Rotok, Feliksianus Babe (2024) Analisis Pengaruh Beta, Size, dan Book To Market Equity Terhadap Return Saham pada Perusahaan Otomotif yang Terdaftar di Bursa Efek Indonesia (Bei) Periode 2018-2022. Undergraduate thesis, Fakultas Ekonomi dan Bisnis Universitas Merdeka Malang.

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Abstract

This research aims to analyze how beta affects stock returns, analyze how company size affects stock returns and analyze how book to market equity affects stock returns. Technique 1 analysis uses multiple linear regression. The population in this study were all 16 automotive sector companies listed on the Indonesian Stock Exchange. The sampling technique in this research was purposive sampling, so that 12 companies were obtained with the criteria for companies that publish complete financial reports. The analysis technique used multiple regression analysis. The results of the analysis show that beta has a significant negative effect on company stock returns. Size does not have a significant effect on stock returns, companies. Book to market equity has a significant effect on company stock returns.

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