Analisis Faktor-Faktor yang Mempengaruhi Risiko Investasi Saham pada Perusahaan Manufaktur yang Terdaftar di Bursa Efek Indonesia Periode 2015-2020

Abstract

This study aims to determine the effect of deposit interest rates, rupiah exchange rates, capital structure, liquidity, and company size on the risk of stock investment in manufacturing companies listed on the Indonesia Stock Exchange for the 2015-2020 period. This type of research is associative research with a quantitative approach. The type of data used in this study is secondary data in the form of annual reports of manufacturing companies on the Indonesia Stock Exchange (IDX). The analysis technique used is multiple linear regression. The results of this study indicate that the deposit interest rate and the exchange rate have a partially significant negative effect on the risk of stock investment in manufacturing companies listed on the Indonesia Stock Exchange for the 2015-2020 period. Capital structure, liquidity, and company size have a partial positive effect on the risk of stock investment in manufacturing companies listed on the Indonesia Stock Exchange for the 2015-2020 period. Deposit interest rates, rupiah exchange rates, capital structure, liquidity, and company size have a significant positive effect simultaneously on the risk of stock investment in manufacturing companies listed on the Indonesia Stock Exchange for the 2015- 2020 period.