Pengaruh Risiko Sistematis, Investor Asing dan Domestik Terhadap Return Saham Lq-45
Keywords:
Domestik, Foreign, Investor, Saham, Resiko, returnAbstract
The research background is that foreign and domestic investors can have an impact on changes in LQ 45 stock returns on the Indonesian Stock Exchange. The impact of foreign and domestic investors can be negative or positive for the capital market. So it is necessary to find out empirical studies regarding the number of foreign and domestic investors on the IDX and the influence of systematic risk on stock returns. Systematic risk, which is proxied by stock beta, is generally able to influence the net buy of foreign and domestic investors so that it can influence changes in company stock returns. The research problem is whether systematic risk can have an impact on stock returns, can foreign investors influence stock returns, can domestic investors influence stock returns? The aim is to find empirical evidence of the influence of systematic risk, foreign and domestic investors on changes in stock returns. The research method uses a quantitative method from the LQ-45 company stock trading report, which is then processed using the SPSS IBM 20 statistical tool. The stages of the research method are First, the researcher uses sample data from the LQ-45 Company stock return report on January 2 2020-2023 from Indonesian Stock Exchange, Second, the researcher used domestic and foreign investor data from the Indonesian Stock Exchange website. Third, the researcher processed the research sample data using Multiple Regression Analysis with SPSS IBM 20.
Keywords: Domestic, Foreign, Investor, Shares, Risk, return.
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