Pembimbing : Ida Musdafia Ibrahim

ABSTRACT :

The purpose of this study was to examine the impact of financial ratios such as profitability, liquidity, leverage, and activity on share return during Covid-19 in cosmetic and household manufacturing companies listed on the Indonesia Exchange Stock. The population in this research are 24 manufacturing company.

The sample selection is determined by purposive sampling. The final research sample consists of 20 firms listed on the Indonesia Stock Exchange. The data analysis technique starts with descriptive statistical tests, then moves on to panel data regression analysis, panel data estimation model techniques, and classical assumption tests such as regression normality test, autocorrelation test, and heteroscedasticity test. Multiple
linear regression, partial regression significance test (t test), multiple regression significance test (f test), and coefficient of determination test are used to test hypotheses.

According to the findings of this profitability, liquidity, leverage, and activity ratio all have a significant impact on Stock return. As shown in the findings table above, The Adjusted R Squared value is 0.45 or 45%, as seen in the table of findings above. This graph demonstrates how ROA, CR, DER, TATO all have a significant impact on stock
return, with the remaining 55% impacted by variables outside of this research or the error value.

Keywords: Financial Ratio, ROA, DER, CR, TATO, Covid-19, Stock return.