Daftar Isi:
  • Ika Restika Ayu Kristiana, 2012: Effect of Return On Asset (ROA), Earning Per Share (EPS) and Price Earning Ratio (PER) Return Of Shares In The Otomotive Company Listed in the Indonesia Stock Exchange. Faculty of Economics, Accounting Study Program (S1), Department of Accounting at the State University of Jakarta (UNJ). One supervisor: Dra. Etty Gurendrawati, M. Si, Ak; Lecturer supervising two: Rida Prihatni SE. M.Sc. This study aims to determine whether the Return On Asset (ROA), Earning Per Share (EPS) and Price Earning Ratio (PER) affects the stock returns. The data that used in this study is secondary data. The population in this study amounted to 19 companies in the automotive industry which is listed on the Indonesian Stock Exchange (BEI). By using purposive sampling techniques, the number of samples obtained with a total of 13 companies made the observation period 2006-2010. The variables examined in this study include the Return On Asset (X1), Earning Per Share (X2), Price Earning Ratio (X3) and Stock Return (Y). The data in this study is the data sourced from the annual financial statements of companies in the Indonesian Capital Market Directory (ICMD) and financial statements on the Indonesia Stock Exchange (BEI). Technic analyze engineering data using multiple linear regression, t-test and F-test. Based on the t-test can be concluded that the study of the three variables tested, only ROA variables that can affect stock returns. F test results obtained F calculated for 15.165 with p-value of 0.000 which means that ROA, EPS, and PER together can affect stock returns.