Pengaruh Faktor Fundamental, Volume Perdagangan, dan Market Value Added terhadap Harga Saham Perusahaan Sektor Industri pada ISSI 2020–2024

This study aims to examine and analyze the influence of fundamental factors represented by the current ratio, return on equity, and debt-to-equity ratio, as well as trading volume and market value added variables on the stock prices of industrial sector companies listed on the Indonesian Sharia Stock Index (ISSI) during the 2020–2024 period. This study uses a quantitative approach with secondary data obtained from published financial reports and stock market data. The study population includes all industrial sector companies listed on the ISSI, while the sampling technique used is purposive sampling with certain criteria, resulting in 12 companies as research samples with an observation period of five years. The data analysis method used is panel data regression with the help of Eviews 13 software. The results show that partially the current ratio, debt-to-equity ratio, and trading volume have a significant effect on stock prices, indicating that the level of liquidity, capital structure, and trading activity play an important role in determining stock value in the market. Conversely, return on equity and market value added do not have a significant effect on stock prices, indicating that equity-based profitability and market value added are not always the main considerations for investors in this sector. Simultaneously, the current ratio, return on equity, debt to equity ratio, trading volume, and market value added have a significant effect on stock prices, which means that a combination of fundamental factors, market activity, and investor assessments can collectively influence stock price movements of industrial sector companies in the ISSI.