The Influence of Liquidity Ratio, Profitability, Leverage and Market Ratio on Stock Return in Food and Beverage Sub-Sector Companies Listed on the Indonesia Stock Exchange

This research was conducted on the Indonesia Stock Exchange (IDX) with the title The effect of liquidity ratios, profitability, leverage and market ratios on Stock Returns in Food and Beverage Sub-Sector Companies Listed on the Indonesia Stock Exchange. Return is the goal of investors to invest in the capital market. Stock return is the reciprocal of investments made by investors or shareholders in the form of profits obtained from buying and selling shares in the capital market. In analyzing and selecting stocks, investors need relevant and adequate information through the company's financial statements.This study aims to determine the effect of liquidity ratios, profitability, leverage and market ratios on Stock Returns in Food and Beverage Sub-Sector Companies Listed on the Indonesia Stock Exchange with the object of research in the form of financial aspects in the sample company. The sample in this study were 13 companies obtained through purposive sampling method. The data used in this study is secondary data in the form of financial reports from 2017 to 2021 through the Indonesian stock exchange website. Data collection uses the documentation method. The data analysis technique used is Multiple Linear Regression Analysis. Based on hypothesis testing using the t test, it is concluded that the profitability ratio and market ratio variables have a positive effect on stock returns. while the leverage variable has a negative effect on Stock Return, while the liquidity ratio variable has no effect on Stock Return. Investors should pay attention and consider these ratios in making investments.