Journal articles: 'Return'

1

Blackshaw, Derek. "Recruit, retain, return." Nursing Standard 5, no. 36 (May 29, 1991): 54–55. http://dx.doi.org/10.7748/ns.5.36.54.s59.

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Song, Frank, James M. Buchanan, and Yong J. Yoon. "The Return to Increasing Returns." Southern Economic Journal 62, no. 1 (July 1995): 296. http://dx.doi.org/10.2307/1061417.

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Jiang, Xiaoquan. "Return dispersion and expected returns." Financial Markets and Portfolio Management 24, no. 2 (December 23, 2009): 107–35. http://dx.doi.org/10.1007/s11408-009-0122-1.

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Bahri, Yoga Mudofar, Kokom Komariah, and Dicky Jhoansyah. "Analisis Return On Asset Return On Equity Debt To Asset Ratio Debt To Equity Ratio Terhadap Return Saham (Study Pt. Xl Axiata Tbk Yang Terdaftar Di Bursa Efek Indonesia Periode 2014-2021)." Journal of Economic, Bussines and Accounting (COSTING) 7, no. 1 (September 17, 2023): 1735–45. http://dx.doi.org/10.31539/costing.v7i1.6850.

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This study aims to determine financial performance as measured by Debt to Asset Ratio (DAR), Debt to Equity (DER), Return On Assets (ROA), Retun On Equity (ROE) on Stock Returns at PT. XL Axiata Tbk which is listed on the Indonesia Stock Exchange for the 2014-2020 period. The sampling technique was purposive sampling, obtained by companies as research samples, namely: PT. XL Axiata Tbk for the 2014-2021 period. Data collected secondary data with descriptive and associative methods of quantitative approaches. Data analysis technique correlation analysis, analysis of the coefficient of determination, multiple linear analysis, testing the research model f test and testing research research t test with data processing using SPSS 25 software. The results showed that there was a relationship between the variable debt to asset ratio, debt to equity ratio, return on assets , return on equity on stock returns of 0.519 or 51.9% includes the criteria of a strong relationship, debt to asset ratio has a positive and not significant effect on stock returns of 1.416 debt to equity ratio has a positive and insignificant effect on stock returns of 0.042 return on assets has an effect negative and insignificant effect on stock returns of -39.662 return on equity has a positive effect and no significant effect on stock returns of 15.161 Keywords: Debt to Asset Ratio, Debt to Equity Ratio, Return On Assets, Return On Equity, and Return Saham

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Teles, Gilberto Mendonça, and Rebecca Marquis. "Eterno Retorno / Eternal Return." Sirena: poesia, arte y critica 2007, no. 2 (2007): 102–3. http://dx.doi.org/10.1353/sir.2007.0099.

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Lucas, Douglas J., Laurie S. Goodman, and Frank J. Fabozzi. "CDO Equity Returns and Return Correlation." Journal of Structured Finance 10, no. 2 (July 31, 2004): 42–53. http://dx.doi.org/10.3905/jsf.2004.426071.

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Ningsih, Wiwi Widya, and Novera Kristanti Maharani. "PENGARUH KEBIJAKAN DIVIDEN, RETURN ON ASSET DAN RETURN ON EQUITY TERHADAP RETURN SAHAM." PAPATUNG: Jurnal Ilmu Administrasi Publik, Pemerintahan dan Politik 5, no. 1 (March 10, 2022): 60–69. http://dx.doi.org/10.54783/japp.v5i1.509.

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This study aims to determine the effect of dividend policy and profitability on stock returns in the Consumer Goods industry company simultaneously and partially. This method uses quantitative methods, the analytical technique used is descriptive statistics, while hypothesis testing uses multiple linear regression analysis. The determination of the sample was carried out using the purposive sampling method in the Consumer Goods industry company for the 2016-2020 period. The results of this study indicate that simultaneously dividend policy, return on assets and return on equity have an effect on stock returns. Partially, only the dividend payout ratio has an effect on stock returns. Return on assets and return on equity partially have no effect on stock returns.

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Gambeta, Vaughn, and Roy Kwon. "Risk Return Trade-Off in Relaxed Risk Parity Portfolio Optimization." Journal of Risk and Financial Management 13, no. 10 (October 4, 2020): 237. http://dx.doi.org/10.3390/jrfm13100237.

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This paper formulates a relaxed risk parity optimization model to control the balance of risk parity violation against the total portfolio performance. Risk parity has been criticized as being overly conservative and it is improved by re-introducing the asset expected returns into the model and permitting the portfolio to violate the risk parity condition. This paper proposes the incorporation of an explicit target return goal with an intuitive target return approach into a second-order-cone model of a risk parity optimization. When the target return is greater than risk parity return, a violation to risk parity allocations occurs that is controlled using a computational construct to obtain near-risk parity portfolios to retain as much risk parity-like traits as possible. This model is used to demonstrate empirically that higher returns can be achieved than risk parity without the risk contributions deviating dramatically from the risk parity allocations. Furthermore, this study reveals that the relaxed risk parity model exhibits advantageous traits of robustness to expected returns, which should not deter the use of expected returns in risk parity model.

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Almira, Ni Putu Alma Kalya, and Ni Luh Putu Wiagustini. "RETURN ON ASSET, RETURN ON EQUITY, DAN EARNING PER SHARE BERPENGARUH TERHADAP RETURN SAHAM." E-Jurnal Manajemen Universitas Udayana 9, no. 3 (March 3, 2020): 1069. http://dx.doi.org/10.24843/ejmunud.2020.v09.i03.p13.

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This study aims to determine the effect of Return on Assets, Return on Equity, and Earning Per share on stock returns in the Food and Baverage companies on the Indonesia Stock Exchange in the period 2015-2018. The population used in this study is the Food and Baverages Sub-sector company. This study uses saturated sampling (census) with a total sample of 13 companies. Multiple linear regression is a method used to analyze the data in this study. The results showed that Return on Assets, Return on Equity and Earning per Share had a significant positive effect on stock returns. Keywords: Return on Asset, Return on Equity, Stock Return, Dan Earning Per Share

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10

Sanz, Lucía Alonso. "Deconstructing Hirsi: The Return of Hot Returns." European Constitutional Law Review 17, no. 2 (June 2021): 335–52. http://dx.doi.org/10.1017/s1574019621000213.

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11

Gray, William S. "Historical Returns, Inflation and Future Return Expectations." Financial Analysts Journal 49, no. 4 (July 1993): 35–45. http://dx.doi.org/10.2469/faj.v49.n4.35.

