Penilaian returns investasi saham dengan Augmented Three Factor model pada kondisi political uncertainty di Indonesia

This study aims to analyze the market factor portfolio beta, small minus big high low volatility beta effect on investment returns with Fama and French augmented three model in manufacturing industry under conditions of political uncertainty. research is a quantitative hypothesis that there an portfolio, The variables used this include dependent variable, namely independent beta. measurement results have stock returns, while factors no returns. only focuses assessment models, so for future researchers it would be better if they could use another as comparison.