PENGARUH FIRM SIZE DAN PROFITABILITY SERTA TOTAL ASSETS TURNOVER TERHADAP RETURN SAHAM PERUSAHAAN SEKTOR INDUSTRI BARANG KONSUMSI YANG TERDAFTAR PADA INDEKS SAHAM SYARIAH INDONESIA PERIODE 2012-2016

The goal is the reseach is to determine the effect of firm size and profitability as well as total assets turnover of companies in the sector of Consumer Goods Industry Listed In Indonesia Sharia Shares Index (ISSI) partially or simultaneously. The method of research used is the quantitative approach. The sample of the research is are 13 companies registered in Indonesia Sharia Shares Index (ISSI) that meet the criteria of purposive sampling. The analysis technique used best estimation model by Random Effect Model (REM). The result of the partial test shows that firm size, profitability variable and total asset of turnover is influenced simultaneously and significantly in stock return concerning the policy of consumer goods industry sector listed in Sharia Shares Index. Further, some of the firm size variable have significantly positive influence. In the contrary, the profitability and the total asset turnover have a negative influence and insignificant effect concerning stock return of consumer goods industry sector listed in Sharia Shares Index from 2012 to 2016 period

Keywords: Firm Size, Profitability, Total Assets Turnover, Return Saham

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