Anggreani, Putri Dwi (2024) Analisis Pengaruh Beta, Size, dan Book to Market Equity Terhadap Return Saham (Studi Perusahaan Perbankan yang terdaftar di BEI). Undergraduate thesis, Fakultas Ekonomi dan Bisnis Universitas Merdeka Malang.

Preview	Text HALAMAN AWAL.pdf Download (986kB) | Preview
Preview	Text BAB I.pdf Download (1MB) | Preview
	Text BAB II.pdf Restricted to Repository staff only Download (1MB)
	Text BAB III.pdf Restricted to Repository staff only Download (1MB)
	Text BAB IV.pdf Restricted to Repository staff only Download (597kB)
	Text BAB V.pdf Restricted to Repository staff only Download (70kB)
Preview	Text DAFTAR PUSTAKA.pdf Download (137kB) | Preview
Preview	Text CEK PLAGIASI.pdf Download (315kB) | Preview

Abstract

This study aims to analyze the effect of beta, size. and book to market equity affectsstock returns, this study was conducted on banking companies listed on the IndonesiaStock Exchange for the 2015-2022 period.The data used is in the form of secondary data from the company's annual report. Thesampling technique is puposive sampling and, research samples were obtained as manyas 4 data of state-owned banking companies listed on the Indonesia Stock Exchange.Researchers also use technical data analysis in the form of classical assumption tests,hypothesis tests, multiple linear regression tests, coefficient of determination tests (R-2.).Based on the results of the study, the following conclusions were made: Based on theresults of the analysis of the three variables tested, namely: beta, size (Company Size),and book to market equity on stock returns, Beta variables have a significant positiveinfluence on stock returns, Company size variables (Size) also have a significant positiveinfluence on stock returns, Book to market equity variables have a significant positiveinfluence on company stock returns state-owned banks listed on the IDX for the period2015-2022, Overall, the results of this study provide confirmation of the alternativehypotheses proposed, strengthening understanding of the factors that affect stock returns.

Actions (login required)

View Item