Current Ratio, Debt to Equity Ratio, Total Asset Turnover, Return on Asset, Price to Book Value sebagai Faktor Penentu Return Saham
The  purpose  ofthis  studyistoexamineandanalyze  thefinancial  ratio  is  measuredwithCurrent  Ratio,  Debt  to Equity  Ratio,  Total  Asset  Turnover,  Return  On  Asset,  Price  to  Book  Value  towards  share  return.  The populationin  this  study  areallReal  Estate  and  Property  Industri  Listed  inthe  indonesia  stock  exchange since period 2012-2013, with the total of47companys. Thestudysamplewas takenby purposive sampling method, with the  total  of  31company.  This  study  usesdata  analysisof  multiple  linear  regression  analysis  to  estimated  of dependent variable’s value from independent variable’s. Based onthe research results, it can be known that only price to book value has a significant effect toward share return and for current ratio, debt to equity ratio, total asset turnover, return on asset has not a significant effect toward share return.
Pengaruh Current Ratio Terhadap Harga Saham dengan Price to Book Value sebagai Variabel Intervening pada Perusahaan Terklasifikasi SIC-3711 yang Terdaftar di NYSE Periode 2016 - 2020
Abstract–This study aims to determine the effect of Current Ratio (CR) on Stock Prices with Price to Book Value (PBV) as an intervening variable in standard industry classification companies SIC-3711 listed on the NYSE in the 2016 – 2020 research period. The data used in this study is secondary data obtained from the NYSE website and the company's annual report. The research method uses descriptive verification. The sampling technique in this study uses purposive sampling so that a sample of 7 companies is obtained from a total of 18 companies registered in similar industry classification. Data processing uses Path Analysis using statistical product and services solution (SPSS) software version 25. The results show that Current Ratio (CR) with Price to Book Value (PBV) as an intervening variable has a significant effect on stock prices. 
Abstrak–Penelitian ini bertujuan untuk mengetahui pengaruh Current Ratio (CR) terhadap Harga Saham dengan Price to Book Value (PBV) sebagai variabel intervening pada perusahaan klasifikasi industry standar SIC-3711 yang terdaftar di NYSE pada periode penelitian 2016 – 2020. Data yang di gunakan pada penelitian ini merupakan data sekunder yang diperoleh dari laman NYSE serta laporan tahunan perusahaan. Metode penelitian menggunakan deskriptif verifikatif. Teknik sample pada penelitian ini menggunakan purposive sampling sehingga di peroleh sampel sejumlah 7 perusahaan dari total 18 perusahaan yang terdaftar pada klasifikasi industry sejenis sejenis. Pengolahan data menggunakan Path Analysis dengan menggunakan aplikasi software statistical product and services solution (SPSS) Versi 25. Hasil penelitian menunujukkan bahwa Current Ratio (CR) dengan Price to Book Value (PBV) sebagai variabel intervening berpengaruh signifikan terhadap Harga Saham
The relationship between size, book-to-market equity ratio, earnings–price ratio, and return for the Hong Kong stock market
Abstract In this paper, we investigate the relation between stock returns and β, size (ME), leverage, book-to-market equity ratio, and earnings–price ratio (E/P) in Hong Kong stock market using the Fama and French (FF) [J. Finance 47 (1992) 427] approach. FF find that two variables, size and book-to-market equity, combine to capture the cross-sectional variation in average stock returns associated with β, size, leverage, book-to-market equity, and E/P ratios. In this paper, similar to previous studies in Hong Kong and US stock markets, we find that β is unable to explain the average monthly returns on stocks continuously listed in Hong Kong Stock Exchange for the period July 1984–June 1997. But three of the variables, size, book-to-market equity, and E/P ratios, seem able to capture the cross-sectional variation in average monthly returns over the period. The other two variables, book leverage and market, are also able to capture the cross-sectional variation in average monthly returns. But their effects seem to be dominated by size, book-to-market equity, and E/P ratios, and considered to be redundant in explaining average returns when size, book-to-market equity, and E/P ratios are also considered. The results are consistent across subperiods, across months, and across size groups. These suggest that the results are not driven by extreme observations or abnormal return behavior in some of the months or by size groups.