap return saham, sedangkan market based ratio (EPS) berpengaruh signifikan terhadap return saham dan firm size (TA) berpengaruh secara negatif terhadap return saham.
T he purpose of this research is to test the influence of liquidity ratio, market based ratio, leverage ratio, profitability ratio and firm size of on stock return on companies listed idx the LQ-45 index. This study uses companies listed in Indonesia Stock Exchange in the years 2016-2018 as a sample. The sample totaled are 29 companies selected by purposive sampling method, with 3 years observation period. The methode that was used to analyze the relationship between variable is panel data regression. Based on research result, it can be concluded that liquidity ratio (CR), market based ratio (PER), leverage ratio (DAR), and profitability ratio (ROA) have no significant effect on stock returns, while market based ratio (EPS) has a significant effect on return Stock and firm size (TA) negatively affect stock returns.