CD Skripsi

Pengaruh Model Three Factor Fama And French, Likuiditas Dan Momentum Terhadap Tingkat Keuntungan Yang Disyaratkan Pada Perusahaan Yang Terdaftar Di Bursa Efek Indonesia (Bei) Periode 2016-2019

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ABSTRACT
Entering the investment world requires an understanding of what the risks are when investing, as well as knowledge of the capital market in order to avoid irrational investment practices and a culture of joining in. Investment is one of the economic activities that are beneficial and profitable for the future of investors. Investments can be made by individuals or a particular group. An important factor for traders in determining the target stock is stock liquidity. This study was conducted to determine the effect of the Fama and French three factor model, liquidity, and momentum on the required level of profit (return). The data used in this study is the data of companies listed on the Indonesia Stock Exchange (IDX) for the 2016-2019 period. The total sample used is 264 companies listed on the Indonesia Stock Exchange (IDX) for 4 years of research with a total of 1,056 data. The technique of collecting sample data in this study used purposive sampling. By using the SPSS Statistics 21 IBM 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 firm size in the big and small groups has no effect on the required level of profit, the market return variable for the big and small group is known to have a positive effect on the required profit level, the book to market equity variable for the big and small group is known to have no effect on the required level of profit, the liquidity variable of the big group is known to have a negative effect on the level of profit required while the liquidity of the small group is known to have no effect on the level of profit required. The momentum variable in the big group is known to have no effect on the required level of profit but has a negative coefficient value, while the momentum variable in the small group is known to have no effect on the required level of profit.
Keywords: Required level of profit Fama and French three factor model, firm size, market return, book to market equity, liquidity, momentum

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Ketersediaan

Informasi Detail

Judul Seri

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No. Panggil

1602114256

Penerbit

Pekanbaru : Universitas Riau – Fakultas Ekonomi Dan Bisnis – Manajemen., 2022

Deskripsi Fisik

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Bahasa

Indonesia

ISBN/ISSN

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Klasifikasi

1602114256

Tipe Isi

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Tipe Media

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Tipe Pembawa

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Edisi

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Subjek

MANAJEMEN

Info Detail Spesifik

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Pernyataan Tanggungjawab

DAUS

Versi lain/terkait

Lampiran Berkas

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