%0 Thesis %9 Skripsi %A Mohammad Irfan Arifin, NIM.: 15840039 %B FAKULTAS EKONOMI DAN BISNIS ISLAM %D 2022 %F digilib:54187 %I UIN SUNAN KALIJAGA YOGYAKARTA %K Price Earning To Growth, F-Score, Return Saham %P 100 %T PENGARUH PRICE EARNING TO GROWTH (PEG) DAN F-SCORE TERHADAP RETURN SAHAM (STUDI PADA PERUSAHAAN YANG TERDAFTAR PADA INDEKS LQ45 BURSA EFEK INDONESIA (BEI) TAHUN 2016-2021) %U https://digilib.uin-suka.ac.id/id/eprint/54187/ %X The purpose of this research is to examine the effect of PEG (Price Earning to Growth) and F-Score on stock returns. The data used in this research is secondary data. This study took a sample of 22 companies listed on the LQ45 Index on the Indonesian Stock Exchange. The technique for taking this sample uses purposive sampling, and the data in this study uses data from 2016 to 2021. The study uses multiple linear regression analysis. The results of this study are the PEG and F-Score variables simultaneously affect stock returns in Indonesia. Partially, Price Earning to Growth has no effect on stock returns and F-Score has a significant positive effect on stock returns. %Z Pembimbing: Rosyid Nur Anggara Putra S.Pd, M.Si