Universitas Muhammadiyah Yogyakarta Undergraduate Conference Proceeding
Vol. 3 No. 1 (2023): Crafting Innovation for Global Benefit

The Effect of Investment Risk and Stock Liquidity on Stock Returns

Rodho, Teresia Apliana (Unknown)
Nugroho, Hendrato Setiabudi (Unknown)



Article Info

Publish Date
15 Sep 2023

Abstract

Investment is a commitment to sacrifice consumption in the present (sacrifice current consumption) with the aim of increasing consumption in the future, investment is always associated with returns and risks. In investing, investors cannot know with certainty the results they will get in investing. However, usually the reason people want to invest is to make a profit, even though this may not necessarily happen. The purpose of the research is to determine the effect of investment risk and stock liquidity on stock returns in the banking sub-sector listed on the Indonesia Stock Exchange (IDX). The data used in this study is secondary data obtained from the annual financial reports of banking companies listed on the Indonesia Stock Exchange for 2017 - 2021. The population in this study totaled 16 companies. and samples obtained as many as 80 financial report data. The method used in this research is descriptive statistics. Partial testing of the t test obtains proximate Investment Risk results with (beta) a negative effect on stock returns. Meanwhile, stock liquidity (Trading Volume Activity/TVA) has a positive effect on stock returns. Simultaneous test results with the F test, namely Investment Risk proxied by (beta) and Stock Liquidity (Trading Volume Activity/TVA) jointly affect stock returns.

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Journal Info

Abbrev

pgrace

Publisher

Subject

Agriculture, Biological Sciences & Forestry Civil Engineering, Building, Construction & Architecture Economics, Econometrics & Finance Education Public Health Social Sciences

Description

In the rapid progress of the world today, the contribution and role of the younger generation becomes a obligation to be present in every problem in the world. To deal with various problems, The Sustainable Development Goals (SDGs) are presented as a common goal for a better world to maintain the ...