Artikel Ilmiah : C1I021019 a.n. ALAI INAN AMANI KHAIRUNNISA
| NIM | C1I021019 |
|---|---|
| Namamhs | ALAI INAN AMANI KHAIRUNNISA |
| Judul Artikel | THE EFFECT OF PROFITABILITY, LEVERAGE, DIVIDEND YIELD, AND SUSTAINABILITY REPORT ON STOCK RETURN OF CONSUMER NON-CYCLICALS COMPANIES IN 2021-2023 |
| Abstrak (Bhs. Indonesia) | Penelitian ini menggunakan pendekatan kuantitatif untuk menganalisis pengaruh faktor keuangan yaitu profitabilitas, leverage, dan dividend yield serta faktor non-keuangan seperti pelaporan keberlanjutan terhadap return saham perusahaan sektor Consumer Non-Cyclicals yang terdaftar di BEI selama periode 2021–2023. Sebanyak 27 perusahaan dipilih melalui teknik purposive sampling, sehingga total sampel pengamatan berjumlah 81. Data diolah menggunakan software EViews 13 dengan metode regresi data panel, dan model Fixed Effect (FEM) dipilih berdasarkan hasil uji Chow dan Hausman. Hasil penelitian menunjukkan bahwa profitabilitas dan pelaporan keberlanjutan berpengaruh positif terhadap return saham, dividend yield berpengaruh negatif, sementara leverage tidak berpengaruh terhadap return saham. Temuan ini menekankan pentingnya kombinasi analisis keuangan dan ESG dalam pengambilan keputusan investasi serta perlunya kebijakan perusahaan yang transparan dan berorientasi pada keberlanjutan. |
| Abtrak (Bhs. Inggris) | This study adopts a quantitative approach to examine the effect of financial factors such as profitability, leverage, and dividend yield, as well as the non-financial factor of sustainability reporting, on stock returns of Consumer Non-Cyclicals companies listed on the Indonesia Stock Exchange during the 2021 to 2023 period. A total of 27 companies were selected through purposive sampling, resulting in 81 firm-year observations. The data were processed using EViews 13 and analyzed using panel data regression, with the Fixed Effect Model (FEM) chosen based on the results of the Chow and Hausman tests. The findings reveal that profitability and sustainability reporting have a positive impact on stock returns, while dividend yield has a negative impact. Leverage is found to have no effect on stock returns. These findings highlight the importance of integrating Environmental, Social, and Governance (ESG) considerations with traditional financial analysis in investment decision-making and underscore the need for transparent and responsible business practices. |
| Kata kunci | Stock Return, Profitability, Leverage, Dividend Yield, Sustainability Reporting |
| Pembimbing 1 | Prof. Drs. Bambang Agus Pramuka, M.Acc., Ph.D., Ak., CA |
| Pembimbing 2 | |
| Pembimbing 3 | |
| Tahun | 2025 |
| Jumlah Halaman | 15 |
| Tgl. Entri | 2025-07-15 10:14:05.294864 |