Detail Cantuman

ABSTRACT
YUNI WULANDARI IRAWAN (2017). Factors Affecting Stock Return on Manufacturing Companies Listed on Indonesia Stock Exchange (guided by Masnama Tadjo and M. Idrus Stambul).
This Study Aims To Determine Effect Of Leverage And Company Characteristics To Systematic Risk of Stocks) In Mining Company In Indonesia Stock Exchange (BEI)
The sample of research used as many as 16 companies from 41 population in mining sector. The type of data used is secondary data of each mining company listed on the Indonesia Stock Exchange for 2 years ie 2014 and 2015. Sampling is done by saturated sampling. Data analysis using multiple regression analysis tool that preceded by classical assumption test consist of normality test, multicolinearity test, heteroscedasticity test, and Autocorrelation test. Hypothesis testing is done by using f test, t test and coefficient of determination (R2).
The results showed that the variable Leverage (DER) and Systematic risk of stocks have a not significant positive. While the Characteristics of the company (ROE) has an insignificant positive effect on Systematic risk of stocks of mining companies.
Keywords: Leverage (DER), Characteristics of the company (ROE), Systematic Risk of Stocks.