ANALISIS RETURN SAHAM SEBELUM DAN SAAT PANDEMI COVID-19 SEKTORTELEKOMUNIKASI DI BURSA EFEK INDONESIA PERIODE FEBUARI 2020–MARET 2021

This study was conducted to determine the difference between stock returns in the telecommunications sector before and during the COVID-19 pandemic. This research is an event study and used comparative research approach. The data from the research is secondary data obtained from the IDX and investing sites. The sampling method used purposive sampling technique where the technique of determining the sample was through certain criteria. The analytical technique used in this study is the Wilcoxon Signed Rank Test with an observation period of 1 month. The results of the analysis can be concluded that there is no difference in stock returns, which means that the variable does not react to the COVID- 19 pandemic. This study is expected to be an additional literature material on the topic of stock analysis.Keywords: COVID-19 Pandemic, Returns stoc