eprintid: 78118
rev_number: 10
eprint_status: archive
userid: 12460
dir: disk0/00/07/81/18
datestamp: 2026-09-11 02:26:17
lastmod: 2026-09-11 02:26:17
status_changed: 2026-09-11 02:26:17
type: thesis
metadata_visibility: show
contact_email: muh.khabib@uin-suka.ac.id
creators_name: Selfi Sang Fitri, NIM.: 22108030104
title: PENGARUH FAKTOR INTERNAL TERHADAP VOLATILITAS RETURN SAHAM PADA PERUSAHAAN MANUFAKTUR YANG TERINDEKS JAKARTA ISLAMIC INDEX PERIODE 2020-2024:  (ANALISIS JANGKA PENDEK DAN PANJANG DENGAN PENDEKATAN ARDL)
ispublished: pub
subjects: 658.15
divisions: jur_mks
full_text_status: restricted
keywords: Volatilitas return saham, Ukuran Perusahaan, DER, ROA, ARDL
note: Sunarsih, S.E., M.Si.
abstract: The period 2020-2024 reflects a critical period of global economic transition from the pandemic crisis to recovery, with market volatility increasing significantly. This situation requires investors, financial managers, and regulators to more deeply understand how company size, leverage (DER), and profitability (ROA) affect the stability of sharia stocks. Stock return volatility in the JII index reflects not only financial risk but also the extent to which a company is able to maintain consistency with sharia values. This study sampled 16 JII companies from 2020-2024. This study was analyzed using the ARDL model approach. Based on the results, company size affects stock return volatility, DER affects stock return volatility, and ROA does not affect stock return volatility.
date: 2026-08-03
date_type: published
pages: 141
institution: UIN SUNAN KALIJAGA YOGYAKARTA
department: FAKULTAS EKONOMI DAN BISNIS ISLAM
thesis_type: skripsi
thesis_name: other
citation:   Selfi Sang Fitri, NIM.: 22108030104  (2026) PENGARUH FAKTOR INTERNAL TERHADAP VOLATILITAS RETURN SAHAM PADA PERUSAHAAN MANUFAKTUR YANG TERINDEKS JAKARTA ISLAMIC INDEX PERIODE 2020-2024: (ANALISIS JANGKA PENDEK DAN PANJANG DENGAN PENDEKATAN ARDL).  Skripsi thesis, UIN SUNAN KALIJAGA YOGYAKARTA.   
document_url: https://digilib.uin-suka.ac.id/id/eprint/78118/1/22108030104_BAB-I_IV-atau-V_DAFTAR-PUSTAKA.pdf
document_url: https://digilib.uin-suka.ac.id/id/eprint/78118/2/22108030104_BAB-II_sampai_SEBELUM-BAB-TERAKHIR.pdf