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12

Smith, Meredith L. "Return to Sender? Analyzing Approval Plan Returns." Acquisitions Librarian 8, no. 16 (December 15, 1996): 37–49. http://dx.doi.org/10.1300/j101v08n16_05.

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13

Huang, Wei, Qianqiu Liu, S. Ghon Rhee, and Liang Zhang. "Return Reversals, Idiosyncratic Risk, and Expected Returns." Review of Financial Studies 23, no. 1 (March 25, 2009): 147–68. http://dx.doi.org/10.1093/rfs/hhp015.

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14

Harris, Lloyd C. "Fraudulent consumer returns: exploiting retailers' return policies." European Journal of Marketing 44, no. 6 (June 2010): 730–47. http://dx.doi.org/10.1108/03090561011032694.

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15

Rachmawati, Windasari, Naufal Ulya, and Abdul Karim. "Effect of Return On Assets, Return On Equity, and Current Ratio on Stock Returns." Economics and Business Solutions Journal 7, no. 2 (November 3, 2023): 73. http://dx.doi.org/10.26623/ebsj.v7i2.7383.

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The performance of a financial company can affect stock prices where stock prices sometimes experience increases and decreases. The stock price is very influential on stock returns for investors. This study aims to analyze the effect of the independent variables on the dependent variable. The independent variables in this study are Return On Assets, Return On Equity, and Current Ratio. While the dependent variable in this study is stock returns. The population in this study are food and beverage sub-sector manufacturing companies listed on the Indonesia Stock Exchange in 2018-2021. The sample selection in this study used a purposive sampling method and obtained a sample of 27 based on certain criteria. The data analysis technique used is multiple linear regression analysis using SPSS 22. The result of this study is significance value of the variabel Return On Assets is 0,099 > 0,05, variable Return On Equity is 0,950 > 0,05, and variable Current Ratio is 0,153, so hyphotesis is rejected. The conclusion of this study that Return On Assets, Return On Equity, and Current Ratio have no significant effect on stock returns.Keywords : Return On Assets, Return On Equity, Current Ratio, stock returns.

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16

Sari, Widya Intan. "Analisis Pengaruh Inflasi, Suku Bunga SBI, Nilai Tukar Terhadap Return LQ 45 dan Dampaknya Terhadap Indeks Harga Saham Gabungan (IHSG) di Bursa Efek Indonesia (BEI)." Jurnal SEKURITAS (Saham, Ekonomi, Keuangan dan Investasi) 3, no. 1 (September 23, 2019): 65. http://dx.doi.org/10.32493/skt.v3i1.3263.

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IHSG merupakan cerminan dari kegiatan pasar modal secara umum. Peningkatan IHSG menunjukkan kondisi pasar modal sedang bullish, sebaliknya jika menurun menunjukkan kondisi pasar modal sedang bearish. Kejadian tersebut dipengaruhi oleh beberapa faktor baik mikro maupun makroekonomi. Diantara faktor makroekonomi yang mempunyai peranan penting dalam pergerakan IHSG adalah Inflasi, Suku Bunga SBI, Nilai Tukar dan Retun LQ 45 yang penulis gunakan sebagai objek penelitian. Penelitian ini bertujuan Untuk mengetahui pengaruh Inflasi terhadap Returm LQ 45, mengetahui pengaruh Suku Bunga SBI terhadap Return LQ 45, untuk mengetahui Nilai Tukar terhadap Return LQ 45, untuk mengetahui pengaruh Inflasi, Suku Bunga SBI dan Nilai tukar terhadap Return LQ 45 dan untuk mengetahui pengaruh Inflasi, Suku Bunga SBI dan Nilai tukar terhadap Return LQ 45 dan dampaknya terhadap Indeks Harga Saham Gabungan (IHSG).

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Darsyah, Rahmawan, Hari Sukarno, and Elok Sri Utami. "LQ45 Share Return Determinants In Indonesia." International Journal of Scientific Research and Management 8, no. 12 (December 20, 2020): 2049–57. http://dx.doi.org/10.18535/ijsrm/v7i12.em05.

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Return is the result obtained from investment. Returns can be in the form of realized returns that have occurred or expected returns that have not occurred but are expected to occur in the future. Return realization (realized return) is the return that has occurred. Realized return is calculated based on historical data. Return realization is important because it is used as a measure of the company's performance. This return history is also useful as a basis for determining the expected return and risk in the future. Expected return is the return expected by investors in the future. In contrast to realized returns which have already occurred, expected returns have not yet occurred. The performance measurement was also carried out at the LQ45 company. In general, this study aims to synthesize whether the current ratio, equity ratio, dividend payout ratio, dividend yield, earnings per share, price book value, return on assets and total asset turnover are partially determinants of stock return variability. The population in this study were non-banking companies included in the LQ45 according to a circular number: Peng-00028 / BEI.OPP / 01-2018 dated January 25, 2018. Non-bank companies were chosen because the types of products produced were not in the form of services. Hypothesis testing uses multiple linear regression analysis test tools. After analyzing the data, several conclusions can be drawn, namely: only the current ratio, equity ratio, dividend payout ratio, dividend yield, return on assets and total asset turnover partially determine stock returns

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18

Rosyadi, Agi, and Yuyun Yuniasih. "PENGARUH NON PERFORMING LOAN TERHADAP RETURN ON ASSET (Survey pada PT Bank Negara Indonesia (Persero) Tbk)." BanKu: Jurnal Perbankan dan Keuangan 1, no. 1 (March 3, 2020): 1–8. http://dx.doi.org/10.37058/banku.v1i1.1510.

