PENGARUH FAKTOR KEUANGAN DAN NON KEUANGAN PERUSAHAAN SERTA FAKTOR MAKRO EKONOMI TERHADAP RISIKO SISTEMATIS (BETA) SAHAM (STUDI KASUS PERUSAHAAN MANUFAKTUR YANG LISTING DI JII PERIODE 2014-2019) PERIODE 2015 – 2019

This study aims to analyze the influence of corporate financial, non-financial, and macroeconomic factors on the systematic risk (beta) of shares in manufacturing companies listed in JII from 2014 to 2019. The research method used is quantitative descriptive analysis with an explanatory research approach. Hypothesis testing used is panel data regression using Stata 14. The sampling technique is purposive sampling with a sample size of 6 issuers. Sources of data obtained from secondary data in the form of financial reports and publication of macroeconomic data data. The results show that the company's financial factors as measured by the debt to equity ratio, current ratio, and return on equity have no effect on the systematic risk of manufacturing companies listed in JII from 2014 to 2019. However, the company's non-financial factors as measured by firm size have a positive effect on the systematic risk of manufacturing companies listed in JII from 2014 to 2019. Meanwhile, macroeconomic factors as measured by inflation and interest rates have an influence on the systematic risk of manufacturing companies listed in JII from 2014 to 2019. Where inflation has a negative effect, while interest rates have a positive effect