Chandra, Fellicia and Djuaeriah, Neneng (2015) A Correlation Analysis of Size, Book-To-Market Value Ratio and Momentum on Stock Return of Mining Companies on the Jakarta Stock Exchange for the Year 2010-2014. Bachelor thesis, Swiss German University.

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Abstract

Stock is one of the most attractive ways to increase wealth. An abundance of studies have tried to find out about the predictors of stock return including firm size, book-to- market value ratio and momentum. From the studies conducted, the outcomes are mostly different since different country and industries have different market performance. This research purpose is to find out the correlation of firm size, book-to- market value ratio, and momentum towards stock return. the data taken will be from Indonesian mining Industry for the year of 2010-2014 with IBM SPSS software. Based on the research conducted, it can be found that there is a negative correlation between firm size and stock return, then there is a negative correlation between book- to-market value ratio and stock return. On the other hand, there is a positive correlation between momentum and stock return.

Item Type:	Thesis (Bachelor)
Uncontrolled Keywords:	Firm Size; Book-to-Market Value Ratio; Momentum, Stock Return; Mining Industry
Subjects:	H Social Sciences > HF Commerce > HF5601 Accounting H Social Sciences > HG Finance > HG4551 Stock exchanges
Divisions:	Faculty of Business Administration and Communication > Department of Accounting
Depositing User:	Atroridho Rizky
Date Deposited:	04 Nov 2020 13:33
Last Modified:	04 Nov 2020 13:33
URI:	http://repository.sgu.ac.id/id/eprint/1489

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