Pengaruh Frekuensi Perdagangan, Rasio Keuangan, dan Kapitalisasi Pasar Terhadap Return Saham Syariah pada Perusahaan yang Terdaftar di Jakarta Islamic Index (JII) Periode 2016-2019

This study aims to determine the effect of trading frequency, financial ratios, and market capitalization on sharia stock returns. The independent variables used in this are earnings per share, return equity, debt equity ratio, capitalization. dependent variable is uses secondary data, namely statements annual reports companies listed Jakarta Islamic Index (JII) index Indonesia Stock Exchange for 2016-2019 period (100 observations). sampling method research purposive method. panel data analysis which processed using EViews 12 application. results show that frequency does not affect Earning share Return ratio Market has a positive returns