PENGARUH STOCK SPLIT, TRADING VOLUME ACTIVITY, EARNING PER SHARE DAN PRICE EARNING RATIO TERHADAP RETURN SAHAM PADA SEKTOR MANUFAKTUR YANG TERDAFTAR DI BURSAEFEK INDONESIA PERIODE 2016-2020

Nur Sabilla Kausar, Nur Sabilla Kausar (2022) PENGARUH STOCK SPLIT, TRADING VOLUME ACTIVITY, EARNING PER SHARE DAN PRICE EARNING RATIO TERHADAP RETURN SAHAM PADA SEKTOR MANUFAKTUR YANG TERDAFTAR DI BURSAEFEK INDONESIA PERIODE 2016-2020. skripsi thesis, Universitas batanghri.

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Abstract

ABSTRACT (NUR SABILLA KAUSAR / 1800861201042 / “ The Effect of Stock Split, Trading Volume Activity, Earning Per Share and Price Earning Ratio on Stock Returns in the Manufakcturing Sector Listed on the Indonesian Stock Exchange for the 2016-2020 Period” / Supervisor I Dr.Hj. Arna Suryani, SE, M.Ak, Ak, CA, CMA / Supervisor II Hana Tamara Putri, SE, MM) Companies that have a fairly good performance will be enjoyed by investors, increased company performance will have an effect on increasing stock prices and it is hoped that stock Returns received by investors will increase because stock Returns are a reward for investment gains for that there are several factors that can affect Stock Returns. Based on these circumstances, this study aims to analyze how much influence the Stock Split, Trading Volume Activity, Earning Per Share and Price Earning Ratio have on stock Returns in the manufacturing sector listed on the Indonesia Stock Exchange for the 2016-2020 Period. This study uses quantitatives analysis methods and the type of data used is secondary data obtained from the website, the analytical tools used in this study are multiple linear regression analysis, classical assumption test, hypotesis testing and coefficient of determination. The sample used in this study is a manufacturing company listed on the Indonesia Stock Exchange in 2016-2020.The object of this research is Stock Split, Trading Volume Activity, Earning Per Share and Price Earning Ratio which are thought to affect stock returns in manufacturing companies. In this study based on sampling criteria, there are 10 companies PT. Sidomuncul Tbk, PT. Fast Food Indonesia Tbk, PT. Unilever Indonesia Tbk, PT. Gema Grahasarana Tbk, PT. Indal Aluminium Industry Tbk, PT. Ultra jaya Milk Industry Tbk, PT. Surya Toto Indonesia Tbk, PT. Hanjaya Mandala Sampoerna Tbk, PT. Impact Pratama Indutri Tbk and PT. Tira Austenite Tbk. There is a significant effect between the Stock Split, Trading Volume Activity, Earning Per Share and Price Earning Ratio variables together on stock Returns, where the Fcount value is 5.542 and this value will be compared with Ftable of 2.58 which means Fcount > Ftable is 5.542>2.58 and a significance value of 0,001 means a significant value <0,05. The results of the study found that there was a possitive effect of partial Stock Split on Stock Returns, this was evidenced by the value of tcount > ttable which was 2.938>2.014 there was also a partial negative effect of Trading Volume Activity on Stock Returns, this was evidenced by the value of tcount<ttable is -3.054>2.014. based on the results of the study, it can be concluded that Stock Returns are influenced by Stock Split Variables and Trading Volume Activity.

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