Analisis Pengaruh Firm Size, Leverage, Aktivitas, dan Profitabilitas terhadap Return Saham Perusahaan Sektor Perbankan yang Terdaftar di Bursa Efek Indonesia

Abstract

Research is aimed to understand simultaneous and partial influence of independent variables such as Firm Size, Leverage, Activity and Profitability on dependent variable, respectively Stock Return. Research is conducted at the companies in Bankingsectors listed in BEI in period 2014 to 2018. Data analysis is multiple linear regression analysis with the application of SPSS 20 for Windows. Sampling technique is purposive sampling and the sample includes 27 companies of Banking sectors listed in BEI in period 2014 to 2018. Result of research indicates that Firm Size, Leverage, Activity and Profitability are influential simultaneously and significantly to Stock Return. Result of research shows that F-count > F-table, or 14.1701 > 2.44. Activity and Profitability are influential partially and significantly negative to Stock Return. However, Firm Size and Leverage is not influential significantly to Stock Return.