Pengaruh LDR, NIM, dan ROA terhadap Return Saham (Studi Kasus pada Bank Umum yang Terdaftar di Bursa Efek Indonesia 2016 - 2020)

Abstrak

This study aims to analyze the effect of Loan to Deposit Ratio (LDR), Net Interest Margin (NIM), and Return on Assets (ROA) on Stock Return. The population of this study is all banks listed on the Indonesia Stock Exchange (IDX) in 2016-2020, with a sample of 12 banks selected by purposive random sampling. Based on the theory and empirical research, the hypothesis of this research can be stated as the level of bank ability to channel their funds (LDR) Has a significant positive effect on stock returns, the rate of return on assets (ROA) has a significant positive effect on stock returns, and the bank's ability to managing productive assets to generate net income (NIM) Has a significant positive effect on stock returns. Data analysis was performed by multiple linear regression analysis. The results of data analysis show that only Return of Assets (ROA) has a significant effect on stock returns.