Faktor-faktor yang Mempengaruhi Stock Return

Emilia, Emilia (2011) Faktor-faktor yang Mempengaruhi Stock Return. Undergraduate thesis, Universitas Internasional Batam.

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Abstract

This research has a purpose to analyze the effect of beta, cash flow beta and ratio between beta and cash flow beta on stock return. The data that being used in this research is companies listed on Indonesian Stock Exchange in the period of 2005 to 2009. The sample selection method is purposive sampling and 47 samplse are selected. The data obtained are secondary data sourced from the annual financial reports. The independent variables are beta, cash flow beta and ratio between beta and cash flow beta while the dependent variable is stock return (return). The result of this research indicated there are significant influences of beta and cash flow beta on stock return. The result also indicated ratio between beta and cash flow beta no have value significant to stock return. Key words: beta, cash flow beta, ratio between beta and cash flow beta and return.

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