Analisis Kinerja Keuangan Terhadap Risiko Sistematis Dan Return Saham Syariah Pada Perusahaan Manufaktur Yang Terdaftar DI INDEX SAHAM SYARIAH INDONESIA (ISSI)

MUKHYI, RAMDANI ABDULLAH (2021) Analisis Kinerja Keuangan Terhadap Risiko Sistematis Dan Return Saham Syariah Pada Perusahaan Manufaktur Yang Terdaftar DI INDEX SAHAM SYARIAH INDONESIA (ISSI). Masters thesis, Universitas 17 Agustus 1945 Surabaya.

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Abstract

The purpose of this research is to examine and analyze the effect of financial performance (liquidity, activity, leverage, growth, and profitability) on the systematic risk and return of Islamic stocks in the Indonesian Islamic stock index. This research data is gathered from annual reports on manufacturing companies within the year 2017-2019. This research population is all manufacturing companies listed in the Indonesian Shariah Stock Index for the period 2017-2019 by using the purposive sampling method. The research technique used is a regression with Structural Equal Model Partial Least Square (SEM-PLS). As a result, liquidity on stock return has a partially significant negative effect. Liquidity on systematic risk has a partially significant positive effect. Activity on stock return has a partially significant negative effect. Activity on systematic risk has a partially significant negative effect. Leverage on stock return has a partially significant negative effect. Leverage on systematic risk has a partially significant positive effect. Growth on stock return has partially significant negative effect. Growth on systematic risk has a partially significant positive effect.

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