Jurnal RAK (Riset Akuntansi Keuangan)
Vol. 7 No. 1 (2022): April 2022

THE DETERMINANTS OF STOCK RETURNS

Tullah, Dewi Sarifah (Unknown)
Feri Noviyanti (Unknown)
Apriyanti, Erma (Unknown)

Article Info

Publish Date
23 Jan 2023

Abstract

This study aims to determine the effect of ROA, CR, PBV and MVA through a quantitative approach. The research population is LQ-45 Index company. Purposive sampling was used as a sampling technique with the criteria of LQ-45 companies that published financial reports on the Indonesia Stock Exchange in 2001-2020, thus the sample that met the criteria consisted companies. The analysis technique uses multiple linear regression with panel data with the help of Eviews 11 software. The result of the study prove that the ROA, PBV and MVA varables have and effect on stock returns, while beta and ROA variables have no effect on stock returns. Investors companies that are their investment target, because these ratios have been proven to effect stock returns.

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Journal Info
Jurnal RAK (Riset Akuntansi Keuangan)
Website

Abbrev

rak

Publisher

Universitas Tidar

Subject

Economics, Econometrics & Finance

Description

Jurnal RAK (Riset Akuntansi Keuangan) is a journal covering research articles on accounting and finance. Articles published in the form of research results, scientific studies and current issues focusing on Financial Accounting, Public Accounting, Tax Accounting, Sharia Accounting, Forensic ...