The Relationship Between Profitability and Leverage Management with Stock Returns of SET100 Companies from The Stock Exchange of Thailand.

Abstract

This research consists purposes were 1. To study the relationship between profitability management with stock returns of companies listed on the Stock Exchange of Thailand SET100 and 2. To study the relationship between leverage management with stock returns of companies listed on the Stock Exchange of Thailand SET100. The research is a quantitative research that uses secondary data from the financial statement, annual registration form (56-1) and SETSMART. The samples group is companies listed on the Stock Exchange of Thailand SET100 during the year 2018 – 2020 of 60 companies that total 180 sample groups. The data were statistics used to analyze using descriptive statistics consisting of percentage, mean, standard deviation. and multiple regression analysis. The research found that 1) the result that significantly in positive are return on total assets of capital gain or loss of price stock and negative are return on equity of dividend yield, and 2) the result that significantly in positive are debt to equity ratio and negative are debt to total asset ratio of dividend yield, but gross profit margin, operating income margin, return on total assets, and interest coverage ratio does not affect the stock returns which are measured from capital gain or loss of price stock and dividend yield.