Open AccessRASIO PROFITABILITAS, RASIO LEVERAGE, DAN RISIKO SISTIMATIS TERHADAP RETURN SAHAM PADA SEKTOR PERTAMBANGAN
Author(s) -
Yana Hendayana
Publication year - 2017
Publication title -
jurnal riset akuntansi dan keuangan/jurnal riset akuntansi dan keuangan
Language(s) - English
Resource type - Journals
eISSN - 2541-061X
pISSN - 2338-1507
DOI - 10.17509/jrak.v4i3.4671
Subject(s) - debt to equity ratio , stock exchange , profitability index , return on equity , business , econometrics , leverage (statistics) , debt to capital ratio , return on assets , nonprobability sampling , statistics , mathematics , equity ratio , finance , population , medicine , environmental health
The objective of this research is to investigate the effect of profitability ratio, leverage ratio and systematic risk to stock return of mining sector companies that listed in Indonesia Stock Exchange respectively consecutive years 2011-2015.Profitability Ratio is confirmed by Return on Equity, Leverage Ratio is confirmed by Debt Equity Ratio, Beta are calculated through Single Index Model. The sampling method used in this research is purposive sampling criteria: The Company is listed in Indonesia Stock Exchange oh mining sector in the period 2011-2015. and the results are 14 companies according to the criteria of the sample. Pooling data method is used to collect the data and regression analysis as the analysis method. Leverage Ratio have significant effect on stock return, and systematic risk does not have significant effect on stock return.