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ABSTRACTThe purpose of this study was to determine and analyze Non-Performing Loans and Returns on Assets and the magnitude of the influence of Non-Performing Loans on Return On Assets at PT Bank Negara Indonesia (Persero) Tbk period 2007-2017. The research approach uses a quantitative approach with explanatory methods. The sampling technique uses purposive sampling with time series analysis using secondary data, namely the financial statements of PT Bank Negara Indonesia (Persero) Tbk for the period 2007-2017. The statistical analysis technique used is simple linear regression through the classical assumption test. The results showed the relationship between variables having closeness with a very low level of relationship. Based on the analysis, the condition of Non-Performing Loans and Returns on Assets in PT Bank Negara Indonesia (Persero) Tbk 2007-2017 period tends to fluctuate. The amount of contribution of the influence of Non Performing Loans on Return On Assets at PT BNI (Persero) Tbk amounted to 37.30%. From the results of hypothesis testing it can be concluded that there is no significant influence of Non Performing Loans on Return On Assets at PT BNI (Persero) Tbk for the period 2007-2017.Keywords: non performing loan; retun on asset.ABSTRAKTujuan penelitian ini adalah untuk mengetahui dan menganalisis Non Performing Loan dan Retun on Asset serta besarnya pengaruh Non Performing Loan terhadap Return On Asset pada PT Bank Negara Indonesia (Persero) Tbk periode 2007-2017. Pendekatan penelitian menggunakan pendekatan kuantitatif dengan metode eksplanatory. Teknik pengambilan sampel menggunakan purposive sampling dengan analisis time series menggunakan data sekunder yaitu laporan keuangan PT Bank Negara Indonesia (Persero) Tbk periode 2007-2017. Teknik analisis statistik yang digunakan adalah regresi linier sederhana dengan melalui uji asumsi klasik. Hasil penelitian menunjukkan hubungan antara variabel memeliki keeratan dengan tingkat hubungan yang sangat rendah. Berdasarkan hasil analisis, kondisiNon Performing Loan dan Retun on Asset pada PT Bank Negara Indonesia (Persero) Tbk Periode 2007-2017 cenderung mengalami fluktuatif. Besarnya kontribusi pengaruh Non Performing Loan terhadap Return On Asset pada PT BNI (Persero) Tbk sebesar 37.30%. Dari hasil pengujian hipotesis dapat disimpulkan bahwa tidak terdapat pengaruh signifikan Non Performing Loan terhadap Return On Asset pada PT BNI (Persero) Tbk periode 2007-2017. Kata Kunci: non performing loan; retun on asset.

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19

Hasanudin, Hasanudin. "Current Ratio, Debt to Equity Ratio, dan Return on Asset terhadap Return Saham." Journal of Management and Bussines (JOMB) 4, no. 1 (June 30, 2022): 578–93. http://dx.doi.org/10.31539/jomb.v4i1.3713.

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This study aims to determine the effect of Current Ratio, Debt to Equity Ratio, and Return On Assets on Stock Returns in telecommunication services sub-sector companies listed on the Indonesia Stock Exchange in 2017-2021. This research method is descriptive quantitative. This data source uses secondary data in the form of financial statements from each of the telecommunications services sub-sector companies from 2017-2021. The method used in this study is multiple linear regression using the EVIEWS 9 application. The results show, Current Ratio (CR) has a positive and insignificant effect on stock returns, Debt to Equity Ratio (DER) has a negative and insignificant effect on stock returns, and Return on Assets (ROA) has a negative and insignificant effect on Stock Return. Conclusions, a) the size of the Current Ratio does not necessarily produce a high return, b) the company experiences a decrease in the value of the company if there is an increase in debt in the company; c) changes in the value of return on assets will give a negative contribution to stock returns. However, if ROA increases, the company will get a low share return contribution or vice versa, a smaller change in the value of return on assets will have an impact on higher stock returns. Keywords: Current Ratio, Debt to Equity Ratio, Return on Assets, Stock Return

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Senohadi, Venni Suryani, and Perminas Pangeran. "PENGARUH NILAI BUKU, ECONOMIC VALUE ADDED, DAN RETURN ON ASSET TERHADAP RETURN SAHAM." Jurnal Riset Manajemen dan Bisnis 9, no. 2 (December 2, 2014): 143. http://dx.doi.org/10.21460/jrmb.2014.92.99.

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This study aimed to examine the effect of the financial performance on banking’s stock return. The study was conducted on 22 banking companies listed in Indonesia Stock Exchange for the period of 2007 to 2009. The results showed that the Return on Assets (ROA) has a positive impact on stock returns. Likewise, Economic Value Added (EVA) has a positive effect on stock returns. Nevertheless, book value (BV) has no effect on stock returns Keywords: Stock Return, Economic Value Added, Return on Assets, Book Value.

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21

Lingga, Doan Siscus Kaldianto, and Junius Tirok. "EMPIRICAL STUDIES ON EVA AND PROFITABILITY RATIOS ASSOCIATION WITH ANNUAL STOCK RETURN FOR INDONESIA COMPANIES." Journal of Applied Finance & Accounting 4, no. 2 (June 30, 2012): 95–111. http://dx.doi.org/10.21512/jafa.v4i2.283.

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This research analyzes the influence of Economic Value Added (EVA) and profitability ratios measurement on Indonesian public companies stock returns. The companies are firms that are listed in the Indonesia Stock Exchange (IDX) and that take part in the LQ45 group. The profitability ratios that are used in this research are profit margin (PM), return on sales (ROS), return on equity (ROE), and return on assets (ROA). The aim of this research is to prove the claim that EVA is associated more with company annual stock return rather than profitability ratios. The methodology that is used in this research is a multiple regression test to measure the significance between EVA, profit margin (PM), return on sales (ROS), return on equity (ROE), and return on assets (ROA) with the company annual stock returns. The research result shows that in the end the research prove that EVA does not influence profitability ratios in association with company stock returns. The evidence indicates that profitability ratios are closely associated with company stock returns with the highest significance. More specificly, return on equity (ROE) is the most associated profitability ratio with stock returns followed by return on assets (ROA).

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22

Hasanudin, H. "Analysis of the Effect of Sales Growth, Inventory Turnover and Growth Opportunities on Profitability and Stock Return." ATESTASI : Jurnal Ilmiah Akuntansi 4, no. 2 (November 21, 2021): 282–90. http://dx.doi.org/10.33096/atestasi.v4i2.837.

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This study aims to determine the effect of sales growth, inventory turnover, and growth opportunities on profitability and stock returns in manufacturing companies in the fast-moving consumer goods sub-sector. For the independent variables, sales growth (X1), inventory turnover (X2), and growth opportunities (X3). The dependent variable is the return on assets (Y1), return on equity (Y2), and stock returns (Y3). The analytical method used is descriptive analysis with Structural Equation Model (SEM) using the financial statements of six fast-moving consumer goods sub-sector manufacturing companies from 2014 – 2018. This study finds that Sales Growth has a positive but not significant effect on Return on Assets. Return on Equity and Stock Return of the company. Inventory Turnover has a positive impact on Return on Assets and Return on Equity of the company, while Inventory Turnover does not affect Stock Return. And Growth Opportunities have a negative influence on Return on Assets, Return on Equity, and Stock Returns.

