Pengaruh Earning Per Share, Price to Book Value, Volume Perdagangan Saham, dan Nilai Kapitalisasi Pasar terhadap Return Saham - Lathifah Ayu Rahmanissa; Deannes Isynuwardhana (SEIKO : Journal of Management & Business, 2022)
Abstrak Penelitian ini bertujuan untuk mengetahui pengaruh earning per share, price to book value, volume perdagangan saham, dan nilai kapitalisasi terhadap return saham pada perusahaan sektor kesehatan yang terdaftar di Bursa Efek Indonesia tahun 2017-2020. Populasi pada penelitian ini adalah perusahaan sektor kesehatan yang terdaftar di Bursa Efek Indonesia. Teknik pengambilan sampel yang digunakan yaitu non-probability sampling. Jumlah sampel yang diperoleh 13 perusahaan dalam kurun waktu 4 tahun sebanyak 52 data, tetapi terdapat data oulier sehingga menjadi 44 data. Metode analisis data menggunakan analisis regresi data panel menggunakan software Eviews 12.Hasil penelitian menunjukkan variabel independen earning per share, price to book value, volume perdagangan saham, dan nilai kapitalisasi pasar berpengaruh secara simultan terhadap return saham. Volume perdagangan saham berpengaruh positif secara parsial terhadap return saham. Earning per share, price to book value, dan nilai kapitalisasi pasar tidak berpengaruh secara parsial terhadap return saham. Kata Kunci: Earning Per Share, Nilai Kapitalisasi Pasar, Price to Book Value, Return Saham, Volume Perdagangan Saham Abstract .This study aims to determine the effect of earnings per share, price to book value, stock trading volume, and market capitalization value on stock returns in health sector companies listed on the Indonesia Stock Exchange in 2017-2020.The population in this study are health sector companies listed on the Indonesia Stock Exchange. The sampling technique used is non-probability sampling. The number of samples obtained by 13 companies in a period of 4 years is 52 data, but there are oulier data so that it becomes 44 data. The data analysis method uses panel data regression analysis using Eviews 12 software.The results showed that the independent variables of earnings per share, price to book value, stock trading volume, and market capitalization value had a simultaneous effect on stock returns. Stock trading volume partially positive effect on stock returns. Earnings per share, price to book value, and market capitalization have no partial effect on stock returns. Keywords: Earnings Per Share, Market Capitalization Value, Price to Book Value, Stock Trading Volume, Stock Return.