PENGARUH MARKET RISK, FINANCIAL RISK, DAN BUSINESS RISK TERHADAP RETURN SAHAM PADA SUB SEKTOR PAKAN TERNAK YANG TERDAFTAR DI BURSA EFEK INDONESIA PERIODE 2015-2020

Rizki Oktaviani, Rizki Oktaviani (2022) PENGARUH MARKET RISK, FINANCIAL RISK, DAN BUSINESS RISK TERHADAP RETURN SAHAM PADA SUB SEKTOR PAKAN TERNAK YANG TERDAFTAR DI BURSA EFEK INDONESIA PERIODE 2015-2020. skripsi thesis, Universitas Batanghari.

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Abstract

ABSTRACT RizkiOktaviani / 1700861201127 / Faculty of Management Economics / The Influence of Market Risk, Financial Risk, and Business Risk on Stock Returns in the Animal Feed Sub-Sektor Listed on the Indonesia Stock Exchange for the 2015-2020 Period / Mentor I Dr, Hj, ArnaSuryani, SE, M.Ak, Ak. CA / Mentor II Hana Tamara Putri, SE, M.M The purpose of this study was to determine the effect of market risk, financial risk, and business risk on stock returns in the animal feed sub-sector listed on the Indonesia Stock Exchange for the 2015-2020 period. For this reason, in this study, hypothesis testing was carried out, namely the F test and t test. The method used in this research is quantitative. Secondary data obtained from the Sub-Sector Financial Statements registered in the Indonesia Stock Exchange for the period 2015 – 2020. The population and sample used are Animal Feed Sub-Sector with a total of five companies. The analytical method used is multiple linear analysis. From the multiple linear regression model, it can be explained that the analytical tools used in this study are multiple linear regression analysis, classical assumption test (normality, multicollinearity, heteroscedasticity, and autocorrelation), determination confidence, hypothesis testing and correlation trust. Based on the results of multiple linear regression analysis shows the equation Y= 0.314 – 1.740 X1 + 0.022 X2 + 0.714 X3 + e with an F test value of 4.203. The firm size t test value is 2.05. The R Square value is 2.49%, while the remaining 75.1% explains other factors outside the research model. The conclusion of this study shows that market risk, financial risk, and business risk simultaneously have a significant effect on stock returns. Partially, market risk, financial risk, and business risk have a significant effect on Stock Return of the Animal Feed Sub-Sector for the 2015-2020 period.

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