Pengaruh Probabilities, Leverage dan Market Value terhadap Return Saham

Abstract

The purpose of this research to discuss the effect of Earning Per Share, Price Earnings Ratio and Debt To Equity Ratio on Stock Returns in Coal Companies listed on the Indonesia Stock Exchange (BEI) 2015-2019. The sampling technique used was purposive sampling, with a total sample of 10 coal companies listed on the IDX in 2015-2019, resulting in 50 sample data from the observation period for 5 consecutive years.
 The test in this study used parametric statistical methods, namely multiple linear regression test. Based on the results of research that has been done, it shows that partially and simultaneously the results showed that simultaneously Profitability, Leverage and Market Value did not have a significant effect on Stock Return. While the partial test results are only Market Value, namely Price Earnings Ratio which has an influence on Stock Return.