Pengaruh Volume Perdagangan, Frekuensi Perdagangan, dan Kapitalisasi Pasar terhadap Return Saham Indeks LQ45 di Bursa Efek Indonesia Periode 2020-2024

Lumbantobing, Ajay Kristian (2025) Pengaruh Volume Perdagangan, Frekuensi Perdagangan, dan Kapitalisasi Pasar terhadap Return Saham Indeks LQ45 di Bursa Efek Indonesia Periode 2020-2024. Sarjana (S1) thesis, STIE Tri Bhakti.

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Abstract

This study aims to determine the effect of trading volume, trading frequency and market capitalization on stock returns of the LQ45 index on the Indonesia Stock Exchange for the period 2020-2024. This type of research uses a quantitative research design with the IBM SPSS Statistic 27 data processing application. The sample in this study were 16 companies in the LQ45 index obtained using the purposive sampling method. The results of this study indicate that the trading volume variable affects stock returns as indicated by a significance value of 0.000 < 0.05 and t-value of 7,680 > t-table 1.992. Trading frequency has a significant effect on stock returns as indicated by a significance value of 0.000 < 0.05 and t-value of 6,053 > t-table 1.992. The market capitalization variable has a significant effect on stock returns as indicated by a significance value of 0.000 < 0.05 and t-value of 6,065 > 1.992. Simultaneously, trading volume, trading frequency and market capitalization have a significant effect on stock returns as indicated by a significance value of 0.000 < 0.05 and f-value 20,999 > f-table 2.73. And the results of the determination test of 0.432, which means that trading volume, trading frequency and market capitalization are able to explain the stock return variable by 43.2%.

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