ANALISIS HUBUNGAN ANTARA BETA, STRUKTUR MODAL, UKURAN PERUSAHAAN DENGAN RETURNS SAHAM

Abstract

This research extends previous research In portofolio theory turns out that in
addition to beta stocks it turns out the size and the debtan be used as a measure of risk
of stock risk. This sudy was conducted to examine whether there are other factors
besides beta stock that affect returns.this research extends previous study in portfolio
theory describe that beta...
This study using two step model. First, this research use as 55 of sample of
publicfirms and listed in 2009 – 2013 within used a capital assets pricing models for
finding some value havea sigmificant positivebetha on 55 samples of public fimrs. This
research founds that 47 samples have a significant positive in betha.
Second, on this step method not use some 55 samples of publication firms but using of
47 samples of publication from first method. On second step method wants to know that
Debt Equity Ratio with common stock return have a relationship. Some values such as
betha and size used by control variables. This research found that Debt and common
stock return hava positive significants relationship.