PENGARUH PRICE EARNINGS RATIO, DIVIDEND YIELD DAN MARKET TO BOOK RATIO TERHADAP STOCK RETURN DI BURSA EFEK INDONESIA
ABSTRACT: The
purpose of this research is to analyze the effect of stock return. This
research used for 108 non financial firms which listed in Indonesian Stock
Exchange during 2004-2007. Independent variables of this research are price
earnings ratio, dividend yield and market to book ratio. Dependent variable is
stock return. The analysis methods was used are multiple regression analysis. The
result from this research shows that price earnings ratio, dividend yield, and
market to book ratio have a relationship effect to stock return. So in
determining stock return, investors has to consider of price earnings ratio,
dividend yield and market to book ratio variables.
Keywords:
Price earnings ratio, dividend yield, market to book ratio and stock return
Penulis: FARAH
MARGARETHA dan IRMA DAMAYANTI
Kode Jurnal: jpakuntansidd080039
