This study examines and analyzes the factors
that influence share returns in the property and real estate
sectors emitted on the IDX. Study data is annual data for
2015 to 2020 obtained from the emittent's annual report.
The sampling method utilized is purposive sampling. Of
the 79 companies as a population, nine companies were
taken as samples. Furthermore, based on the Chow and
Hausman tests, the data analysis technique utilized in this
paper was data-panel regression with a fixed-effect model.
The results showed that the current ratio and total assets
turnover significantly influence share returns. In contrast,
the return on assets and debt to asset ratios do not
influence share returns.
Keywords : Current Ratio, Return On Assets, Debt To Asset Ratio, Total Assets Turnover, Share Return