Aliyana, Aisah April and Welkom, Syahfitri Suryaningsi (2022) Pengaruh faktor fundamental, risiko sistematis, dan indikator makroekonomi terhadap return saham perusahaan yang tergabung di Indeks Saham Syariah Indonesia periode 2016-2020. Transformasi: Jurnal Ekonomi, Manajemen dan Akuntansi, 6 (2). pp. 55-74. ISSN 1907-3429
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Abstract
This research aims to analyze the influence of Fundamental Factors, Systematic Risks, and Macroeconomic Indicators on Return of Share of the companies incorporated in ISSI. The data used in this study is secondary data. The method used is regression panel data with the help of Eviews 12 statistical software to obtain an overview between independent variables and dependent variables. The sample in this study amounted to 60 companies that is listed in ISSI using purposive sampling methods. This result of this study shows that fundamental factors which calculated by the probability ratio of NPM and ROA. ROA has a positive and significant effect, while NPM has a negative and significant effect. Systematic risk calculated through stock beta and macroeconomic indicators calculated by inflation and PDB which do not affect on stock return. Simultaneously ROA, NPM, Beta, Infaltion, and PDB have not joint effect on Stock Return.
Item Type: | Article |
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Uncontrolled Keywords: | inflation; ISSI; ROA; return on asset; systematic risk; stock return |
Subjects: | 300 Social sciences > 330 Economics > 336 Public Finance 300 Social sciences > 330 Economics > 339 Macroeconomics and Related Topics |
Divisions: | Universitas Al-Azhar Indonesia (UAI) > Fakultas Ekonomi dan Bisnis (FEB) |
Depositing User: | Rifda Jilan |
Date Deposited: | 10 Feb 2023 08:48 |
Last Modified: | 10 Feb 2023 08:48 |
URI: | http://eprints.uai.ac.id/id/eprint/2071 |
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