Daftar Isi:
  • This study aims to examine the existence of liquidity ratios, solvency ratios, activity ratios and profitability ratios to the company's stock returns. The fourth ratio is measured by liquidity (Current Ratio), solvency (Debt To Equity Ratio), profitability (Return On Equity), activity (Total Assets Turnover). This research uses quantitative approach with multiple linear regression method. This research uses research sample in the form of companies incorporated in industrial and chemical sectors listed in Indonesia Stock Exchange period 2012-2016. The total sample used is 43 companies. The results showed that in the 2012-2016 industrial and chemical sectors; CR, DER, ROE and TAT simultaneously have a significant positive effect on stock return. Partially current ratio has no significant positive effect on stock return, debt to equity ratio has positive effect not significant to stock return, return on equity have positive significant effect to stock return and total asset turnover have positive effect not significant to stock return Keyword : current ratio, debt to equity ratio, total assets turnover, return on equity, return saham