Stock Return Perspective on Companies Listed in Indonesia Stock Exchange
Stock returns are one of the factors that motivate investors to invest and are also investment results obtained over a certain period. This research aims to examine the influence of liquidity, economic value added, debt to equity ratio, and return on assets on stock returns in food and beverage companies listed on the Indonesia Stock Exchange in 2020-2022. The sample for this study was 27 companies determined using the purposive sampling. The period of this study was 3 years so the total number of observations was 81 data. The theories used in this study is signaling theory. The data analysis technique used in this study is multiple linear regression analysis. The results in this study show that the variables liquidity and earnings per share have a positive effect on stock returns. Meanwhile, the variables economic value added, debt to equity ratio and return on assets have no effect on stock returns.
Keywords English: Stock Return, Economic Value Added
