@phdthesis{digilib76128, month = {December}, title = {PENGARUH DIVIDEN, PROFITABILITAS, LEVERAGE, LIKUIDITAS DAN EFISIENSI TERHADAP RETURN SAHAM DI INDEKS JII70}, school = {UIN SUNAN KALIJAGA YOGYAKARTA}, author = {NIM.: 22108040054 Nadya Imtiyaz Khairunnisa}, year = {2025}, note = {Egha Ezar Junaeka Putra Hassany, S.E.I,,M.E}, keywords = {dividen; profitabilitas; leverage; likuiditas; return saham}, url = {https://digilib.uin-suka.ac.id/id/eprint/76128/}, abstract = {This study examines the effect of dividend policy, profitability, leverage, liquidity, and efficiency on stock returns of companies listed in the JII70 index during 2020?2024. A quantitative approach with multiple linear regression was employed, using 24 companies as the sample. The results indicate that dividend policy and leverage have a significant negative effect on stock returns, while profitability has a significant positive effect. Meanwhile, liquidity has an insignificant negative effect and efficiency has an insignificant positive effect. The adjusted R-square of 13.4\% suggests that the independent variables explain only a small portion of stock return variation. These findings highlight the relevance of specific fundamental factors for investors in assessing Islamic stock performance.} }