Detail Cantuman

ABSTRACT
Gusty Ningrum, 2017. The Effect of Systematic Risk and Profitability on Stock Return On Banking Companies Listed In Indonesia Stock Exchange. Guided by Muh. Jusuf Radja and Muhammad Syahrum. Department of financial management and banking. Management study program. Makassar High School of Economics (STIEM Bongaya Makassar).
This study aims to determine the effect of systematic risk and profitability on stock return either partially or jointly. This study used multiple regression analysis with 32 samples from the population that is from the financial statements of the banking sector status Badan Usaha Milik Negara (BUMN) for the period 2009-2016. Methods of data analysis using descriptive analysis, classical assumption test, multiple regression, t test, f test and coefficient of determination (R2).
The results of this study indicate that systematic risk (X1) and profitability (X2) do not have significant influence either partially or jointly to stock return (Y) in banking company Listed In Indonesia Stock Exchange with status of State Owned Enterprise (BUMN) ) Period 2009-2016. But on the analysis of multiple regression coefficient of systematic risk has a positive coefficient value means the higher the systematic risk the higher the stock return.
Keywords: Systematic Risk, Return on Assets, and Stock Return