Journal of Economic, Business and Engineering Vol. 1, No. 1, Oktober 2019 107 PENGARUH ASSET GROWTH, LEVERAGE, EARNING VARIABILITY, DEVIDEND PAYOUT RATIO DAN TOTAL ASSET TURNOVER TERHADAP BETA SAHAM SYARIAH Isna Rizki Yuniar, Kurniawati Mutmainah Program Studi Akuntansi, Fakultas Ekonomi, Universitas Sains Al-Qur’an (UNSIQ) Email : isnariy695@gmail.com ABSTRAK Penelitian ini bertujuan untuk membuktikan pengaruh asset growth, leverage, earning variability, dividend payout ratio, dan total asset turnover terhadap beta saham syariah. Sampel penelitian ini berjumlah 50 laporan keuangan perusahaan yang terdaftar di Jakarta Islamic Index periode 2014 sampai 2018 dan didapat melalui teknik pengambilan purposive sampling. Teknik analisis yang digunakan dalam penelitian ini yaitu regresi berganda. Hasil penelitian ini adalah asset growth tidak berpengaruh terhadap beta saham syariah, leverage berpengaruh positif terhadap beta saham syariah, earning variability tidak berpengaruh terhadap beta saham syariah, dividend payout ratio tidak berpengaruh terhadap beta saham syariah dan total asset turnover berpengaruh negative terhadap beta saham syariah. Penelitian ini hanya terbatas pada perusahaan yang terdaftar di Jakarta Islamic Index. Sehingga disarankan kepada penelitian selanjutnya untuk memeperluas objek penelitian agar tidak hanya diperusahaan yang terdaftar di Jakarta Islamic Index, melainkan di sektor perusahaan lainnya. Serta menambah variabel independen baru yang diperkirakan akan mempengaruhi beta saham misalnya current ratio dan firm size. Kata Kunci : asset growth, leverage, earning variability, dividend payout ratio, total asset turnover dan beta saham syariah ABSTRACT This study aims to prove the effect of asset growth, leverage, earnings variability, dividend payout ratio, and total asset turnover on sharia stock beta. The sample of this study is 50 financial statements of companies listed on the Jakarta Islamic Index from 2014 to 2018 and obtained through purposive sampling technique. The analysis technique used in this study is multiple regression. The results of this study are that asset growth has no effect on sharia stock beta, leverage has a positive effect on sharia stock beta, earnings variability has no effect on sharia stock beta, dividend payout ratio has no effect on sharia stock beta and total asset turnover has a negative effect on sharia stock beta. This research is limited to companies listed on the Jakarta Islamic Index. So it is recommended to further research to expand the object of research so that not only in companies registered in the Jakarta Islamic Index, but in other company sectors. As well as adding new independent variables that are expected to affect the stock beta, for example, current ratio and firm size. Keywords : asset growth, leverage, earnings variability, dividend payout ratio, total asset turnover and sharia stock beta