Electronic Theses and Dissertation

The influence of profitability, liquidity, solvency, and leverage on stock return in idx80 companies : a split sample comparison rahmaniah 1701203010045 supervisor i : zuraida, se., m.b.a.,ak.,ca.,ph.d. supervisor ii : dr. fifi yusmita, s.e.,m.si. abstract this study aims to examine the influence of profitability, liquidity, solvency, and leverage on stock returns in idx80 companies. the population used in this research are all companies listed on the indonesia stock exchange for the 2019–2020 period. the research sample is 66 companies listed consecutively in the idx80 index during the study period. the method used in this research is multiple linear regression analysis. the results showed that simultaneously profitability, liquidity, solvency, and leverage had a joint effect on stock return. partially, profitability has an effect on stock return, liquidity has an effect on stock return, solvency has not effect on stock return, while leverage has not effect on stock return on idx80 companies listed on the idx in 2019-2020. keywords: profitability, liquidity, solvency, leverage, stock return

PENGARUH PROFITABILITAS, LIKUIDITAS, SOLVABILITAS, DAN LEVERAGE TERHADAP RETURN SAHAM PADA PERUSAHAAN IDX80: SEBUAH PERBANDINGAN SPLIT SAMPEL Rahmaniah 1701203010045 Pembimbing I : Zuraida, SE., M.B.A.,Ak.,CA.,Ph.D. Pembimbing II : Dr. Fifi Yusmita, S.E.,M.Si. ABSTRAK Penelitian ini bertujuan untuk menguji pengaruh profitabilitas, likuiditas, solvabilitas, dan leverage terhadap return saham pada perusahaan IDX80. Populasi yang digunakan pada riset ini yaitu seluruh perusahaan yang terdaftar di Bursa Efek Indonesia periode 2019–2020. Sampel penelitian adalah 66 perusahaan yang tercatat secara berturu-turut dalam index IDX80 selama periode penelitian. Metode yang digunakan pada penelitian ini adalah analisis regresi linier berganda. Hasil penelitian menunjukkan bahwa secara simultan Profitabilitas, Likuiditas, Solvabilitas, dan Leverage berpengaruh secara bersama-sama terhadap Return Saham. Secara parsial Profitabilitas berpengaruh terhadap Return Saham, Likuiditas berpengaruh terhadap Return Saham, Solvabilitas berpengaruh terhadap Return Saham, sedangkan Leverage tidak berpengaruh terhadap Return Saham pada Perusahaan IDX80 yang terdaftar di BEI Tahun 2019-2020. Kata Kunci: Profitabilitas, Likuiditas, Solvabilitas, Leverage, Return Saham