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ABSTRACT
This study aims to determine and analyze the effect of the current ratio, debt to equity ratio, return on equity and total asset turnover on stock returns in manufacturing companies in the food and beverage industry sub-sector listed on the Indonesia Stock Exchange. This study is an associative quantitative study using a purposive sampling method, a sample of 29 manufacturing companies in the food and beverage industry sub-sector listed on the Indonesia Stock Exchange in 2019 - 2021, the data analysis method used is the panel data regression method. The results of this study indicate that the current ratio has no effect on stock returns, debt to equity ratio and return on equity have a positive and significant effect on stock returns and total asset turnover has no effect on stock returns.
Keywords : Current Ratio, Debt to Equity Ratio, Return On Equity, Total Asset Turn Over and Return Saham.
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ABSTRAK
Penelitian ini bertujuan untuk mengetahui dan menganalisis pengaruhcurrent ratio,debt to equity ratio,return on equity dantotal asset turn overterhadap return saham pada perusahaan manufaktur sub sektor industri makanan dan minuman yang terdaftar di Bursa Efek Indonesia. Penelitian ini merupakan penelitian kuantitatif asosiatif dengan menggunakan metode purposive sampling sampel sebanyak 29 perusahaan manufaktur sub sektor industri makanan dan minuman yang terdaftar di Bursa Efek Indonesia pada tahun 2019 - 2021, metode analisis data yang digunakan adalah metode regresi data panel. Hasil penelitian ini menunjukkan bahwa current ratio tidak berpengaruh terhadapreturn saham,debt to equity ratio danreturn on equity berpengaruh positif dan signifikan terhadapreturnsaham dantotal asset turn overtidak berpengaruh terhadapreturnsaham.
Kata kunci : Current Ratio, Debt to Equity Ratio, Return On Equity, Total Asset Turn Over dan Return Saham.