PENGARUH PROFITABILITAS TERHADAP RETURN SAHAM DENGAN UKURAN PERUSAHAAN SEBAGAI VARIABEL MODERASI PADA PERUSAHAAN MANUFAKTUR DI BEI TAHUN 2014-2016

Dwi Anita Yuliasari, Anggita Langgeng Wijaya, Anny Widiasmara

Abstract


The purpose of this study was to examine the effect of profitability (ROE) on stock returns with company size as a moderating variable in manufacturing companies on the Indonesia Stock Exchange in 2014-2016. This research uses simple linear regression analysis. The sample in this study were 60 manufacturing companies listed on the Indonesia Stock Exchange (IDX) for 3 years. The research sample was selected by purposive sampling technique with predetermined criteria. The results of the linear regression test showed a sig value of 0.274 so that the profitability variable (ROE) had no effect on stock returns. Furthermore, the MRA table value shows a sig value of 0.443 and it can be said that company size cannot moderate the relationship of the independent variable with the dependent variable.
Keywords: ROE, Stock Return, Firm Size


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