Pengujian Fama & French Three Factor terhadap Return Saham Perusahaan Jasa yang Terdaftar di Indeks IDX80 Saat Pandemi Covid-19

Authors

  • Sheilla Putri Agustin Universitas Padjadjaran
  • Sulaeman Rahman Nidar Universitas Padjadjaran
  • Meinanda Kurniawan Universitas Padjadjaran

DOI:

https://doi.org/10.32832/jm-uika.v13i2.6723

Keywords:

Fama & French Three Factor, Market, Size, Book to Market, Covid-19

Abstract

This study shows the Fama & French Three Factors of weekly stock returns during the pandemic. Of the three variables, only the market variable has a significant effect on returns and has the strongest influence. Meanwhile, the variable size, book to market and the number of Covid-19 cases are not significant to the return. Simultaneously, market variables, size, book to market and the number of Covid-19 cases together or simultaneously have an influence on returns. The magnitude of the simultaneous influence of these variables is 31.02%.

Author Biographies

Sulaeman Rahman Nidar, Universitas Padjadjaran

Economic and Business Faculty

Meinanda Kurniawan, Universitas Padjadjaran

Economic and Business Faculty

References

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Published

01-06-2022

How to Cite

Agustin, S. P., Nidar, S. R., & Kurniawan, M. (2022). Pengujian Fama & French Three Factor terhadap Return Saham Perusahaan Jasa yang Terdaftar di Indeks IDX80 Saat Pandemi Covid-19. Jurnal Manajemen, 13(2), 239–250. https://doi.org/10.32832/jm-uika.v13i2.6723

Issue

Vol. 13 No. 2 (2022): Jurnal Manajemen (Edisi Elektronik)

Section

Articles

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