Energy Price and Stock Return: Evidence of Energy Sector Companies in Indonesia

This research aims to analyze the effect of exchange rates, interest oil prices, coal debt-to-equity ratio, return on asset, and firm size dependent variable stock returns in energy sector companies listed Indonesia Stock Exchange 2017 2021. The analysis technique this study was carried out using a panel data regression test with Eviews10 program. results indicate that variables price, have no returns, while prices assets positive impact returns. On other hand, rates negative