Adhe Novia AJ
221104011949

Perkembangan investasi di pasar modal membuat investor semakin memperhatikan
faktor-faktor yang mempengaruhi return saham pada perusahaan perbankan.
Penelitian ini bertujuan untuk menganalisis pengaruh Return on Assets (ROA),
Price Earning Ratio (PER), & Earning Per Share (EPS) terhadap return saham
pada perusahaan perbankan yang terdaftar di Bursa Efek Indonesia periode 2022
2024. Penelitian ini menggunakan pendekatan kuantitatif dengan data sekunder
serta teknik purposive sampling, sehingga diperoleh 42 data observasi. Metode
analisis yang digunakan adalah regresi data panel dengan model Common Effect
Model (CEM) menggunakan aplikasi EViews 12. Hasil penelitian menunjukkan
bahwa Return on Assets (ROA) dan Earning Per Share (EPS) berpengaruh positif
dan signifikan terhadap return saham, sedangkan Price Earning Ratio (PER)
berpengaruh negatif dan signifikan terhadap return saham. Secara simultan, Return
on Assets (ROA), Price Earning Ratio (PER), dan Earning Per Share (EPS)
berpengaruh signifikan terhadap return saham perusahaan perbankan yang terdaftar
di Bursa Efek Indonesia periode 2022–2024. Temuan penelitian ini menunjukkan
bahwa ROA, PER, dan EPS merupakan faktor yang mempengaruhi return saham
pada perusahaan perbankan.
Kata kunci: Return Saham, Return on assets, Price earning ratio, Earning per
share, Perusahaan Perbankan

The development of investment in the capital market has encouraged investors to
pay greater attention to factors affecting stock returns, especially in banking
companies. This study aims to analyze the effect of Return on Assets (ROA), Price
Earning Ratio (PER), & Earning Per Share (EPS) on stock returns of banking
companies listed on the Indonesia Stock Exchange during the 2022–2024 period.
This study uses a quantitative approach with secondary data and a purposive
sampling technique, resulting in 42 observations. The analytical method used is
panel data regression with the Common Effect Model (CEM) using EViews 12. The
results show that Return on Assets (ROA) and Earning Per Share (EPS) have a
positive and significant effect on stock returns, while Price Earning Ratio (PER)
has a negative and significant effect on stock returns. Simultaneously, ROA, PER,
and EPS have a significant effect on the stock returns of banking companies listed
on the Indonesia Stock Exchange during the 2022–2024 period. The findings
indicate that ROA, PER, and EPS are factors that influence stock returns in banking
companies.
Keywords: Stock Return, Return on assets, Price earning ratio, Earnings Per
Share, Banking Companies