HANIFA NURHIDAYATI, 041114024 and Ari Prasetyo, - (2019) Pengaruh Faktor Makroekonomi dan Faktor Fundamental Terhadap Return Saham Perusahaan yang Listing di Jakarta Islamic Index Periode 2012-2016). Jurnal Ekonomi Syariah Teori dan Terapan, 6 (2). pp. 214-227. ISSN 407-1935, eISSN : 2502-1508

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Abstract

The goal of this research is to determine the effect of corporate Macroeconomics Factor and Fundamental Factor on Stock Return of Listed Companies in Jakarta Islamic Index (JII) partially or simultaneously. The method of research used is the quantitative approach. The sample of the research is are 20 companies registered in Jakarta Islamic Index that meet the criteria of purposive sampling. The analysis technique used best estimation model by Common Effect Model (CEM) and the result is Y = 3,190398 + 0,0013Inflasiit + 0,0001BiRateit + 0,0341GDPit - 0,1246EPSit + 0,000DERt+ 0,1744CRt and R2 24,24%. The result of the partial test shows that Inflation and Return On Equity ratio has a significant effect. The result of the simultaneous test shows that the four variables have significant effects in company stock return registered in Jakarta Islamic Index.

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