Artikel Ilmiah : C1H017056 a.n. ADNI LARAS AZALIA RAHMA

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NIMC1H017056
NamamhsADNI LARAS AZALIA RAHMA
Judul ArtikelTHE INFLUENCE OF COVID 19’S, LOCKDOWN (PSBB), MARKET
CAPITALIZATION, MARKET TO BOOK RATIO, AND RETURN ON EQUITY
TOWARD STOCK MARKET RETURN: A CASE OF INDONESIA STOCK
EXCHANGE
Abstrak (Bhs. Indonesia)Penelitian ini merupakan jenis penelitian kuantitatif pada perusahaan yang
masuk ke dalam LQ-45di Bursa Efek Indonesia pada 2020. Penelitian ini mengambil
judul Pengaruh Covid-19, Lockdown, Kapitalisasi Pasar, Market To Book Ratio, Dan
Return On Equity Terhadap Return Pasar Saham: Kasus Bursa Efek Indonesia”.
Tujuan dari penelitian ini adalah untuk menganalisis pengaruh Covid-19,
Lockdown, Kapitalisasi Pasar, Market To Book Ratio, Dan Return On Equity
Terhadap Return Pasar Saham: Kasus Bursa Efek Indonesia. Populasi yang
digunakan dalam penelitian ini adalah seluruh perusahaan yang masuk dalam daftar
LQ-45 di Bursa Efek Indonesia pada tahun 2020. Untuk analisis data menggunakan
uji asumsi klasik, uji deskriptif, uji regresi data panel, uji hipothesis. Sampel dalam
penelitian ini adalah 43 perusahaan.
Dari hasil penelitian menunjukan bahwa Covid-19 berpengaruh negative
terhadap stock return. Market to Book Ratio, Return on Equity dan Lockdown
berpengaruh positif dan signifikan terhadap Pengembalian Modal. Sedangkan,
variabel Kapitalisasi Pasar tidak berpengaruh signifikan terhadap Pengembalian
Modal pada perusahaan yang masuk ke LQ-45 pada Bursa Efek Indonesia.
Abtrak (Bhs. Inggris)This type of research is quantitative on companies that are listed in LQ-45 on the
Indonesia Stock Exchange in 2020. This study takes the title Effect of Covid-19,
Lockdown, Market Capitalization, Market To Book Ratio, and Return On Equity on
Stock Market Returns. : The Case of the Indonesia Stock Exchange”.
The purpose of this study was to analyze the effect of Covid-19, Lockdown,
Market Capitalization, Market To Book Ratio, and Return on Equity on Stock Market
Returns: The Case of the Indonesia Stock Exchange. The population used in this study
were all companies listed on the LQ-45 on the Indonesia Stock Exchange in 2020. For
data analysis using classical assumption test, descriptive test, panel data regression test,
and hypothesis testing. The sample in this study were 43 companies.
The results of the study show that Covid-19 has a negative impact on stock return.
Market to Book Ratio, Return on Equity and Lockdown have a positive and significant
impact on Return on Capital. Meanwhile, the Market Capitalization variable has no
significant effect on the Return on Capital of companies that are listed in LQ-45 on the
Indonesia Stock Exchange.
Kata kunciCovid-19’s Case, Lockdown (PSBB), Market Capitalization, Market Return, Market to Book Ratio, Return on Equity
Pembimbing 1Prof. Wiwiek Rabiatul Adawiyah, M.Sc., Ph.D
Pembimbing 2Meutia Karunia Dewi, S.E., M.Si
Pembimbing 3Dian Purnomo Jati, SE., M.Sc
Tahun2022
Jumlah Halaman29
Tgl. Entri2022-02-21 13:39:02.492308
Cetak Bukti Unggah
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