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Huang, Yin-Yin, I.-Fei Chen, Chien-Liang Chiu, and Ruey-Chyn Tsaur. "Adjustable Security Proportions in the Fuzzy Portfolio Selection under Guaranteed Return Rates." Mathematics 9, no. 23 (November 25, 2021): 3026. http://dx.doi.org/10.3390/math9233026.

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Based on the concept of high returns as the preference to low returns, this study discusses the adjustable security proportion for excess investment and shortage investment based on the selected guaranteed return rates in a fuzzy environment, in which the return rates for selected securities are characterized by fuzzy variables. We suppose some securities are for excess investment because their return rates are higher than the guaranteed return rates, and the other securities whose return rates are lower than the guaranteed return rates are considered for shortage investment. Then, we solve the proposed expected fuzzy returns by the concept of possibility theory, where fuzzy returns are quantified by possibilistic mean and risks are measured by possibilistic variance, and then we use linear programming model to maximize the expected value of a portfolio’s return under investment risk constraints. Finally, we illustrate two numerical examples to show that the expected return rate under a lower guaranteed return rate is better than a higher guaranteed return rates in different levels of investment risks. In shortage investments, the investment proportion for the selected securities are almost zero under higher investment risks, whereas the portfolio is constructed from those securities in excess investments.

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24

Rüzgar, M. Emir. "To Return, or Not to Return, That is the Question." Journal of Qualitative Research in Education 8, no. 4 (September 30, 2020): 1–36. http://dx.doi.org/10.14689/issn.2148-2624.8c.4s.2m.

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25

Prasetyo, Yogi Agung, and Desta Rizky Kusuma. "PENGARUH RASIO KEUANGAN TERHADAP PERUBAHAN RETURN SAHAM PADA PERUSAHAAN PERKEBUNAN YANG TERDAFTAR DI BURSA EFEK INDONESIA." Jurnal Fokus Manajemen Bisnis 7, no. 2 (February 13, 2020): 168. http://dx.doi.org/10.12928/fokus.v7i2.1745.

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This study aimed to examine the effect of financial ratios on changes in stock returns in 2010-2014. Objects of this study are plantation company listed on the Indonesia Stock Exchange. The sampling technique used purposive sampling method while data analyst method used multiple linear regression. The results showed that the variable of Total Asset Turnover (TAT) and Return On Assets (ROA) has positive effect on changes in stock return, while variable Current Ratio (CR), Debt to Equity Ratio (DER) and Price Earning Ratio (PER) has no effect on retun stock.

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Tambunan, Ronia. "PENGARUH KEBIJAKAN DIVIDEN DAN RETURN ON EQUTY TERHADAP RETURN SAHAM." Journal Economic Insights 3, no. 1 (January 31, 2024): 27–36. http://dx.doi.org/10.51792/jei.v3i1.100.

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Abstract: This research aims to empirically determine the company's performance on stock returns. The selected company performance indicators are dividend policy, return on equity. The research period is from 2019 – 2022 manufacturing companies listed on the Indonesia Stock Exchange (BEI). This research was conducted using qualitative descriptive analysis methods. The population of this study includes all manufacturing companies listed on the Indonesian Stock Exchange. The sampling technique used was Purposive Sampling. The research population data was 100 companies and a sample of 25 companies was obtained. The analysis technique used is multiple linear regression, correlation coefficient, determination and t test. Data analysis was used using SPSS 19 statistical software. The research results showed that (1) dividend policy had a significant effect on stock returns, (2) return on equity had a significant effect on stock returns. Keywords: Dividend policy, return on equity, stock return. Abstrak : Penelitian ini bertujuan untuk mengetahui secara empiris kinerja perusahaan terhadap return saham. Indikator kinerja perusahaan yang dipilih adalah kebijakan dividen, return on equity. Periode penelitian adalah dari tahun 2019 – 2022 perusahaan manufaktur yang terdaftar di Bursa Efek Indonesia (BEI). Penelitian ini dilakukan dengan menggunakan metode analisis deskriptif kualitatif. Populasi penelitian ini meliputi semua perusahaan manufaktur yang terdaftar di Bursa Efek Indonesia. Teknik pengambilan sampel yang digunakan adalah Purposive Sampling. Data populasi penelitian sebanyak 100 perusahaan dan diperoleh sampel sebanyak 25 perusahaan. Teknik analisis yang digunakan adalah regresi linier berganda, koefisien korelasi, determinasi dan uji t. Analisis data digunakan dengan menggunakan bantuan software statistic SPSS 19. Hasil penelitian menunjukkan bahwa (1) kebijakan dividen berpengaruh signifikan terhadap return saham, (2) return on equity berpengaruh signifikan terhadap return saham. Kata Kunci: Kebijakan dividen, return on equity, return saham.

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Lamichhane, Sabina, and Sarina Rai. "Dividends, earnings and stock prices: a case of Nepalese insurance companies." Nepalese Journal of Insurance and Social Security 4, no. 1 (December 31, 2021): 73–86. http://dx.doi.org/10.3126/njiss.v4i1.42362.

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The study examines the relationship among dividends, earnings and stock prices of Nepalese insurance companies. Market price per share and stock return are the dependent variables. The independent variables are earning per share, dividend per share, dividend payout ratio, PE ratio, return on assets and return on equity. This study is based on secondary data of 15 insurance companies with 105 observations for the period of 2011/12 to 2017/18. The data were collected from the annual reports of the selected insurance companies. The regression models are estimated to test the significance and importance of dividends, earnings and stock prices in Nepalese insurance companies. The result shows that earning per share has a positive impact on market price per share and stock returns. It reveals that increase in earnings per share leads to increase in market price per share and stock returns. Similarly, PE ratio has a positive impact on market price per share and stock returns. It shows that increase in PE ratio leads to increase in market price per share and stock returns. Likewise, return on equity has a positive impact on market price per share and stock returns. Similarly, higher the return on equity, higher would be the market price per share and stock returns. The result also shows that dividend per share has a positive impact on market price per share. It indicates that increase in dividend per share leads to increase in market price per share. Similarly, dividend payout ratio has a positive impact on market price per share. It shows that increase in dividend payout ratio leads to increase in market price per share. Likewise, return on assets has a positive impact on stock return. It shows that higher the return on assets, higher would be the stock returns. However, dividend payout ratio has negative impact on stock return which reveals that higher the dividend payout ratio lower would be the stock return. Likewise, dividend per share has a negative impact on stock return which reveals that higher the dividend per share lower would be the stock return. Similarly, return on assets has negative impact on market price per share which reveals that higher the return on assets lower would be the market price per share.

