PENGARUH KINERJA KEUANGAN DAN MAKROEKONOMI TERHADAP RETURN SAHAM PERBANKAN DI BURSA EFEK INDONESIANIM.: 22108020039Fatkhan Ahdi MusyaffaauthorThis study aims to analyze the influence of financial performance and macroeconomic factors on stock returns of banking listed on the Indonesia Stock Exchange during the research period. This study employed a quantitative method using a panel data regression approach. The independent variables used in this study consist of Return on Assets (ROA), Loan to Deposit Ratio/Financing to Deposit Ratio (LDR/FDR), Non-Performing Loan/Non-Performing Financing (NPL/NPF), inflation, and interest rates, while the dependent variable is stock return. The results of the study indicate that partially, ROA and NPL/NPF do not have a significant effect on stock returns. Meanwhile, LDR/FDR, inflation, and interest rates have a negative and significant effect on stock returns of banking companies. Simultaneously, ROA, LDR/FDR, NPL/NPF, inflation, and interest rates collectively do not have a significant effect on stock returns of banking companies on the Indonesia Stock Exchange. The findings of this study indicate that stock returns of banking companies tend to be influenced by other factors outside the variables used in this study.332.1 Banks/Bank, Perbankan2026-05-07UIN SUNAN KALIJAGA YOGYAKARTA;FAKULTAS EKONOMI DAN BISNIS ISLAMThesis