PENGARUH DER, ROA DAN PER TERHADAP RETURN SAHAM PADA PERUSAHAAN FOOD AND BEVERAGE YANG TERDAFTAR DI BEI PERIODE TAHUN 2015-2020

Abstract

: The purpose of this study was to determine the effect of the variable Debt to Equity Ratio (DER), Return On Assets (ROA) and Price to Earning Ratio (PER) partially on Stock Return. The data used in this study is secondary data, obtained from the Indonesia Stock Exchange (IDX), namely financial reports from 2015-2020. The object used in this study is a food and beverage company listed on the Indonesia Stock Exchange (IDX). The sampling technique in this study used a purposive sampling method on food and beverage companies listed on the Indonesia Stock Exchange (IDX) during the 2015-2020 period and based on predetermined criteria, a sample of 8 food and beverage companies was obtained. The data analysis technique used is multiple linear regression analysis. Based on the results of data analysis partially Debt to Equity Ratio (DER) has a significant effect on stock returns, Return On Assets (ROA) and Price to Earning Ratio (PER) have no effect on stock returns, the results of the simultaneous test show that the regression model can be used to predict stock return is evidenced by the significant value of the F test of 0.047 <0.05. The results of data analysis simultaneously variable Debt to Equity Ratio (DER) Return On Assets (ROA) and Price Earning Ratio (PER) have a significant effect. Adjusted R-Square value of 0.107 indicates that the ability of the independent variable in explaining the dependent variable is 10.7%.