Pengaruh Asset Growth, Leverage, Likuiditas, dan Pengungkapan Manajemen Risiko Terhadap Beta Saham Pada Perusahaan Manufaktur yang Terdaftar di Bursa Efek Indonesia Tahun 2018-2021

Abstract

This study examines the influence of Asset Growth, Leverage, Liquidity, and Risk Management Disclosure as independent variables on Stock Beta as a dependent variable in manufacturing companies listed on the Indonesia Stock Exchange in 2018-2021. The data used in this study is secondary data. The population in this study is 67 manufacturing companies listed on the Indonesia Stock Exchange in 2018-2021. The samples were based on the purposive sampling technique, so 11 companies and 44 observations were obtained. The data analysis method used is a classical assumption test and then hypothesis testing is carried out using a multiple linear regression model. The results of this study show that the variables Asset Growth, Leverage, Liquidity, and Risk Management Disclosure partially do not affect the Beta Stocks variable.