Authors & Researchers
N
Nurman
Management/Faculty of Economic and Business Makassar State University1
R
Ramli, Anwar
Management/Faculty of Economic and Business Makassar State University2
L
Lestari Musa, Dwi Anugerah
STIEM Bongaya Makassar, Indonesia3
A
Asniwati
Faculty Economics and Business, University State of Makassar4
Abstract
This study aims to analyze the effect of investment risk on stock returns for the LQ45 index for the 2016-2021 period. This research uses quantitative methods. Sampling using several criteria so that the data obtained were 27 companies. The analysis technique used is simple linear regression analysis using the SPSS version 22 program. The results of this study indicate that the significance value is 0.781> 0.05 and the coefficient is 0.008, which means that Beta has a positive and insignificant effect on stock returns. The results of this study do not support the hypothesis that has been put forward.
Keywords:
Global
Research
Effect
Investment
Risk
Stock
Returns
Companies
Listed
Index