ANALISIS PENGARUH ROE, FIRM SIZE, CURRENT RATIO DAN DER TERHADAP RETURN DEFENSIVE STOCKS (Studi Kasus pada Perusahaan Manufaktur yang Terdaftar di BEI Periode Tahun 2011-2015)
Abstract: The aim of
infestation is to look for profit in the future. Defensive stocks are low beta
stocks (under 1) which can be made by the investor as an infestation strategy
alternative in avoiding risk. This infestation strategy could give profits
because the risk itself tend to low (beta under 1) that could give optimal
return.
This research is done to analyze ROE, firm size, current ratio and DER to
return defensive stocks. The secondary data of this research is obtained from
defensive manufacture company in period 2011 – 2015. The analytical method that
is used in this research is multiple linear regression model by testing
classical assumptionn, F statistic test, hypothesis test by using t statistic
test and coefficient of determination
test (R2).
The result of this research explains that ROE variable, firm size and
current ratio have significant positive impacts to return defensive stocks. The
variables in this research have R2 in amount of 24.6% up to 75.4% return
defensive stocks that is described by another factor from this research.
Keywords: return defensive
stocks, ROE, firm size, current ratio and DER
Penulis: Ida Sakina,
Prasetiono
Kod Jurnal: jpmanajemendd170777
