PENGARUH RASIO LIKUIDITAS, RASIO SOLVABILITAS, INVESTMENT OPPORTUNITY SET, UKURAN PERUSAHAAN, DAN RISIKO BISNIS TERHADAP RETURN SAHAM PERUSAHAAN

This study aims to examine: (1) the effect of liquidity ratio on stock return, (2) the effect of solvency ratio on stock return, (3) the effect investment opportunity set on stock return, (4) the effect of size on stock return, and (5) the effect of bussines risk on stock return. The population in this study are property, real estate, and building construction companies listed on the Indonesia Stock Exchange in 2015-2019. The sampling technique was purposive sampling method. Based on the predetermined criteria and reduced by outliers, 149 samples were obtained. This study used panel data and multiple linier regression analysis techniques with Eviews 10. The result of this study indicate that: (1) liquidity has no significant effect on stock return, (2) solvency has a significant negative effect on stock return, (3) investment opportunity set has no significant effect on stock return, (4) size has a significant positive effect on stock return, (5) bussines risk has no significant effect on stock return.