%0 Thesis %9 Masters %A Fauzan Abdul Syakur, NIM.: 19208010036 %B FAKULTAS EKONOMI DAN BISNIS ISLAM %D 2021 %F digilib:46001 %I UIN SUNAN KALIJAGA YOGYAKARTA %K Current Ratio (CR), Debt to Equity Ratio (DER), Earning Per Share (EPS), Net Profit Margin (NPM), Return On Assets (ROE), Inflasi, Nilai Tukar dan SBI %P 116 %T ANALISIS RASIO KEUANGAN DAN MAKROEKONOMI TERHADAP RETURN SAHAM PADA PERUSAHAAN PERTAMBANGAN YANG TERDAFTAR DI INDEKS SAHAM SYARIAH INDONESIA (ISSI) PADA PERIODE 2015-2019 %U https://digilib.uin-suka.ac.id/id/eprint/46001/ %X This study is aimed to analyze the efect of financial ratio factors and macroeconomic factors on the return of mining stocks listed in the Indonesian Sharia Stock Index (ISSI) by using a quantitative approach. The population of this study included mining companies registered in ISSI therefore 11 samples had been selected using purposive sampling technique which criteria listed in ISSI and had time series financial report data in the period of 2015 to 2019. The data was taken from audited company financial reports and the independent variable was stock retrun using the Data Panel. Moreover, the model specification test had been done by using the Common Effect Model as the suitability model. The results showed that some of the financial ratio factors of CR, DER, EPS, NPM and ROA partially did not have a significant positive effect on stock returns, while macroeconomic factors, inflation and SBI, had a significant positive effect on stock returns, while the exchange rate does not have a positive effect on stock returns. These findings are expected to make a positive contribution to the development of theories about the financial performance in a company. The managerial implication of this research is that investors can use macroeconomic factors by focusing on inflation and SBI as a basis for decision making because of their influence on stock retuning. %Z Pembimbing : Dr. Darmawan, MAB