The purpose of this study is to analyze whether there is a significant abnormal return before and after the stock split event and whether there is a difference in abnormal stock returns before and after the stock split event. The method used by researchers is quantitative method. The analysis method used in this research is the paired sample t-test. The population in this study were all companies listed on the Indonesia Stock Exchange during the 2017-2022 period. The samples used in this study were 32 companies. The paired sample t-test test results obtained a significant value of 0.958. Because the significant value is above 0.05, the test results regarding the difference in abnormal stock returns before and after the stock split event concluded that there was no difference in abnormal stock returns before and after the stock split.