MENILAI RETURN SAHAM PADA PERUSAHAAN INFRASTRUKTUR, UTILITAS, DAN TRANSPORTASI MELALUI BEBERAPA PERSPEKTIF

Abstract

This study aimed to determine the effect of liquidity, profitability, solvability, activity ratio and market valuation on the stock return of manufacturing companies in the Indonesian Stock Exchange (Bursa Efek Indonesia) on a period of 2018-2022. The samples are 89 companies choosed by using purposive sampling technique. The analytical method used is multiple linier regressions through non participant observation methods. Results showed that, partially, the variables of liquidity, profitability, activity ratio and market valuation have a positive and significant impact on stock return, while the solvability have a significant negative effect on stock return.