Pristianti, Nastiti Wahyu (2022) Pengaruh Kinerja Keuangan Dan Makro Ekonomi Terhadap Return Saham : Studi Komparasi Bursa Efek Indonesia Dan Malaysia. Masters thesis, Universitas Hayam Wuruk Perbanas Surabaya.
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Abstract
Stocks can be the right investment choice. The purpose of investing in general is to get as much profit as possible. That is why it must be ensured that the shares purchased will provide a high rate of return. The rate of return or stock return is the difference between the selling price and the purchase price of a stock that has been added with dividends. Stock returns are influenced by several factors, namely macro factors and micro factors. Macro factors can be seen from economic factors including inflation. Meanwhile, micro factors can be seen from the company's financial information or data through Profitability, Activity, Liquidity, and Leverage. This study aims to determine the effect of Profitability, Activity, Liquidity, Leverage and Macroeconomics on Stock Return. The population and samples in this study were all LQ45 and FBMKLCI companies listed on the Indonesia Stock Exchange and the Malaysia Exchange in 2016-2021. The purpose of the sampling method is sampling and obtained a sample of 21 companies. This type of data is secondary. Multiple linear regression is used to determine the effect of Profitability, Activity, Liquidity, Leverage, and Macroeconomics towards stock returns. The results of research on LQ45 companies listed on the Indonesia Stock Exchange show that Liquidity and Leverage have a significant and negative effect on stock returns, while Profitability, Activity and Macroeconomics have no effect on stock returns. Simultaneously the test results show the effect on profitability, activity, liquidity, leverage and macroeconomics affect stock returns. The magnitude of the effect was 12.6%, while the remaining 87.4% was influenced by other factors outside this study. Meanwhile, the results of research on FBMKLCI companies listed on the Malaysia Stock Exchange show that profitability has a significant and positive effect on stock returns, while Activity, Liquidity, Leverage and Macroeconomics have no effect on stock returns. Simultaneously the test results show the effect on profitability, activity, liquidity, leverage and macroeconomics does not affect stock returns. The magnitude of the effect was 10.3%, while the remaining 89.7% was influenced by other factors outside this study.
| Item Type: | Thesis (Masters) |
|---|---|
| Subjects: | 300 - SOCIAL SCIENCE > 330 - 339 ECONOMICS > 332 - FINANCIAL ECONOMICS > 332.6 - INVESTMENT |
| Divisions: | Magister of Management |
| Depositing User: | Magang Magang |
| Date Deposited: | 15 Feb 2024 03:03 |
| Last Modified: | 15 Feb 2024 03:03 |
| URI: | http://eprints.perbanas.ac.id/id/eprint/11925 |
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