ANALISIS PENGARUH FAKTOR INTERNAL DAN EKSTERNAL TERHADAP RETURN SAHAM PADA PERUSAHAAN SEKTOR KONSTRUKSI DAN BANGUNAN YANG TERDAFTAR DI BURSA EFEK INDONESIA TAHUN 2014-2018

This study aims to analyze the ratio of Debt to Equity Ratio, Return On Assets, Price Book Value, Inflation, Bank Certificate Interest Rate (SBI), and Exchange Rate of Rupiah/US$ in construction and building sector companies listed on the Stock Exchange Indonesia for the 2014-2018 period. Variabel in this research are Debt to Equity Ratio, Return On Assets, Price Book Value, Inflation, Bank Certificate Interest Rate (SBI), and Exchange Rate of Rupiah/US$. The population of this research is the construction and building sector companies listed on the Indonesia Stock Exchange during the 2014-2018 period. The technique used in sampling is purposive sampling. From a total sample of 79 companies and based on predetermined criteria obtained a sample of 38 companies over five years. The data analyze technique used a quantitative approach with comparative analysis. The result of this study indicate that simultaneously DER, ROA, PBV, Inflation, Interest Rate (SBI) and Exchange Rate Rupiah/US$ Significantly influence Stock Return. Partially ROA and PBV affect Stock Return, while DER, Inflation, Interest Rate (SBI), and Rupiah/US$ Exchange Rates have no effect on Stock Returns