%A NIM.: 22108040054 Nadya Imtiyaz Khairunnisa %O Egha Ezar Junaeka Putra Hassany, S.E.I,,M.E %T PENGARUH DIVIDEN, PROFITABILITAS, LEVERAGE, LIKUIDITAS DAN EFISIENSI TERHADAP RETURN SAHAM DI INDEKS JII70 %X 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. %K dividen; profitabilitas; leverage; likuiditas; return saham %D 2025 %I UIN SUNAN KALIJAGA YOGYAKARTA %L digilib76128