IJRR

International Journal of Research and Review

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Research Paper

Year: 2021 | Month: May | Volume: 8 | Issue: 5 | Pages: 389-396

DOI: https://doi.org/10.52403/ijrr.20210548

Effect of Return on Equity, Debt to Equity Ratio and Current Ratio to Stock Returns in Large Trading Companies Listed on the Indonesia Stock Exchange 2016-2018 Period

Fenny1, Yusuf Ronny Edward2

1,2Universitas Prima Indonesia

Corresponding Author: Fenny

ABSTRACT

This study aims to examine the effect of return on equity, debt to equity ratio, and current ratio on stock returns. Several previous studies regarding stock returns show different results. Therefore, other research needs to be done to retest stock returns. The population of this study is the large trading companies listed on the Indonesia Stock Exchange (BEI) 2016-2018. Based on the purposive sampling method in the data collection process, obtained 14 companies as samples. The research variables used are return on equity (ROE), debt to equity ratio (DER), current ratio (CR), and stock returns. Hypothesis testing was carried out by multiple linear regression analysis using the Statistical Package for Social Science (SPSS) program version 21.0. The results showed that partially, ROE and DER had a significant effect on stock returns, while the CR had no significant effect on stock returns.

Keywords: Return on Equity, Debt to Equity Ratio, Current Ratio, Stock Returns.

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