PENGARUH DIVIDEND YIELD, SALES GROWTH, FIRM VALUE, FIRM SIZE TERHADAP RETURN SAHAM

Abstract

The purpose of this research is to know the effect of dividend yield, sales growth, firm value, and firm size on stock return. The sample of this research use 144 manufacturing companies that listed on ISE for the period 2016-2018. Determination of the sample in this study using purposive sampling method and 79 sample that met the criteria to be tested in this research. Analysis tool that will be used to analyse the hypothesis with multiple linear regression model is program SPSS 23. The result for the research showed simultaneously dividend yield, sales growth, firm value, and firm size have a significant effect on stock return and partially dividend yield, firm value, and firm size do not have a significant effect on stock return, while sales growth have a significant effect on stock return.