Pengaruh Frekuensi Perdagangan Saham, Volume Perdagangan Saham, Suku Bunga, dan Kurs terhadap Return Saham (Studi Kasus Pada Perusahaan Makanan dan Minuman yang Terdaftar di BEI Tahun 2016-2018)

This study aims to analyze the effect of the frequency of stock trading, stock trading volume, interest rates and exchange rates on stock returns in food and beverage companies listed on the Stock Exchange in 2016-2018. The population in this study were all food companies and ministries listed on the IDX. The sample used is a food and beverage company in 2016-2018. The technique used in sampling is a Purposive Sampling technique with the criteria of companies that publish annual financial reports during 2016-2018 on the company's website. The method of data analysis in this study with multiple linear regression analysis previously tested the classical assumptions. Hypothesis testing uses t test, test, F, and coefficient of determination. The results showed that partially showed that the stock trading volume had a significant negative effect on stock returns, the frequency of stock trading, interest rates, and exchange rates did not have a significant effect on stock returns. while the independent variables affect stock returns