PENGARUH LEVERAGE, PROFITABILITAS, DAN UKURAN PERUSAHAAN TERHADAP RETURN SAHAM

Abstract

This research amined to examine the effect of leverage, profitability, and firm size on stock return of
banking companies. While leverage was measured by Debt to Equity Ratio (DER), profitability was
measured by Return On Asset (ROA), and firm size was measured by log total asset. Meawhile, stock
return was measured by investment profit at the end of year from its stock market price. The research
quantitative research. Moreover, the population was 40 banking companies which were listed on Indonesia
Stock Exchange during 2016-2019. Furthermore, the data were in the form of annual report observation.
Additionaly, the data collection technique used purposive sampling. In line with, there were 160 annual
report observations as the sample. In addition, the data analysis technique used multiple liner regression.
The research result concluded that leverage did not affect stock return. Likewise, profitabilty did not affect
stock return. Similarly, firm size did not affect stock return.
Keywords: leverage, proftability, firm size, stock return