Electronic Theses and Dissertation

Tujuan penelitian menganalisis pengaruh Stock Split, Return on Asset, Debt to Equity Ratio dan Volume Perdagangan terhadap Return Saham. Penelitian ini dilakukan pada 10 perusahaan yang terdaftar di Indeks Saham Syariah Indonesia periode 2018-2021 sebanyak 40 observasi dengan analisis regresi data panel. Hasil penelitian menunjukkan bahwa Stock Split tidak mempengaruhi return saham, sedangkan Return on Asset, dan volume perdagangan berpengaruh positif terhadap return saham, Debt to Equity Ratio berpengaruh negatif terhadap return saham. Diharapkan bagi investor dan calon investor untuk memperhatikan Return on Asset, dimana Return on Asset dapat meningkatkan Return saham.

Kata Kunci: Stock Split, Return on Asset, Debt to Equity Ratio, Volume Perdagangan, Return Saham, ISSI
 

The research objective is to analyze the effect of Stock Split, Return on Assets, Debt to Equity Ratio and Trading Volume on Stock Returns. This research was conducted at 10 companies listed on the Indonesian Sharia Stock Index for the 2018-2021 period with a total of 40 observations using panel data regression analysis. The results showed that Stock Split did not affect stock returns, while Return on Assets and trading volume had a positive effect on stock returns, Debt to Equity Ratio had a negative effect on stock returns. It is expected that investors and potential investors pay attention to Return on Assets, where Return on Assets can increase against stock returns. Keywords: Stock Split, Return on Asset, Debt to Equity Ratio, Trading Volume, Stock Return, ISSI