Pengaruh Profitabilitas, Leverage, Risiko Sistematis dan Dividend Payout Ratio Terhadap Return Saham

Stock returns are the benefits obtained from investing in a company, these benefits can be in the form of dividends or capital gains. Return can be influenced by internal factors (profitability, leverage) and external factors (systematic risk, dividend payout ratio). The purpose of this study was to determine the effect simultaneously or partially on profitability, leverage, systematic risk and dividend payout ratio on the company's stock return. The population of this study were food and bavarages companies listed on the Indonesian stock exchange, the sampling technique used was purposive sampling. There were 7 sample companies. This study uses secondary data obtained from the company’s annual report in 2014-2018 period,then this study using multiple linear regression analysis with the IBMSPSS 22.0 program, the results of this study indicate that simultaneously Profitability, Leverages, Systematic Risk and Dividend Payout Ratio have a positive and significant effect on stock returns and partially systematic risk and dividend payout ratio have a positive and significant effect on stocks returns while profitability and leverages have no effect on stock return