Analisis Pengaruh Faktor - Faktor Yang Mempengaruhi Return Saham Syariah Di Indonesia Pada Tahun 2015-2018

Syariah shares are company shares that do not conflict with Islamic law, both regarding products and management. The classification of sharia shares is still new. This study reveals the impact of corporate Earning Per Share (EPS), Book Value (BV), Return On Equity (ROE), Net Profit Margins (NPM), and Debt To Equity Ratio (DER) on the return of Islamic stocks in the Jakarta Islamic Index ( JII). The analysis technique used is using panel data regression with Common Effect, Fixed Effect and Random Effect models. This shows that the Earning Per Share (EPS), Book Value (BV), Return On Equity (ROE) have a significant influence on Islamic stock returns. While the Net Profit Margin (NPM) and Debt to Equity Ratio (DER) variables do not have a significant effect on Islamic stock returns