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Yunawati, Sri. "Analisis Abnormal Return Disekitar Tanggal Pengumuman Stock Split." Gorontalo Accounting Journal 2, no. 2 (October 19, 2019): 77. http://dx.doi.org/10.32662/gaj.v2i2.642.

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The purpose of this study is to prove how the effect of the stock split on abnormal returns and whether there are differences in average abnormal returns before and after the stock split. This research was conducted at a company that conducted a stock split which was listed on the Indonesia Stock Exchange in 2017. The method used by a statistical test is one sample t-test (t-test for one sample) at a significance level of a = 5%. Research results show that there is no significant abnormal return when the stock split. And the tests performed on abnormal return averages before and after the stock split using paired sample t-test (t-test for two paired samples) showed that there were no significant differences in the average abnormal return before and after the stock split. Tujuan penelitian ini adalah untuk membuktikan bagaimana pengaruh stock split terhadap abnormal return dan apakah terdapat perbedaan rata-rata abnormal return sebelum dan setelah stock split. Penelitian ini dilakukan pada perusahaan yang melakukan pemecahan saham yang terdaftar di Bursa Efek Indonesia tahun 2017. Metode yang digunakan dengan uji statistik one sampel t-test (uji t untuk satu sampel) pada tingkat signifikansi a =5%. Hasil Penelitian menunjukkan bahwa tidak terdapat abnormal retum yang signifikan pada saat stock split. Dan pengujian yang dilakukan terhadap rata-rata abnormal retun sebelum dan setelah stock split dengan menggunakan paired sample t test (uji t untuk dua sampel berpasangan) diperoleh hasil bahwa tidak terdapat perbedaan yang signifikan pada rata-rata abnormal return sebelum dan sesudah stock split.

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29

Liu, Huixin, and Feng Du. "Research on E-Commerce Platforms’ Return Policies Considering Consumers Abusing Return Policies." Sustainability 15, no. 18 (September 20, 2023): 13938. http://dx.doi.org/10.3390/su151813938.

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Currently, major e-commerce platforms are competing to improve their return services, while merchants are suffering from consumers abusing return policies. We developed a dual oligopoly model consisting of two e-commerce platforms, one offering a lenient return policy and the other enforcing a stringent one, to investigate the effectiveness of lenient return policies in the presence of opportunistic consumers. We examine the impact of the proportion of opportunistic consumers, cross-network effects, gains from dishonest returns, and penalties on the scale of users and profits for both platforms. The findings indicate that: (1) As the proportion of opportunistic consumers increases, multi-homing merchants tend to be single-homing on a platform with a stringent return policy. This reduces the number of consumers on a platform with a lenient return policy and lowers the platform’s profit. Moreover, increased gains from dishonest returns worsen the situation. (2) Network effects on merchants from the consumer side significantly affect the effectiveness of lenient return policies. (3) Enforcement of penalties for dishonest returns could prevent an exodus of consumers and merchants from platforms that offer lenient return policies. However, it does not raise profits. In other words, its impact on the success of lenient return policies is limited.

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Shi, Song, Guilin Liu, and Ping Shi. "Choice and Influence of Return Policy and Remanufacture in a Dual-Channel Supply Chain." Discrete Dynamics in Nature and Society 2022 (September 27, 2022): 1–21. http://dx.doi.org/10.1155/2022/6859282.

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To investigate the choice of return strategy and its impact on a dual-channel supply chain, a game model is constructed to analyze the equilibrium outcomes of five scenarios: no returns allowed, refunds without returns, returns allowed but no return shipping insurance, returns allowed and return shipping insurance purchased by the manufacturer, and returns allowed and return shipping insurance purchased by the consumer. The study found that manufacturers offering refund policies generate more sales in the direct online channel, while retailers choose to reduce the retail price of their products. It is important to note that price reductions by retailers have a very limited effect and do not lead to an increase in sales in the retail channel. Manufacturers offering refund policies will inevitably infringe on retailers’ profits, and the variability of manufacturers’ profits depends on the residual value of returned products. Manufacturers should decide whether to offer a refund policy in online direct sales channels based on the residual value of the returned product; otherwise, the action would be detrimental to themselves. The price of direct online sales is the same whether the manufacturer buys the return shipping insurance or the consumer buys the return shipping insurance, but when the return shipping insurance is bought by the consumer, sales are higher in the direct online channel and lower in the retail channel. When the return shipping cost reimbursement received after purchasing return shipping insurance is low, it should be purchased by the manufacturer, and when the return shipping cost reimbursement received after purchasing return shipping insurance is high, it will be better for the consumer to purchase return shipping insurance.

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Clifford, Christopher, Bradford Jordan, and Timothy Brandon Riley. "Do Absolute-Return Mutual Funds Have Absolute Returns?" Journal of Investing 22, no. 4 (November 30, 2013): 23–40. http://dx.doi.org/10.3905/joi.2013.22.4.023.

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Shaw, Frances, Fergal O’Brien, and Finbarr Murphy. "European Corporate Credit Returns: A Risk Return Analysis." International Review of Business Research Papers 11, no. 1 (March 2015): 11–24. http://dx.doi.org/10.21102/irbrp.2015.03.111.02.

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Marston, Felicia, and Robert S. Harris. "Risk and Return: A Revisit Using Expected Returns." Financial Review 28, no. 1 (February 1993): 117–37. http://dx.doi.org/10.1111/j.1540-6288.1993.tb01341.x.

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Docherty, Paul, and Gareth Hurst. "Return dispersion and conditional momentum returns: International evidence." Pacific-Basin Finance Journal 50 (September 2018): 263–78. http://dx.doi.org/10.1016/j.pacfin.2016.10.004.

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Burch, Greg, Steven Walters, Vanessa Jessop, and Lisa Somers. "WHAT IS THE RETURN ON YOUR UNPLANNED RETURNS?" Emergency Medicine Journal 31, no. 9 (August 14, 2014): 784.2–784. http://dx.doi.org/10.1136/emermed-2014-204221.17.

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Pan, Ming-Shiun. "Autocorrelation, return horizons, and momentum in stock returns." Journal of Economics and Finance 34, no. 3 (December 25, 2008): 284–300. http://dx.doi.org/10.1007/s12197-008-9072-0.

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Li, Huiqiang. "Can Intraday Return Reversals Predict Future Stock Returns?" Frontiers in Business, Economics and Management 13, no. 3 (March 5, 2024): 263–70. http://dx.doi.org/10.54097/6c5gq238.

