%A NIM.: 21208012048 Tri Yunita %O Dr. Jeihan Ali Azhar, S.Si.,M.E.I. %T PENGARUH STRUKTUR MODAL DAN UKURAN PERUSAHAAN TERHADAP RETURN SAHAM PADA PERUSAHAAN YANG TERDAFTAR DI JAKARTA ISLAMIC INDEX (JII) PERIODE 2018-2024 %X The purpose of this study is to examine and analyze the effect of capital structure and firm size on the stock returns of companies listed in the Jakarta Islamic Index (JII) during the 2018–2024 period. The research employs a descriptive quantitative approach using secondary data. The sample is selected through purposive sampling, while financial statement data are obtained from official company publications, the Indonesia Stock Exchange (IDX) website, and Yahoo Finance. The analytical method applied is multiple linear regression, accompanied by classical assumption tests to ensure the reliability of the model.The results show that, both partially and simultaneously, capital structure as proxied by the Debt to Equity Ratio (DER) and firm size as proxied by the natural logarithm of total assets have no significant effect on stock returns. This finding is supported by insignificant t-test and F-test results. The coefficient of determination of 4.2% indicates that the majority of the variation in stock returns, namely 95.8%, is influenced by other factors outside the research model. Therefore, these findings provide implications for management and investors to consider additional variables in making investment decisions. %K Struktur Modal, Ukuran Perusahaan, Return Saham, Jakarta Islamic Index (JII) %D 2026 %I UIN SUNAN KALIJAGA YOGYAKARTA %L digilib75366