Pengaruh Kineja Keuangan dan Makroekonomi Terhadap Return Saham Perusahaan Sektor Kesehatan Yang Terdaftar Di Bursa Efek Indonesia Periode 2016-2020

Abstract

This research was conducted on health sector companies listed on the Indonesia Stock Exchange for the 2016-2020 period. The sampling technique used purposive sampling technique. The sample of the study amounted to 13 companies. The analytical test tool used is E-Views 9 with panel data regression analysis method. The results of this study indicate that simultaneously ROA, DER, CR, Interest Rate, Exchange Rate and GDP variables have no significant effect on Stock Return. While partially the ROA, DER, CR, Interest Rate and Exchange Rate variables have no significant effect on Stock Return. GDP has a significant effect on Stock Return.