PENGARUH LIKUIDITAS, PROFITABILITAS, DAN KAPITALISASI PASAR TERHADAP RETURN SAHAM PADA PERBANKAN YANG TERDAFTAR DI BURSA EFEK INDONSIA (BEI)

Shabrina Aqilah, . (2025) PENGARUH LIKUIDITAS, PROFITABILITAS, DAN KAPITALISASI PASAR TERHADAP RETURN SAHAM PADA PERBANKAN YANG TERDAFTAR DI BURSA EFEK INDONSIA (BEI). Skripsi thesis, Universitas Pembangunan Nasional Veteran Jakarta.

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Abstract

This study aims to analyze the effect of liquidity, profitability, and market capitalization on stock returns in banking companies listed on the Indonesia Stock Exchange. The study uses a quantitative approach with secondary data in the form of financial reports and stock price data for the period 2020-2024, which are analyzed using multiple linear regression with a t-test to examine the partial effect of each variable. The results show that liquidity, proxied by the Loan to Deposit Ratio (LDR), and market capitalization do not have a significant effect on stock returns, while profitability, proxied by Return on Equity (ROE), has a significant negative effect on stock returns. These findings indicate that increased liquidity and company size are not yet major considerations for investors in determining stock returns, while increased profitability is not always responded to positively by the market because it can be perceived as containing certain risks or inefficiencies. Thus, this study concludes that investment decisions in the banking sector are not only based on conventional financial indicators, but are also influenced by other factors, including market conditions and investor sentiment.

Item Type:	Thesis (Skripsi)
Additional Information:	{No. Panggil: 2210111264} {Pembimbing: Kevin Naufal Widyadhana} {Penguji 1: Wahyudi} {Ketua Penguji : Ranila Suciati}
Uncontrolled Keywords:	Liquidity, Market Capitalization, Profitability, Stock Returns.
Subjects:	A General Works > AS Academies and learned societies (General) H Social Sciences > HG Finance L Education > LB Theory and practice of education
Divisions:	Fakultas Ekonomi dan Bisnis > Program Studi Manajemen (S1)
Depositing User:	SHABRINA AQILAH
Date Deposited:	09 Apr 2026 09:00
Last Modified:	09 Apr 2026 09:00
URI:	http://repository.upnvj.ac.id/id/eprint/41290

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