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Based on the research of the US stock market, it is found that the fierce long-short battle between heterogeneous investors with different views is manifested as the high-frequency inversion between overnight returns and daytime returns over a period of time. This kind of long-short battle has an impact on asset prices over time, resulting in pricing anomaly on a cross-section. Based on the research of A-share market, this paper finds that after controlling the characteristics of scale, book-to-market ratio, reversal effect, profitability, turnover rate, etc., the abnormal frequency of opening high and closing low (AB_NR) is significantly positively correlated with the future return of stocks. The hedge portfolio constructed according to AB_NR has excess returns in time series (opening high and closing low anomaly) which cannot be explained by the existing asset pricing model. Further testing shows that the anomaly is significant in the period of high arbitrage cost and high investor sentiment. The empirical results show that the anomaly is due to mispricing rather than risk premium.

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Gurrib, Ikhlaas, Firuz Kamalov, and Elgilani E. Alshareif. "High Frequency Return and Risk Patterns in U.S. Sector ETFs during COVID-19." International Journal of Energy Economics and Policy 12, no. 5 (September 27, 2022): 441–56. http://dx.doi.org/10.32479/ijeep.13030.

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This study investigates intraday patterns in the eleven sectors of the United States (U.S.). Key contributions are (i) risk and return patterns at specific trading periods on the New York Stock Exchange (NYSE), (ii) whether a specific day return model can predict the next 15-minute positive return, and (iii) the impact of the first vaccination rollout in the U.S. on intraday Exchange-Traded-Funds (ETF) returns. Time-dependent regressions capture risk and return relationships, decision trees in machine learning compare return models, and impulse responses capture the effect of the 2019 coronavirus (COVID-19) vaccine rollout in U.S. 15-minute Standard & Poor’s Depository Receipts (SPDR) Select Sector ETF data is used over 12th March 2020-23rd February 2021. Findings support sector ETF returns fluctuate the most in the first and last 15 minutes. Average returns in the first 15 minutes are the highest, converging to near zero as the trading session continues. Overnight returns contribute the most to volatility. U-shaped patterns into both return and risk exist, especially on Mondays. Mondays and Fridays have the most significant positive returns 15 minutes after the open. Prediction scores using an all-return model were superior to any specific day return model. The first vaccination rollout has a positive effect only in energy, technology, and financial sector ETFs, however with a short-lasting effect on ETFs returns.

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Sharma, Gagandeep, Divya Sharma, and Shreshtha Singh. "Efficiency and Performance of Top Indian Pharmaceutical Firms: A Comparative Analysis." Edumania-An International Multidisciplinary Journal 02, no. 02 (April 1, 2024): 165–74. http://dx.doi.org/10.59231/edumania/9045.

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The Indian pharmaceutical industry has made significant strides in the past five decades and is an important contributor to the provision of quality healthcare services in any economy. This paper studies the efficiency of selected top ten pharmaceutical companies by applying Data Envelopment Analysis (DEA) under constant return to scale (CRS) model and variable returns t ale (VRS) model. The inputs used in the study are assets, salaries, and wages. The outputs used are Return on Asset, and Net Profits. The study found Divis Laboratories and Sun Pharma to be most efficient under CRS and Sun Pharma was found to be most efficient under VRS models during 2019 – 2023. Seven pharmaceutical companies were working under Increasing returns to scale, two were working under constant returns to scale and one was performing under decreasing returns to scale. Return on assets, Net Profit margin and Return on Capital Employed Ratio were used to study financial performance of the pharmaceutical companies. Abbot India had the highest return on assets (17.948%). Divis Labs had the highest Net Profit Margin (27.76%). Mankind Pharma led in Return on Capital Employed (27.524%), This result further adds to the result provided by DEA. Companies found to be efficient by DEA were found to have high performance standards. Also, through the regression analysis the impact of variables Return on Capital Employed (ROCE) and Net profits margin (NPM) on Return on Asset (ROA) was studied. Returns on Assets (ROA) are 93.6% dependent on Net profits margin and Return on Capital Employed. There is significant (p-value = 0.000) relationship between Return on Asset (ROA), Net profits margin (NPM) and Return on Capital Employed (ROCE).

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Setianingsih, Ailia, Raden Irna Afriani, and Emil Dahlia Wiguna. "PENGARUH DEBT TO EQUITY RATIO, RETURN ON INVESTMENT DAN KEBIJAKAN DEVIDEN SEBAGAI VARIABEL MODERATING TERHADAP RETURN SAHAM." Jurnal Revenue : Jurnal Ilmiah Akuntansi 1, no. 2 (February 28, 2021): 243–53. http://dx.doi.org/10.46306/rev.v1i2.29.

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Financial ratios provide information about a company's financial performance and are used as a basis for valuing company stocks that are able to provide high rates of return. The purpose of this study is to determine the effect of debt to equy ratio on stock returns, the effect of return on investment on stock returns, whether dividend policy is able to moderate the relationship between debt to equity ratio on stock returns, and find out whether dividend policy is able to moderate the relationship between return on investment on stock returns This research uses quantitative methods. The research sample was taken from 8 property and real estate subsector companies listed on the Indonesia Stock Exchange in 2015-2019, using 8 purposive sampling techniques. Data collection techniques in this study using secondary data using literature study and documentation. The results of the study are the debt to equity ratio does not significantly influence the stock return with tcount of 0.638 and ttable of 2.026 (0.638 <2.026) with a significance level of 0.528> 0.05. Return on investment does not significantly influence stock returns with a tcount of 1.827 and a table of 2.026 (1.827 <2.026) with a significance level of 0.076> 0.05. Dividend policy is not able to significantly moderate the effect of debt to equity ratio on stock returns. This is indicated by the Rsquare value of the interaction between dividend policy and debt to equity ratio, the results obtained by 0.074 with a significance value of 0.454> 0.05. Dividend policy is not able to significantly moderate the effect of return on investment on stock returns. This is indicated by the Rsquare value of the interaction between dividend policy and return on investment obtained a result of 0.177 with a significance value of 0.355> 0.05. The conclusion in this study is the debt to equity ratio and return on investment does not significantly influence stock returns and dividend policy is not able to significantly moderate the effect of debt to equity ratio and return on investment on stock returns. Keywords: Debt to Equity Ratio, Return On Investment, Dividend Policy, Stock Return

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Demirer, Riza, Rangan Gupta, Zhihui Lv, and Wing-Keung Wong. "Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests." Sustainability 11, no. 2 (January 11, 2019): 351. http://dx.doi.org/10.3390/su11020351.

