The Effect Of Profitability, Liquidity, Leverage, Company Size And Assets Growth on Stock Return: Empirical evidence from Indonesia

Abstract

Entities in the consumer goods industry sector are entities that have a large impact and influence on the economy in Indonesia. The goal of this investigation was to determine the impact of profitability, liquidiy, leverage, firm size and assets growth on stock returns. This study used purposive sampling to obtain a sample of 18 the consumer goods industry sector entities registered with IDX in 2017-2021. Methods of data collection using documented methods. The date analysis technique uses multiple linier regression using the SPSS 26 application. The result of this investigation indicated that profitability has a positive significant effect on stock returns. Company size has negative significant effect on stock returns, on the other hand, liquidity, leverage and assets growth have a positive hasn’t significant effect on stock returns. The conclusion is that profitability has an effect on stock returns, while liquidity, leverage, firm size and assets growth have no effect on stock returns.