Daftar Isi:
  • The purpose of this research is to discuss the effect of fundamental factors (ROA, PER, DER, CR, TAT) of stock return o manufacturing industries in Indonesia Stock Exchange in 2007-2011. The number of samples collected from the Indonesia stock exchange as much as 146 companies. Researchers using the technique of purposive sampling and get 51 companies as research samples. This research uses a multiple regression analysis. Return On Assets (ROA) has positive significant effect on stock return of manufacturing industries in indonesia stock exchange. Price Earning Ratio (PER) has no significant effect on stock return of manufacturing industries in indonesia stock exchange. Debt to Equity Ratio (DER) has a significant influence on stock return of manufacturing industries in indonesia stock exchange. Current Ratio (CR) has no significant effect on stock return of manufacturing industries in indonesia stock exchange. Total Asset Turnover (TAT) has negative significant effect on stock return of manufacturing industries in indonesia stock exchange. Taken together (simultaneously) return on assets, price earning ratio, debt to equity ratio, current ratio, and total asset turnover has a significant influence on stock return of manufacturing industries in indonesia stock exchange. Keyword :Return On Assets, Price Earning Ratio,Debt to Equity Ratio, Current Ratio, Total Asset Turnover and Stock Return.