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We employ bivariate and multivariate nonlinear causality tests to document causality from equity return dispersion to stock market volatility and excess returns, even after controlling for the state of the economy. Expansionary (contractionary) market states are associated with a low (high) level of equity return dispersion, indicating asymmetries in the relationship between return dispersion and economic conditions. Our findings indicate that both return dispersion and business conditions are valid joint forecasters of stock market volatility and excess returns and that return dispersion possesses incremental information regarding future stock return dynamics beyond that which can be explained by the state of the economy.

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Blitz, Brad K., Rosemary Sales, and Lisa Marzano. "Non-Voluntary Return? The Politics of Return to Afghanistan." Political Studies 53, no. 1 (March 2005): 182–200. http://dx.doi.org/10.1111/j.1467-9248.2005.00523.x.

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The forced removal of 35 Afghan nationals from the UK in April 2003 calls into question the viability of the government's voluntary repatriation schemes and undermines the voluntary nature of return programmes. This article draws on the results of research conducted in 2002 to explore the views of the Afghan community about return. We evaluate three motivations for promoting return programmes: justice-based arguments, where return is the ‘end of the refugee cycle’; human capital explanations, which focus on individual decisions to reverse the effects of brain-drain; and burden-relieving explanations, where return is an alternative to repatriation. Our findings suggest that domestic interest based arguments, rather than those founded on the protection of human rights, are driving the policy-making agenda. Returns are portrayed as a means of relieving the burden on welfare services, and placating an increasingly anti-immigrant public opinion. As well as individuals forcibly removed from Britain, other Afghans are being urged to return by means of financial inducements, and sometimes under the threat of repatriation. In this context, we can discern a new category of ‘non-voluntary’ returns where individual choice has little real meaning.

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Devita, Hety, and Nerissa Arviana. "Determinants Of Financial Performance To Stock Return." International Journal of Educational Research & Social Sciences 4, no. 2 (April 19, 2023): 264–69. http://dx.doi.org/10.51601/ijersc.v4i2.625.

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This study aims to examine the effect of return on assets (X1), return on equity (X2), and earnings per share (X3) on stock returns (Y) in automotive sub-sector manufacturing companies listed on the Indonesia Stock Exchange for the 2016-2021 period.The population used in this study is a manufacturing company in the automotive sub-sector. This study uses saturated sampling (Census) with a total sample of 7 companies.The data analysis technique in this study uses descriptive analysis, classical assumption analysis, multiple linear regression analysis, with hypothesis testing using -t test and F test.The results of the study show that: (1) partially the return on asset (X1) variable has a positive and significant effect on stock returns. (2) partially the return on equity variable (X2) has a negative and significant effect on stock returns. (3) partially the earning per share (X3) variable has no positive and insignificant effect on stock returns. (4) Simultaneously, the return on assets (X1), return on equity (X2) and earnings per share (X3) variables have a positive and significant effect on stock returns.

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Fatiha Royyani and Lasmanah. "Pengaruh Return on Asset (ROA) terhadap Return Saham dengan Dividend Payout Ratio (DPR) sebagai Variabel Moderasi pada Perusahaan yang Terdaftar di Indeks Investor33 Periode 2016-2022." Bandung Conference Series: Business and Management 4, no. 1 (February 29, 2024): 848–58. http://dx.doi.org/10.29313/bcsbm.v4i1.12103.

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Abstract. This research was conducted with the aim of testing whether there is an effect of Return On Assets (ROA) on stock returns moderated by the Dividend Payout Ratio (DPR) variable in companies listed on the investor index33. The method used in this study is a verification method with quantitative data obtained from the analysis of the company's financial statements. The population consisted of 47 companies belonging to the investor index33 during the study period and used the purposive sampling method as a sampling technique so that 40 companies were found that matched the sample criteria. The results of the study show that there is an effect of Return On Assets (ROA) and Dividend Payout Ratio (DPR) on stock returns simultaneously, there is an effect of Return On Assets (ROA) on partial stock returns, there is an influence of Dividend Payout Ratio (DPR) on stock returns as a whole. partial and there is a significant effect of the Dividend Payout Ratio (DPR) as a moderating variable on the effect of Return On Assets (ROA) on stock returns. Abstrak. Penelitian ini dilakukan dengan tujuan untuk menguji apakah terdapat pengaruh Return On Asset (ROA) terhadap return saham yang dimoderasi oleh variabel Dividend Payout Ratio (DPR) pada perusahaan yang terdaftar di indeks investor33. Metode yang digunakan dalam penelitian ini adalah metode verifikatif dengan data kuantitatif yang diperoleh dari hasil analisis laporan keuangan perusahaan. Populasi terdiri dari 47 perusahaan yang tergabung pada indeks investor33 pada periode penelitian dan menggunakan metode Purposive Sampling sebagai teknik penarikan sampel sehingga didapatkan 40 perusahaan yang sesuai dengan kriteria sampel. Hasil penelitian menunjukan bahwa terdapat pengaruh Return On Asset (ROA) dan Dividend Payout Ratio (DPR) terhadap Return saham secara simultan, terdapat pengaruh Return On Asset (ROA) Return saham secara parsial, terdapat pengaruh Dividend Payout Ratio (DPR) terhadap Return saham secara parsial dan terdapat pengaruh yang signifikan dari Dividend Payout Ratio (DPR) sebagai variabel moderasi pada pengaruh Return On Asset (ROA) terhadap Return saham.

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Dharani, M. "Seasonal Anomalies between S&P CNX Nifty Shariah Index and S&P CNX Nifty Index in India." Journal of Social and Development Sciences 1, no. 3 (April 15, 2011): 101–8. http://dx.doi.org/10.22610/jsds.v1i3.633.

