Economic Reviews Journal
Vol. 4 No. 3 (2025): Economic Reviews Journal

Pengaruh Risiko Pasar dan Nilai Tukar Rupiah Terhadap Return Saham

Dyna Octavia Suryono Putri (Unknown)
Meta Nursita (Unknown)



Article Info

Publish Date
16 Sep 2025

Abstract

This study aims to find out and obtain empirical evidence of the influence of market risk and the rupiah exchange rate on stock returns. This type of research is quantitative with a research population in non-cycical customer companies listed on the Indonesia Stock Exchange (IDX) during the 2019-2023 period. The number of samples used amounted to 230 data from 46 non -cycrical customer sector companies obtained using purposive sampling based on predetermined criteria. Hypothesis testing using panel data regression using EViews 12. The results show that, Market risk has a significant effect on stock returns, Meanwhile, the rupiah exchange rate influence has no significant effect on stock returns.

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Journal Info

Abbrev

mrj

Publisher

Subject

Economics, Econometrics & Finance Industrial & Manufacturing Engineering Social Sciences

Description

Economic Reviews Journal  is a scientific journal published by Masyarakat Ekonomi Syariah Bogor in collaboration with Ikatan Ahli Ekonomi Islam, Institut Agama Islam Nasional Laa Roiba Bogor, and Intellectual Association for Islamic Studies (IAFORIS) . This journal contains scientific papers from ...