Keterikatan Risiko Sistematis dan Risiko Tidak Sistematis terhadap Return Saham Sektor Consumer Goods
DOI:
https://doi.org/10.32493/Inovasi.v11i2.p376-385.42553Keywords:
Return Saham; Risiko Sistemtias; Current Ratio; Return On Asset; Debt To Equity RatioAbstract
Investor melakukan investasi dengan mempertimbangkan faktor risiko dan return yang akan diperoleh atas investasi yang dilakukan. Disamping itu, investor juga menganalisa bagaimana kinerja perusahaan yang dapat berdampak pada harga dan return saham di bursa efek Indonesia. Saham sektor consumer goods adalah salah satu saham yang mengalami peningkatan ketika terjadinya Pandemi Covid-19 akibat adanya peningkatan kebutuhan konsumsi di saat itu. Penelitian ini dilakukan dengan tujuan menganalisa dan menguji pengaruh Risiko Sistematis, Current Ratio, Return On Asset dan Debt To Equity Ratio Terhadap Return Saham. Jumlah sampel perusahaan sebanyak 20 perusahaan yang diambil berdasarkan teknik pengambilan sampel purposive sampling, dengan regresi data panel sebagai metode analisis yang dilakukan dengan program eviews dan interval waktu penelitian lima tahun. Berdasarkan hasil analisis ditemukan bahwa secara simultan Risiko Sistematis, Current Ratio, Return On Asset dan Debt To Equity Ratio berpengaruh terhadap return saham , sedangkan secara parsial Risiko Sistematis dan Current ratio tidak berpengaruh terhadap return saham; Return On Asset dan Debt To Equity Ratio berpengaruh terhadap return saham.
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