Analisis Pengaruh Financial Leverage, Earning Per Share, Asset Growth dan Firm Size Terhadap Beta Saham pada Perusahaan Sektor Real Estate dan Property yang Terdaftar di Bursa Efek Indonesia Periode 2018-2022

Abstract

This study aims to determine the effect of financial leverage, earnings per share, asset growth and firm size on stock beta in real estate and property companies listed on the Indonesia Stock Exchange for the 2018-2022 period. The research sample was 18 companies in the real estate and property sector, using a purposive sampling technique. Data analysis method using multiple linear regression. The results of this research show that the financial leverage variable has no effect on stock beta, the earnings per share variable has a negative and significant effect on stock beta, the asset growth variable has a positive and significant effect on stock beta, and the firm variable has no effect on stock beta. Simultaneously, the variables financial leverage, earnings per share, asset growth and firm size influence stock beta.