TY - THES N1 - Pembimbing: Dr. Prasojo, SE., M.SI ID - digilib63561 UR - https://digilib.uin-suka.ac.id/id/eprint/63561/ A1 - Ismi Nurlaili, NIM.: 21208012017 Y1 - 2024/01/22/ N2 - Equity investment is considered a form of security that has a higher level of risk compared to other types of securities. The high risk is reflected in the uncertainty regarding the rate of return on stock investment that will be received by investors. Investors need to take risk control measures to avoid potential losses and achieve optimal profits through investment in Islamic stocks and analyse the factors that affect the rate of return. This study was conducted to determine the effect of fundamental analysis represented by devidend payout ratio, devidend per share, earnings per share, free cash flow, price to cash flow ratio, economic value added, refined economic value added, and market value added on stock returns of Islamic companies. This research was conducted on 48 ISSI sharia companies for the period 2018-2022. Data analysis using panel data regression analysis using eviews 10. The results of this study indicate a significant effect of the variables of devidend payout ratio, devidend per share, earnings per share, economic value added, and refined economic value added on stock returns while the variables of free cash flow, price to cash flow ratio, and market value ad are not significant to stock returns, thus these results can be considered by investors in investment decisions to be made. PB - UIN SUNAN KALIJAGA YOGYAKARTA KW - Signaling Theory KW - Agency Theory KW - Saham Syariah KW - Return Saham KW - Dividend Payout Ratio M1 - masters TI - PENGARUH ANALISIS FUNDAMENTAL TERHADAP RETURN SAHAM PERUSAHAAN TERINDEKS ISSI AV - restricted EP - 153 ER -