ANALISIS PERTUMBUHAN ASET DAN UKURAN PERUSAHAAN TERHADAP RETURN SAHAM PERUSAHAAN MAKANAN DAN MINUMAN YANG TERDAFTAR PADA BURSA EFEK INDONESIA PERIODE TAHUN 2015-2017

Abstract

The purpose of this study is to determine the direct or indirect effect of Asset Growth and Firm Size on Stock Return. This research was conducted at food and beverage companies listed on the Indonesia Stock Exchange in the period 2015-2017. There are 10 companies that have been selected as samples with the Purposive Sampling technique. This research method uses quantitative methods. The data collection method with documentation uses annual data. Data analysis techniques using multiple linear regression and the classic assumption test, hypothesis testing using the F test and t test. The results of this study indicate that the growth of assets and firm size does not have a significant effect partially on stock returns. Based on the results of simultaneous tests, it shows that the growth of assets with the size of the company has no effect on stock returns