The Effect of Loan To Deposit Ratio, Net Profit Margin, And Return On Equity, On Stock Returns And Exchange Rates As Moderating Variables In The Banking Sub-Sector On The Southeast Asian Stock Exchange

This study aims to determine the effect of Loan Deposit Ratio, Net Profit Margin and Return on Equty stock returns with Exchange Rate as a moderating variable. research uses object banking sub-sector companies in Southeast Asia for period 2012-2019. The data collected is secondary documentation method form company's annual report. analytical tool used test hypothesis IBM SPPS V21. sampling this Purposive Sampling Technique obtained 10 sample 80 data. techniques are descriptive statistical analysis, classical assumption test, moderated regression analysis (MRA), multiple linear regression, partial (t test), simultaneous (f test). results partially conclude that To Ratio (LDR) has no significant Stock Return, (NPM) On Equity (ROE) Return. simultaneously showed Fcount value was 2.891 Ftable 2.85, meaning > or significance 0.048 <0.05. Thus, (LDR), (NPM), have Moderated Regression (MRA) show exchange rate does not moderate returns, net profit margin return equity (ROE).