%A NIM.: 16830058 Arief Rahman Dwicahyo %O Pembimbing : Sunarsih, S.E., M.Si. %T PENGARUH MARKET VALUE ADDED, ECONOMIC VALUE ADDED DAN REFINED ECONOMIC VALUE ADDED TERHADAP RETURN SAHAM BUMN YANG TERDAFTAR DI ISSI PADA PERIODE 2013-2018 %X BUMN companies have a fairly high level of trust from investors, but often BUMN companies are considered to have many shortcomings. This study aims (1) to determine and analyze the effect of Market Value Added (MVA) on stock returns (2) to determine and analyze the effect of Economic Value Added (EVA) on stock returns (3) to determine and analyze the effect of Refined Economic Value Added (REVA) on stock returns as a means of measuring the company's financial performance based on value added to the stock returns of BUMN companies listed on the Indonesian Sharia Stock Index. This study uses documentation data collection techniques in the form of financial reports obtained from the official website of the Indonesia Stock Exchange and the official web addresses of the related companies. The population of this study were 16 companies, and the samples in this study were 15 companies from 2013 to 2018. The analysis technique used panel data regression. The results showed that Market Value Added (MVA) had a positive and significant effect on stock returns, Economic Value Added (EVA) had a negative and significant effect on stock returns, and Refined Economic Value Added (REVA) had a negative and significant effect on stock returns. %K Saham, Keuangan Syariah %D 2020 %I UIN SUNAN KALIJAGA YOGYAKARTA %L digilib42525