The Effect Of Profitability, Risk Management, And Working Capital Management On Stock Return (Study Of Food And Beverage Companies Listed On The Indonesia Stock Exchange)

Abstract

This study aims to examine the Effect of Profitability, Risk Management and Working Capital Management on Stock Return (Study of Food and Beverage Companies for the Period 2011 – 2020). The method used is descriptive quantitative. The variables used in this study are ROA, Beta, CCC and Stock Return. The analysis used is regression analysis to see the effect of the independent variable on the dependent variable both jointly and individually. Hypothesis testing using F test and t test to measure the independent variables, namely ROA, Beta and CCC on the dependent variable Stock Return. Regression analysis results ROA and CCC t test influence stock returns with probability values 0.0363 and 0.0000 <0.05 and t statistical values 2.137410 and 5.342461 > t table 1.66827. meanwhile, the Beta variable has no effect on Stock Return with a probability value of 0.3162> 0.05 and a t-count value of 1.009991 <1.66827. The results of the F test show that ROA, Beta and CCC influence Stock Return with a probability value of 0.000000 <0.05 and a calculated F value of 16.39216 > 2.74