ANALISIS FAKTOR-FAKTOR YANG MEMPENGARUHI RETURN SAHAM PADA PERUSAHAAN SEKTOR PROPERTI DAN REAL ESTATE YANG TERDAFTAR DI BURSA EFEK INDONESIA PERIODE 2016-2018

Abstract

This study aims to analyze the influence of the factors that influence Stock Return on property and real estate companies listed on the Indonesia Stock Exchange (BEI) for the period of 2016-2018. Financial ratios in this study are Return On Assets (ROA), Debt to Equity Ratio (DER), Earning Per Share (EPS), Net Profit Margin (NPM), and Price to Book Value (PBV). This research was conducted with a purposive sampling method to get a representative sample in accordance with predetermined criteria. The number of samples obtained were 141 property and real estate companies with the 2016-2018 research period. The method used to analyze data is multiple linear regression analysis method. The results of this study indicate that Return On Assets (ROA), Net Proofit Margin (NPM), Price to Book Value (PBV) have no effect on Stock Return. While Debt to Equity Ratio (DER) and Earning Per Share (EPS) have a positive effect on Stock Return.