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The present study compares the risk and return of the Nifty Shariah index and Nifty index at days, months and quarters wise during the period 2nd January 2007 to 31st December 2010. The raw returns of the both indices are calculated as today price minus yesterday price divided by yesterday price. The t- test has been used to test the mean returns difference between both indices. The average Monday return of the Nifty Shariah index is compared with average return of the Nifty index by using two sample t-test. Like that, the average returns of the remaining of the days of Nifty Shariah index are compared with average returns of remaining days of the Nifty Index. The study finds that there is no difference between average day -wise returns of the Nifty Shariah index and average day return of the Nifty Index during the study period. The study also compares the average January return of the Nifty Shariah index with average January return of the Nifty index, average February return of the Nifty Shariah index with average return of the Nifty index and so on. Finally, the average return of the first, second, third and fourth quarter of Nifty Shariah with average return of the respective first, second, third and fourth quarter of Nifty index are compared. The study finds that there is a significant difference between average return of the Nifty Shariah and Nifty indices in the month of July and September. It is derived from the study that the Muslim Investors are evincing more interest to sell the shares in the market from July to September. The reason being, expenses inconnection with Ramalan Festival during that period. Therefore, the study confirms that Ramalan effect have been prevailing in the Indian Stock Market. Thus, this study reveals that the seasonal variation exits very much in Shariah Index

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Lumban Batu, Leon Franciscus, Rina Br Bukit, and Narumondang Bulan Siregar. "Return on Equity, Cash Ratio & Debt Equity Ratio Affect Stock Returns in the Banking Industry Listed on the IDX With Non-Performing Loans as a Moderating Variable." International Journal of Research and Review 10, no. 7 (July 28, 2023): 867–77. http://dx.doi.org/10.52403/ijrr.202307101.

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This study aims to determine the effect of return on equity, cash ratio and debt to equity ratio on stock returns in the banking industry listed on the IDX with non-performing loans as a moderating variable. The research design used is the simple design method. The population used in this study are banking companies listed on the Indonesia stock exchange for the 2016-2021 period, with a total sample of 26 companies using 156 data samples. The data analysis technique used is panel data analysis using the e-views program. The results of the study show that Return on equity has a positive and insignificant effect on stock returns, Cash ratio has a negative and significant effect on stock returns, Debt to equity ratio has a positive and insignificant effect on Return, Non-performing loans cannot moderate the effect of return on equity on returns stocks, non-performing loans cannot moderate the effect of cash ratio on stock returns and non-performing loans cannot moderate the effect of debt to equity ratio on stock returns. Keywords: Return on Equity, Cash Ratio and Debt to Equity Ratio, Stock Return, Non-Performing Loan

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WONG, HOCK TSEN. "REAL EXCHANGE RATE RETURNS AND REAL STOCK PRICE RETURNS IN THE STOCK MARKET OF MALAYSIA." Singapore Economic Review 64, no. 05 (December 12, 2016): 1319–49. http://dx.doi.org/10.1142/s0217590816500387.

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This study examines the relationships between real exchange rate returns and real stock price returns in the stock market of Malaysia. The Kwiatkowski, Phillips, Schmidt and Shin (KPSS) and Dickey and Fuller (DF) unit root test statistics show that all the variables examined are found to be stationary in the first differences. The constant conditional correlation (CCC)-multivariate generalized autoregressive conditional heteroskedasticity (MGARCH) model shows that real exchange rate return of Malaysian ringgit against the United States dollar (RM/USD) and real stock price return of Kuala Lumpur Composite Index (KLCI) are found to be negative and significantly correlated. However, there is insignificant correlation between real exchange rate return of Malaysian ringgit against Japanese Yen (RM/¥) and real stock price return of KLCI. Moreover, the CCC-MGARCH models show that real exchange rate returns and real stock price returns of some stocks are found to be significantly correlated. The KPSS unit root test statistics show that the time invariant conditional variances of real exchange rate returns and real stock price returns are mostly found to be stationary in the levels. There is no evidence of Granger causality between the time invariant conditional variances of real exchange rate returns and real stock price return of KLCI but some evidence of Granger causality between the time invariant conditional variances of real exchange rate returns and real stock price returns. There is a link between the exchange rate market and the stock market in Malaysia but not every real stock price return is significantly linked with real exchange rate return.

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DORFLEITNER, GREGOR. "WHY THE RETURN NOTION MATTERS." International Journal of Theoretical and Applied Finance 06, no. 01 (February 2003): 73–86. http://dx.doi.org/10.1142/s0219024903001797.

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Returns can be defined as log returns or as simple returns. Whereas on a numerical level the difference between these two terms is small as long as the return values are close to zero, there can be non-negligible differences if we look at expected values and (co)variances in a stochastic context. This paper examines the consequences of mixing up the two return terms when variances and convariances are considered. Three applications show that these consequences can be severe in the sense of suboptimal portfolio selection or invalid betas. The paper argues that more awareness of the suited return term is necessary.

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Yang, Chen. "On the "Return" and "No Return"." International Journal of Education and Humanities 3, no. 2 (June 24, 2022): 1–3. http://dx.doi.org/10.54097/ijeh.v3i2.595.

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The movie "Return" is based on Yan Geling's novel "Lu Gang Yan Zhi" by director Zhang Yimou. It tells the love story between the hero and heroine in an ordinary family in the context of the "Cultural Revolution" period. Most of the colors used in the whole film are black, white and gray as the base, and the overall atmosphere is dark and depressing. The film is based on the heroine Feng Wanyu waiting for the return of her husband Lu Yanzhi without hindrance as a clue, but in the end, Jun Yi returns without knowing it, and until the end of the film, she is also in an infinite waiting to return. Throughout the film, director Zhang Yimou shows us the "return" of different people, but under the "return" of these characters, it is hidden that the "non-return" of the ordinary public's spiritual and spiritual trauma in the context of the times is hidden.

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Amaroh, Siti, and Chanif Nasichah. "Risk-Return Analysis on Optimum Portfolio Selection of Islamic Stocks." Equilibrium: Jurnal Ekonomi Syariah 9, no. 1 (June 4, 2021): 65. http://dx.doi.org/10.21043/equilibrium.v9i1.9433.

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This study aims to determine the optimum portfolio category and analyze the risk-return on a formed portfolio. Data was taken from eighteen listed companies indexed by Jakarta Islamic Index during 2015-2018. Stock returns are calculated based on the closing price at the end of each month in the period. Sharia Certificate of Bank Indonesia is a proxy of risk-free return, while the market return is measured by the value of the Jakarta Islamic Index. Stocks are sorted by the value of excess return to beta (ERB) from highest to lowest, and to obtain optimal stock portfolio candidates, and the ERB value must be compared with the cut-off rate value. Seven issuers qualify for forming the optimum portfolio of shares. The results show that the optimum portfolio return is greater than the expected return and the expected risk-free return. When compared between individual stock returns and portfolio stock returns, some individual stocks provide higher returns than portfolio returns. However, the risk of individual shares was also higher than the risk of the portfolio. This finding proves that risk can be reduced optimally in Islamic stocks selection by forming an optimum portfolio.

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Journal articles on the topic 'Return'

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