Pengaruh Faktor-Faktor Fundamental Mikro Terhadap Return Saham Pada Perusahaan Transportasi Yang Terdaftar Pada Bursa Efek Indonesia

Abstract

This research aims to analyze and test the influence of micro-fundamental factors on stock
returns. This Research Is A Quantitative Research Using A Sampling Technique Method That
Obtains 12 Sample Companies. The population of this study are transportation companies
listed on the Indonesia Stock Exchange which are continuously issuing financial reports from
2016-2020. This Research Uses Secondary Data Obtained from www.idx.co.id. This analysis
method uses panel data regression and classical assumptions. The results of this study
indicate that the micro-fundamental factors for stock returns have a T-test value (Fstatistic)
of 0.476295 > 0.005. While the F test shows the influence value is -0.008064 <0.00. From
the calculation of the R value, the results of the determination test conducted in this study
resulted in an r value in the upper table of x1 = 0.1309, where the r value was > 0.005 and
was declared to have no effect. X2 = 0.7900 where the value of r > 0.005 means it has no
effect. X3 = 0.6598 where the value of r > 0.005 means it has no effect.