Daftar Isi:
  • The purpose of this research is to determine the influence of ROE, BEP, PER and PBV on stock return. The populations in this research are LQ 45 companies listed in Indonesia Stock Exchange during 2010-2014. While the sample is determined by purposive sampling method in order to obtain a sample of 22 of the 11 companies. The data of this research was collected from secondary sources by using documentation records. The analysis was conducted by analysis descriptive and the hypothesis was tested by using multiple regression analysis consisted of t-test and F-test supported by SPSS 21. The results of this research indicated that : 1. ROE, BEP, PER and PBV had a significant effect towards stock returns. 2. The ROE insignificant positive effect on stock returns. 3. The BEP insignificant positive effect on stock returns. 4. The PER significant negative effect on stock returns. 5. The PBV significant negative effect on stock returns. Key Word: Stock Return, Return On Equity (ROE), Basic Earning Power (BEP), Price Earning Ratio (PER) and Price To Book Value (PBV).