ANALISIS FAKTOR-FAKTOR YANG MEMPENGARUHI RETURN SAHAM DENGAN NILAI PERUSAHAAN SEBAGAI VARIABEL MODERASI PADA PERUSAHAAN BATUBARA YANG TERDAFTAR DI BURSA EFEK INDONESIA

This research aims to analyze the effect of economic value added, inflation, net profit margin, and dividend yield on stock returns with company as a moderating variable either partially or simultaneously. The scope is coal sub-sector companies that listed Indonesia exchange (BEI) for period 2015-2021, using purposive sampling technique, 6 were obtained samples. analysis technique used are multiple linear regression moderate analysis. results only Net margin has significant returns, while Economic variables have no returns. In addition, firm proved unable strengthen weaken relationship between Inflation, Dividend Simultaneously, all Stock Return.