Kontribusi Faktor Fundamental Terhadap Pembentukan Return Saham di Perusahaan yang Tergabung dalam Jakarta Islamic Index (JII) Periode 2014-2016

In the capital market, not all stocks of companies with a good profile will give a good return to the investor so that a more in-depth analysis of the company is needed. This study aims to analyze the contribution of fundamental factors to the formation of stock returns in companies incorporated in the Jakarta Islamic Index. Using the yearly secondary data from the period 2014 - 2016. Data analysis tool uses panel data that is a combination of time series and cross section data. The results showed that simultaneously ROA, NPM, DER and PBV significantly influence the formation of stock returns in companies incorporated in JII. Partially ROA, NPM, DER and PBV have a significant effect on the formation of stock returns in companies incorporated in JII