Effect Stock Volatility and Trading Volume on Stock Returns in Transportation and Logistics Sector Companies Listed on the Indonesia Stock Exchange for the Period 2021-2023

This research aims to test the data and explain the influence of stock volatility and trading volume on stock returns in transportation and logistics sector companies for the period 2021-2023. The type of this research is quantitative research. The research sample consists of several companies in the transportation and logistics sector selected through purposive sampling based on specific criteria. Based on the purposive sampling method, 25 samples were obtained from 37 companies in the transportation and logistics sector listed on the Indonesia Stock Exchange for the period 2021-2023. The analysis method used is panel data linear regression analysis, hypothesis testing, and the coefficient of determination (R2). The results indicate that stock volatility and trading volume can increase stock returns in the transportation and logistics sector.