Analisis Return Saham Dengan Firm Size Sebagai Variabel Moderasi Pada Perusahaan Sektor Energi Di Bursa Efek Indonesia

Ariyanti, Silvia (2026) Analisis Return Saham Dengan Firm Size Sebagai Variabel Moderasi Pada Perusahaan Sektor Energi Di Bursa Efek Indonesia. Undergraduate thesis, UPN VETERAN JAWA TIMUR.

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Abstract

This study aims to determine and analyze the influence of profitability, solvency, and liquidity on stock returns, as well as to determine the moderating effect of firm size on the relationship between profitability, solvency, and liquidity on stock returns. The data analysis method used was Moderated Regression Analysis (MRA). The study population consisted of 91 energy companies listed on the Indonesia Stock Exchange during the 2021-2024 period. Purposive sampling was used to select the sample, considering specific criteria, resulting in a sample of 26 companies. The results of this study demonstrate that profitability contributes to stock returns, solvency, and liquidity have no effect on stock returns, and firm size moderates the relationship between profitability and liquidity on stock returns. However, firm size does not moderate the relationship between liquidity and stock returns. Keywords: firm size; liquidity; profitability; stock returns; solvency

Item Type: Thesis (Undergraduate)
Contributors:
ContributionContributorsNIDN/NIDKEmail
Thesis advisorNur, Dhani IchsanuddinNIDN0724096302dhaniin.ma@upnjatim.ac.id
Subjects: H Social Sciences > HD Industries. Land use. Labor
H Social Sciences > HG Finance > HG4501-6051 Investment, capital formation, speculation
Divisions: Faculty of Economic and Business > Departement of Management
Depositing User: Silvia Ariyanti
Date Deposited: 21 Jul 2026 04:25
Last Modified: 21 Jul 2026 07:24
URI: https://repository.upnjatim.ac.id/id/eprint/56966

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