PENGARUH KARAKTERISTIK PERUSAHAAN DAN GOOD CORPORATE GOVERNANCE TERHADAP RETURN SAHAM

Abstract

This research has been conducted in all companies which are listed in the Jakarta Islamic Index (JII) in
2011-2015 periods. The purposes of this research is to find out the influence of firm size, profitability,
leverage, managerial ownership, institutional ownership, independent commissioner, and audit
committee to the stock return in annual report of the companies which are incorporated in Jakarta
Islamic Index (JII). The data collection has been carried out by using content analysis to the annual
report of the company and the summary of company performance through official website of Indonesia
Stock Exchange (IDX). The result of the research shows that firm size does not have any influence to
the stock return of the company, profitability has positive influence to the stock price of the company,
leverage has negative influence to the stock return of the company, managerial ownership does not
have any influence to the stock return of the company, institutional ownership does not have any
influence to the stock return of the company, independent commissioner does not have any influence to
the stock return of the company and audit committee has positive to the stock return of company.
Keywords: Stock return, Characteristic of Company, Good Corporate Governance.