Pengaruh Rasio Nilai Pasar, Likuiditas, dan Profitabilitas terhadap Return pada Saham Syariah dalam Jakarta Islamic Index (JII)

This study aims to determine the effect of market value ratio, liquidity, and profitability of returns on Islamic stocks in Jakarta Islamic Index (JII). The sample used is 16 companies in the Jakarta Islamic Index from 2014-2017 period. The sampling method used was purposive sampling. The analysis technique in this study uses multiple linear regression. The results of this study indicate that the market value ratio, liquidity, and profitability has no effect on stock returns