PENGARUH VARIABEL MAKROEKONOMI DAN PROFITABILITAS TERHADAP RETURN SAHAM DI PERUSAHAAN SEKTOR PERBANKAN DI BURSA EFEK INDONESIA (BEI) PERIODE 2011-2023

FIKRI, MUHAMMMAD ANGGI AL and Putri, Melisa Ariani (2025) PENGARUH VARIABEL MAKROEKONOMI DAN PROFITABILITAS TERHADAP RETURN SAHAM DI PERUSAHAAN SEKTOR PERBANKAN DI BURSA EFEK INDONESIA (BEI) PERIODE 2011-2023. Undergraduate thesis, Sriwijaya University.

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Abstract

This study examines the impact of macroeconomic variables and profitability on stock returns. The population includes all banking sector companies listed on the Indonesia Stock Exchange in 2011-2023, totalling 53 companies. This study uses a purposive sampling method to select the sample and 19 companies being chosen as the research sample. The independent variables in this study include inflation, interest rates, foreign exchange rates, and profitability measured by return on assets (ROA). The control variable used is company size. The dependent variable used is stock returns. This research utilizes multiple linear regression analysis with the assistance of STATA as the analytical tool. The results indicate that simultaneously, inflation, interest rates, foreign exchange rates and return on assets (ROA) affect stock returns. Partially, inflation and foreign exchange rates have a negative and insignificant effect on stock returns, while return on assets (ROA) has a negative and significant effect on stock returns. Meanwhile, interest rates have a positive and insignificant effect on stock returns.

Item Type:	Thesis (Undergraduate)
Uncontrolled Keywords:	Inflasi, Suku Bunga, Kurs Valuta Asing, ROA, Return saham
Subjects:	H Social Sciences > HG Finance > HG1723 Bank stocks. Banking as an investment
Divisions:	01-Faculty of Economics > 61201-Management (S1)
Depositing User:	Muhammad Anggi Al Fikri
Date Deposited:	25 Jul 2025 01:40
Last Modified:	25 Jul 2025 01:40
URI:	http://repository.unsri.ac.id/id/eprint/180342

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