THE INFLUENCE OF LIQUIDITY, PROFITABILITY AND SOLVENCY ON THE YIELD OF STOCK OF THE FOOD AND BEVERAGE SECTOR LISTED IN THE INDONESIA STOCK EXCHANGE (IDX)

Abstract

The purpose of this research is to find out the influence of liquidity, profitability, and solvency on the yield of the stock on food and beverage companies listed in the Indonesia Stock Exchange from 2015 through 2019. The indicators for the independent variable are the Current Ratio, Debt to Equity Ratio, and Return on Assets, and Stock Return indicator as to the dependent variable. The sample was selected using the purposive sampling method on the food and beverage companies listed in the Indonesia Stock Exchange from 2015 to 2019, obtained 13 stocks of food and beverage companies. The method of analysis used is the method of random effects in panel data regression with tools app Eviews version 9. The results indicate that the variable Debt to Equity Ratio, Return on Asset have a positive and significant effect on Stock Return. The Current Ratio has no significant effect on Stock Return.

Keywords: Current Ratio, Debt to equity ratio, Return on Asset, Stock Return