Stock Return Analysis and Influencing Factors

Abstract

Stock return is one of the main goals expected in investment activities. In the capital market, banking companies are a sector that is in great demand considering the important role of banks in a country so that investors pay great attention to stock returns of banking companies on the capital market. This study analyzes stock returns with various factors that in theory can affect the high or low returns received, namely accounting profit, funding cash flow, profitability, liquidity and firm size. The research sample was determined by purposive sampling method and obtained 38 banking companies as samples. The research stages include data collection, processing using multiple linear regression analysis, data analysis and conclusions.