PENGARUH PROFITABILITAS, UKURAN PERUSAHAAN DAN GOOD CORPORATE GOVERNANCE TERHADAP RETURN SAHAM SYARIAH

Abstract

There are so many factors which affect syariah shares return. Therefore, this research aimed to examine the effect of profitability, which was measured by Return On Investment (ROI), firm size (SIZE), good corporate governance which was measured by managerial ownership, institusional ownership, and audit committee on the syariah shares return. The research was quantitative. While, the population was companies which were listed on Jakarta Islamic Index (JII) 2013-2017. Moreover, the data collection technique used purposive sampling. In line with, there were 14 companies was registered in a row out of a total of 30 companies. The period used in this study is five years, so the data to be processed amounts to 60 data. In addition, the data analysis technique used multiple linear regression with SPSS 25. The research result concluded Return On Investment (ROI) and firm size had affected syariah shares return. On the other hand, managerial ownership, institusional ownership, and audit committee did not affect syariah shares return.
Keywords : Profitability, Firm Size, Good Corporate Governance, Syariah Shares Return.