Pengaruh Kinerja Keuangan Terhadap Return Saham Jakarta Islamic Index (JII) Periode 2019-2023

The Influence of Financial Performance on Jakarta Islamic Index (JII) Stock Returns for the 2019-2023 Period

ABSTRAK

Nama Mahasiswa     :     Siti Alindasah

NIM                              :     23081295054

Judul Penelitian         :     Pengaruh Kinerja Keuangan Terhadap Return Saham Jakarta Islamic Index (JII) Periode 2019-2023

Bentuk Tugas Akhir :     Tesis

Nama Kota                 :     Surabaya

Nama Fakultas          :     Ekonomika Dan Bisnis

Program Studi            :     S2 Manajemen

Tahun                           :     2024

Penelitian ini bertujuan untuk mengetahui pengaruh kinerja keuangan terhadap Return saham. Variabel dependen yang digunakan dalam penelitian ini adalah Return saham. Sedangkan variabel independennya Kinerja Keuangan yang diukur dengan Current Ratio (CR), Return On Asset (ROA), Debt to Equity Ratio (DER) dan Total Asset Turn Over (TATO). Populasi dalam penelitian ini perusahaan yang masuk dalam daftar Jakarta Islamic Index (JII) Periode 2019-2023. Teknik pengambilan sampel menggunakan metode purposive sampling, sehinggah didapatkan total sampel 15 perusahaan yang konsisten masuk dalam daftar Jakarta Islamic Index (JII) Periode 2019-2023. Teknik analisis data dalam penelitian ini menggunakan analisis regresi linier berganda. Hasil analisis dalam penelitian ini menunjukan bahwa Current Ratio (CR), Return On Asset (ROA), Debt to Equity Ratio (DER) dan Total Asset Turn Over (TATO) secara signifikan berpengaruh positif terhadap Return Saham.

Kata Kunci: Return saham, Current Ratio (CR), Return On Asset (ROA), Debt to Equity Ratio (DER) dan Total Asset Turn Over (TATO)

ABSTRACT

Name                              : Siti Alindasah

NIM                                : 23081295054

Research Title               : The Influence of Financial Performance on Jakarta Islamic Index (JII) Stock Returns for the 2019-2023 Period

Form of Final Project  : Thesis

City Name                     : Surabaya

Faculty Name               : Economics and Business

Study Program             : Magister Management

Year                                 : 2024

The research aims to determine the influence of financial performance on stock Returns. The dependent variable used in this research is stock Returns. Meanwhile, the independent variable is Financial Performance which is measured by Current Ratio (CR), Return On Assets (ROA), Debt to Equity Ratio (DER) and Total Asset Turn Over (TATO). The population in this research are companies included in the Jakarta Islamic Index (JII) list for the 2019-2023 period. The sampling technique used a purposive sampling method, resulting in a total sample of 15 companies that were consistently included in the Jakarta Islamic Index (JII) list for the 2019-2023 period. The data analysis technique in this research uses multiple linear regression analysis. The results of the analysis in this study show that Current Ratio (CR), Return On Assets (ROA), Debt to Equity Ratio (DER) and Total Asset Turn Over (TATO) have a significant positive effect on Stock Returns.

Keywords: stock Return, Current Ratio (CR), Return On Assets (ROA), Debt to Equity Ratio (DER) and Total Asset Turn Over (TATO)