Pengaruh Rasio Keuangan Terhadap Return Saham Perusahaan Indeks IDX30 Periode 2017 – 2021

Abstract

This study was conducted with the aim of analyzing the existence of partial and simultaneous effect between CR, DER, EPS, NPM, PER, and ROE on the stock return of companies listed on the IDX30 index period of 2017-2021. 12 companies met the criteria of the purposive sampling method, so they were selected as samples. In this quantitative study, secondary data derived from annual reports and stock prices were analyzed using a series of statistical tests which included: classical assumptions, multiple regression, T test, F test, and coefficient of determination. Through the t test, revealed that there was a positive influence between NPM & PER with stock return, a negative influence between ROE and stock return, and there was no influence between CR, DER, EPS and stock return. Through the F test, revealed that there was an influence between all financial ratios in this study on stock return, with an effect of 13.6%.