PERBEDAAN KINERJA SEBELUM DAN SESUDAH STOCK SPLIT PERIODE 2018 BERDASARKAN HARGA SAHAM PADA EMITEN LISTING DI BURSA EFEK INDONESIA

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This study aims to determine whether there is a Stock Split effect on stock performance consisting of stock prices and stock Returns before and after the Stock Split periode 2018. The technique used is sampling with a number of samples of 10 companies. The data used is closing price on daily stock. The analysis used is the Paired Sample t-test. the hypothesis testing  for return uses a non-parametric test, the Wilcoxon signed ranks test. The results of the Paired Sample t-test indicate that the Sig. (2-tailed) 0.004. The Wilcoxon signed rank test shows that the value of Asymp. Sig. (2-tailed)  0.575. From the hypothesis test that has been done stated that there is a difference in stock prices before and after the stock split. Then in the return variable, there is no difference in returns between before and after the
stock split