Baiq Reka Yustika, NIM.: 22208011005 (2025) PENGARUH FAKTOR FUNDAMNETAL DAN RISIKO SISTEMATIS TERHADAP RETURN SAHAM SYARIAH PADA PERUSAHAAN YANG TERDAFTAR DI JAKARTA ISLAMIC INDEX (JII). Masters thesis, UIN SUNAN KALIJAGA YOGYAKARTA.
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Text (PENGARUH FAKTOR FUNDAMNETAL DAN RISIKO SISTEMATIS TERHADAP RETURN SAHAM SYARIAH PADA PERUSAHAAN YANG TERDAFTAR DI JAKARTA ISLAMIC INDEX (JII))
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Text (PENGARUH FAKTOR FUNDAMNETAL DAN RISIKO SISTEMATIS TERHADAP RETURN SAHAM SYARIAH PADA PERUSAHAAN YANG TERDAFTAR DI JAKARTA ISLAMIC INDEX (JII))
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Abstract
The purpose of this study is to analyze the influence of fundamental factors and systematic risk on sharia stock returns in companies listed on the Jakarta Islamic Index (JII 30) for the 2018-2023 period. This study uses purposive sampling so that the sample obtained is 39 companies that meet the criteria for companies listed on the Jakarta Islamic Index (JII 30) for the 2018-2023 period. This study uses panel data analysis with a selected model, namely the Fixed Effect Model which is processed with the help of Eviews 10. The results of this study indicate that simultaneously the variables PBV, profitability, leverage, firm size, and systematic risk do not affect sharia stock returns in the Jakarta Islamic Index (JII 30). Partially, PBV and profitability have a positive and significant effect on sharia stock returns. Leverage has a positive and insignificant effect on sharia stock returns. Firm size and systematic risk have a negative and insignificant effect on sharia stock returns. The control variable firm age has a positive and insignificant effect on sharia stock returns.
Item Type: | Thesis (Masters) |
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Additional Information / Supervisor: | Dr. Prasojo, S.E., M.Si. |
Uncontrolled Keywords: | PBV, Leverage, Profitabilitas, Firm Size, Risiko Sistematis, Firm Age |
Subjects: | 200 Agama > 297 Agama Islam > 297.273 Islam dan Ilmu Ekonomi, Perbankan Syariah, Lembaga Keuangan Syariah |
Divisions: | Fakultas Ekonomi dan Bisnis Islam > Ekonomi Syariah (S2) |
Depositing User: | Muh Khabib, SIP. |
Date Deposited: | 04 Feb 2025 14:29 |
Last Modified: | 04 Feb 2025 14:29 |
URI: | http://digilib.uin-suka.ac.id/id/eprint/69784 |
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