%A NIM.: 17108030014 Nur Hasanah %O Pembimbing: Muhfiatun, S.E.I,M.E.I %T ANALISIS PENGARUH ENVIRONMENTAL, SOCIAL AND GOVERNANCE INDEKS TERHADAP RETURN SAHAM DENGAN PROFITABILITAS SEBAGAI VARIABEL INTERVENING (Studi Pada Perusahaan Peserta Corporate Governance Perception Index yang Terdaftar di Bursa Efek Indonesia Tahun 2011-2019) %X This research aims to analyze the influence of Environmental, Social, and Governance Index on Stock Returns With Profitability as an intervening variable in CGPI participating companies listed on the Indonesia Stock Exchange in 2011-2019, as measured by PROPER, CSRI, CGPI and ROA. The population in this study were all companies participating in CGPI which were listed on the Indonesia Stock Exchange in 2011-2019. The sampling technique used purposive sampling. The data used in this studyare secondary data with a total sample of 37 data. The analysis technique used is to use multiple regression and path analysis with analysis tools SPSS For Windows 23.0. The results of this study indicade that: (1) Environmental index has a significant positive effect on profitability. (2) Social index has a no effect on profitability. (3) Governance index has a no effect on profitability. (4) Environmental index has no effect on stock returns. (5) Social index has no effect on stock returns. (6) Governance index has no effect on stock returns. (7) Profitability has no effect on stock returns. (8) Profitability is not an intervening variable between environmental index and stock returns. (9) Profitability is not an intervening variable between social index and stock returns. (10) Profitability is not an intervening variable between governance index and stock returns. %K PROPER; return saham; ROA; agensi; legitimasi %D 2021 %I UIN SUNAN KALIJAGA YOGYAKARTA %L digilib46826