Nanda, Faradita Aulia (2025) PENGARUH PROFITABILITAS, LIKUIDITAS, DAN SOLVABILITAS TERHADAP RETURN SAHAM DENGAN RISIKO SISTEMATIS SEBAGAIVARIABEL INTERVENING (Studi Empiris pada Perusahaan SubSektor Makanan dan Minuman yang terdaftar di BEI Periode 2017-2022). S1 thesis, Universitas Sultan Ageng Tirtayasa.
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Abstract
This study aims to determine and analyze the effect of profitability (X1), liquidity (X2) and solvency (X3) on stock returns (Y) with systematic risk (Z) as an intervening variable carried out on food and beverage sub-sector companies listed on the Indonesia Stock Exchange for the period 2017-2022. The variables studied are profitability projected by Return on Asset (ROA), liquidity projected by Current Ratio (CR), solvency projected by Debt to Equity Ratio (DER), stock returns and systematic risk projected by Stock Beta. The population of this study is companies included in food and beverage companies listed on the Indonesia Stock Exchange for the period 2017-2022. The sample in this study amounted to 20 companies and used secondary data and used a causality research method that used a quantitative approach. The data collection technique in this study used documentation techniques. The data analysis technique used descriptive statistics, classical assumption tests (normality tests, multicollinearity tests, heteroscedasticity tests and autocorrelation tests), hypothesis tests using t-tests, path analysis tests, and sobel tests using the SPSS version 22 program. The results of this study indicate that: (1) Profitability has a positive and significant effect on stock returns, (2) Liquidity does not have an effect on stock returns, (3) Solvency does not have an effect on stock returns, (4) Profitability does not have an effect on systematic risk, (5) Liquidity does not have an effect on systematic risk, (6) Solvency has a positive and significant effect on systematic risk, (7) Systematic Risk has a negative and significant effect on stock returns, (8) Systematic Risk is unable to mediate the relationship between profitability, liquidity and solvency with stock returns.
| Item Type: | Thesis (S1) | |||||||||
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| Additional Information: | Penelitian ini bertujuan untuk mengetahui dan menganalisis pengaruh profitabilitas (X1), likuiditas (X2) dan solvabilitas (X3) terhadap return saham (Y) dengan risiko sistematis (Z) sebagai variabel intervening yang dilakukan pada perusahaan subsektor makanan dan minuman yang terdaftar di Bursa Efek Indonesia periode 2017-2022. Adapun variabel yang diteliti ini adalah profitabilitas yang diproyeksi oleh Return on Asset (ROA), likuiditas yang diproyeksi oleh Current Ratio (CR), solvabilitas yang diproyeksi oleh Debt to Equity Ratio (DER), return saham dan risiko sistematis yang diproyeksi oleh Beta Saham. Populasi penelitian ini adalah perusahaan yang termasuk dalam perusahaan makanan dan minuman yang terdaftar di Bursa Efek Indonesia periode 2017-2022. Sampel dalam penelitian ini berjumlah 20 perusahaan dan menggunakan data sekunder serta menggunakan metode penelitian kausalitas yang menggunakan pendekatan kuantitatif. Teknik pengumpulan data dalam penelitian ini menggunakan teknik dokumentasi. Teknik analisis data menggunakan statistik deskriptif, uji asumsi klasik (uji normalitas, uji multikolinearitas, uji heteroskedastisitas dan uji autokorelasi), uji hipotesis menggunakan uji t, uji analisis jalur, dan uji sobel yang menggunakan program SPSS versi 22. Hasil penelitian ini menunjukkan bahwa: (1) Profitabilitas berpengaruh positif dan signifikan terhadap return saham, (2) Likuiditas tidak berpengaruh terhadap return saham, (3) Solvabilitas tidak berpengaruh terhadap return saham, (4) Profitabilitas tidak berpengaruh terhadap risiko sistematis, (5) Likuiditas tidak berpengaruh terhadap risiko sistematis, (6) Solvabilitas berpengaruh positif dan signifikan terhadap risiko sistematis, (7) Risiko Sistematis berpengaruh negatif dan signifikan terhadap return saham, (8) Risiko Sistematis tidak mampu memediasi hubungan antara profitabilitas, likuiditas dan solvabilitas dengan return saham. | |||||||||
| Uncontrolled Keywords: | Stock Return, Profitability, Likuidity, Solvitability, Systematic Risk. Return Saham, Profitabilitas, Likuiditas, Solvitabilitas, Risiko Sistematis. | |||||||||
| Subjects: | H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management | |||||||||
| Divisions: | 05-Fakultas Ekonomi dan Bisnis > 61201-Program Sarjana Manajemen 05-Fakultas Ekonomi dan Bisnis |
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| Depositing User: | Faradita Aulia Nanda | |||||||||
| Date Deposited: | 11 Sep 2025 07:41 | |||||||||
| Last Modified: | 11 Sep 2025 07:41 | |||||||||
| URI: | http://eprints.untirta.ac.id/id/eprint/54328 |
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