| In doing an investment, an investor always faced to risk. Higher risk would be expected to get higher profit margin and the opposite, herein. A risk faced by an investor divided into two, which are systematic risk and unsystematic risk. Unsystematic risk could be diversified by portfolio diversification, systematic risk or Beta couldn't be diversified due to it's relation with global market condition such as : monetary policy, interest rate/ inflation and money exchange rate. Refers to Beaver, Kettier dan Scholes, others factor mat irifluenring Beta is fundamental variable of a corporation such as liquidity, asset size, asset growth and dividend payout ratio. The goal of the research is to find an impact and correlation between liquidity, asset size, asset growth and dividend payout ratio to Beta. Dependent variable as the risk predictor used is Beta and 4 (four) fundamental variables that expected will influence Beta which are liquidity, asset size, asset growth and dividend payout ratio as independent variable. The result is that only dividend payout ratio has impact and correlation to Beta. However, these fundamental variables all together only contribute small impact and correlation to Beta where there are other variables has more significant impact to Beta. |