PENGARUH RETURN ON EQUITY, PRICE TO BOOK VALUE, DAN EARNING PER SHARE TERHADAP RETURN SAHAM SELAMA PANDEMI DAN SESUDAH PANDEMI ( Studi Kasus Perusahaan Yang Terdaftar Di JII Periode 2019-2023)

Nur, Ayni Janah (2024) PENGARUH RETURN ON EQUITY, PRICE TO BOOK VALUE, DAN EARNING PER SHARE TERHADAP RETURN SAHAM SELAMA PANDEMI DAN SESUDAH PANDEMI ( Studi Kasus Perusahaan Yang Terdaftar Di JII Periode 2019-2023). Diploma thesis, UIN Raden Intan Lampung.

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Abstract

ABSTRAK Selain mempengaruhi stabilitas ekonomi global, pandemi memberikan dampak buruk pada pasar saham indonesia. dimana pasar keuangan mengalami volatilitas yang signifikan, memberikan ketidakpastian bagi para investor, dan mengakibatkan perusahaan perusahaan mengalami penurunan. Ditengah bencana yang sedang terjadi, perusahaan syariah cenderung lebih resilien dalam menghadapi ketidak pastian terutama perusahaan JII yang mengalami pemulihan secara cepat dan positif , oleh karena itu penelitian ini dibuat untuk mengidentifikasi dan melihat fundemental perusahaan dengan rasio ROE, PBV, dan EPS terhadap return saham selama pandemi dan sesudah pandemi. Teori yang digunakan yaitu teori sinyal dan teori portofolio, karena teori-teori ini memberikan informasi yang dibutuhkan. Penelitian ini menggunakan metode kuantitatif statistik deskriptif, dengan sampel teknik purposive sampling, sumber data berasal dari laporan keuangan yang terdaftar di jakarta islamic index. Dari 48 popuasi terdapat 14 sampel yang diambil. Penelitian ini menggunakan uji asumsi klasik, uji regresi linear berganda, uji banding, uji hipotesis dan uji statistik. Hasil dari penelitian ini yaitu Return on equity berpengaruh signifikan terhadap return saham, Price to book value berpengaruh terhadap return saham dan earning per share tidak berpengaruh signifikan terhadap return saham.secara simultan Return on equity, Price to book value dan Earning per share berpengaruh terhadap Return saham selama dan sesudah pandemi dalam perusahaan yang tergabung dalam JII. Dan Secara perspektif ekonomi islam Return on equity, Price to book value dan Earning per share berpengaruh terhadap Return saham selama dan sesudah pandemi. Kata kunci : Return Saham, ROE, PBV, EPS, pandemi. ABSTRACT Apart from affecting global economic stability, the pandemic has had a negative impact on the Indonesian stock market. where financial markets experience significant volatility, providing uncertainty for investors, and resulting in companies experiencing a decline. In the midst of the ongoing disaster, sharia companies tend to be more resilient in facing uncertainty, especially JII companies which experience rapid and positive recovery, therefore this research was created to identify and look at company fundamentals with the ratio of ROE, PBV and EPS to stock returns during pandemic and after the pandemic. The theories used are signal theory and portfolio theory, because these theories provide the required information This research uses quantitative descriptive statistical methods, with a purposive sampling technique, the data source comes from financial reports registered in the Jakarta Islamic Index. From 48 populations, 14 samples were taken. This research uses classical assumption tests, multiple linear regression tests, comparison tests, hypothesis tests and statistical tests The results of this research are that Return on equity has a significant effect on stock returns, Price to book value has an effect on stock returns and earnings per share has no significant effect on stock returns. Simultaneously Return on equity, Price to book value and Earnings per share have an effect on Return shares during and after the pandemic in companies that are members of JII. And from an Islamic economics perspective, Return on equity, Price to book value and Earnings per share influence stock returns during and after the pandemic. Keywords : Share Return, Return On Equity, Price To Book Value, Earning Per Share, Pandemic.

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