ANALISIS PENGARUH RASIO LIKUIDITAS, LEVERAGE, RASIO AKTIVITAS DAN RASIO PROFITABILITAS TERHADAP RETURN SAHAM (Studi Pada Perusahaan Jasa Sub Sektor Properti dan Real Estate yang ada di Bursa Efek Indonesia Periode Tahun 2012-2014)

Abstract

Abstrak
Return is the result obtained from an investment. Stock returns are influenced by
various factors such as the ratio of liquidity, leverage, activity and profitability. The purpose
of this study was to determine the effect of the ratio of liquidity, leverage, activity and
profitability, on stock returns on service company Sub Sector Property and Real Estate.
Sampling method in this research was purposive sampling and acquired 11 observational
data as the sample. The data used in this research was secondary data. The data analysis
technique used was multiple linear regression using SPSS 20.0.
Analysis method used in this research is descriptive statistics, classical assumption
test and multiple regression analysis and t test. The results showed that the increase of stock
returns in the Company that entered the list of studies with the assumption that the variable
Current Ratio (CR), Debt to Equity Ratio (DER), Total Asset Turnover (TATO), and Return
on Equity (ROE) did not change. For Current Ratio (CR) variable has positive and
insignificant effect on stock return, Debt to Equity Ratio (DER) variable has negative effect
and not significant to stock return, Total Asset Turnover (TATO), variable has negative and
insignificant effect on stock return while Return on Equity (ROE) variable has positive and
significant influence to stock return in service company Sub Sector Property and Real Estate.
Keywords : Current Ratio (CR), Debt to Equity Ratio (DER), Total Asset Turnover (TATO),
Return on Equity (ROE).