@phdthesis{digilib36863, month = {August}, title = {PENGARUH RASIO PASAR DAN FAKTOR FUNDAMENTAL TERHADAP HOLDING PERIOD SAHAM PADA INDEKS SAHAM SYARIAH INDONESIA (ISSI)}, school = {UNIVERSITAS ISLAM NEGERI SUNAN KALIJAGA YOGYAKARTA}, author = {NIM. 15840041 JAUHAROTUL MAKNUNAH}, year = {2019}, note = {M. Arsyadi Ridha, S.E., M.Sc., AK., CA.,}, keywords = {Holding Period, Bid-Ask Spread, Market Value, Variance Return, Dividend Payout Ratio, and ROA,}, url = {https://digilib.uin-suka.ac.id/id/eprint/36863/}, abstract = {Shares are securities that are traded on the stock exchange. The holding period is the length of time an investor takes in investing with the aim of earning profits in the future. This study aims to determine the factors that affect the holding period of shares partially in companies listed on ISSI. The method in this study uses a descriptive method, with a sampling technique using purposive sampling and obtained 31 companies as research samples. The results showed that the variance return partially had a significant negative effect on the holding period of shares with a value (sig {\ensuremath{<}}0.05) in the amount of 0.0005 {\ensuremath{<}}0.005, while the bid-ask spread, market value, dividend payout ratio, and ROA partially had no effect significant to the holding period of shares with value and value (sig{\ensuremath{>}} 0.05) in the amount of 0.8190, 0.4165, 0.9243 and 0.8870. Adjusted Value. R. Square (R?) of 0.541075 or 54.1\% shows that the bid-ask spread, market value, variance return, dividend payout ratio, and ROA are able to explain the holding period variable of 54.1\%, while the remaining 45, 90\% is explained by other variables outside the study. ( INDONESIA ) Saham merupakan bentuk surat berharga yang diperjualbelikan di bursa efek. Holding period merupakan lamanya waktu yang dibutuhkan investor dalam berinvestasi dengan tujuan memperoleh keuntungan dimasa yang akan datang. Penelitian ini bertujuan untuk mengetahui faktor-faktor yang mempengaruhi holding period saham secara parsial pada perusahaan yang terdaftar di ISSI. Metode pada penelitian ini menggunakan metode deskriptif, dengan teknik pengambilan sampel menggunakan purposive sampling dan diperoleh 31 perusahaan sebagai sampel penelitian. Hasil penelitian menunjukkan variance return secara parsial berpengaruh negatif signifikan terhadap holding period saham dengan nilai (sig {\ensuremath{<}} 0,05) yaitu sebesar 0,0005 {\ensuremath{<}} 0,005, sedangkan bid-ask spread, market value, dividen payout ratio, dan ROA secara parsial tidak berpengaruh signifikan terhadap holding period saham dengan nilai dan nilai (sig {\ensuremath{>}} 0,05) yaitu sebesar 0,8190, 0,4165, 0,9243, dan 0,8870. Nilai Adjusted. R. Square (R?) sebesar 0,541075 atau 54,1\% menunjukan bahwa bid-ask spread, market value, variance return, dividen payout ratio, dan ROA mampu menjelaskan variabel holding period saham sebesar 54,1\%, sedangkan sisanya 45,90\% dijelaskan oleh variabel lain di luar penelitian.} }