Article Per Year (5 Year)
p-Index From 2020 - 2025
0.61
P-Index
This Author published in this journals
All Journal Jurnal Pasar Modal dan Bisnis Budapest International Research and Critics Institute-Journal (BIRCI-Journal): Humanities and Social Sciences
Neneng Susanti
Unknown Affiliation
Religion Arts Humanities Computer Science & IT Economics, Econometrics & Finance Law, Crime, Criminology & Criminal Justice Social Sciences

Published : 3 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 1 Documents
Search
Journal : Jurnal Pasar Modal dan Bisnis

 1 
Pengujian Six Factor Model terhadap Excess Return Saham di Indonesia Neneng Susanti
Jurnal Pasar Modal dan Bisnis Vol 4 No 1 (2022)
Publisher : The Indonesia Capital Market Institute

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.37194/jpmb.v4i1.118

Abstract

This study aims to determine the effect of the six-factor (market return, firm size, value, profitability, investment, human capital) on excess returns in the manufacturing sector listed on the Indonesian stock exchange for the period 2016 – 2020. The method used in this study is an explanatory method, namely descriptive statistics and verification. The analysis technique in this method uses the eviews 9 application. Based on the research, it can be concluded that partially, market return (X1), firm size (X2), value (X3), and investment (X5) have a significant positive effect on excess return on manufacturing sector companies for the 2015-2019 period. Profitability (X4) and human capital (X6) variables do not have a significant effect on excess return in manufacturing sector companies for the 2015-2019 period.
Co-Authors Andhika Ligar Hardhika Darwis Agustriana Ivan Gumilar Sambas Putra Shendy Amalia