CD Skripsi
Pengaruh Likuiditas, Firm Size, Book To Market Equity Dan Risiko Pasar Terhadap Tingkat Keuntungan Yang Disyaratkan Pada Perusahaan Yang Terdaftar Di Bursa Efek Indonesia (Bei) Periode 2016-2019
ABSTRACT
The capital market is a place or container used to make transactions for buying or selling securities as well as being an effective means of accelerating economic growth. The capital market is also a means used by the community to make long-term investments so that public investment funds can be channeled into productive sectors. Investors in investing will consider two main things, namely the required level of profit. Rational investors will always try to obtain information and perform various analyzes to reduce uncertainty in their investments or to reduce existing risks. This study was conducted to determine the effect of liquidity, firm size, market to book equity and market risk on the required level of return (return) of shares. The data used in this study is the data of companies listed on the Indonesia Stock Exchange for the period 2016-2019. The total sample used is 264 companies that are consistently listed on the Indonesia Stock Exchange (IDX) for 4 years of research with a total of 1,056 data. 264 companies were determined through purposive sampling method. By using the SPSS Statistics 21 IMB program. The hypothesis testing method uses the t test, F test, and the coefficient of determination as well as multiple linear regression analysis. The results show that liquidity in the high liquidity group and low liquidity group has no effect on the required level of profit, the firm size variable in the high liquidity group is known to affect the required level of profit and in the low liquidity group it is known that firm size does not affect the required profit level. , on the variable book to market equity in the high liquidity and low liquidity groups, it is known that book to market equity does not affect the required level of profit and the market risk variable in the variable high liquidity and low liquidity is known to have an effect on the level of profit required.
Keywords: liquidity, firm size, book to market equity, market risk, stock return.
Tidak tersedia versi lain