ANALISIS PENGARUH RASIO LEVERAGE, RASIO AKTIVITAS, RASIO PASAR DAN RASIO PROFITABILITAS TERHADAP RETURN SAHAM PADA PERUSAHAAN MANUFAKTUR SUBSEKTOR MAKANAN DAN MINUMAN DI BURSA EFEK INDONESIA

This study aims to determine the effect of leverage ratios, activity ratios, market ratios, and profitability ratios on stock returns. Determination of samples selected in this research is purposive sampling method. Population in this research is manufacturing company of food and beverage sub-sector listed on BEI year 2014 - 2016. The data in this research is analyzed with multiple linear regression analysis techniques. Testing is done with the help of IBM SPSS Statistic 21 program. The data used is primary data. Data collection techniques used are documentation techniques.The results of this study indicate that debt to equity, total asset turnover, earnings per share, return on assets partially significant effect on stock returns in manufacturing companies food and beverage sub-sector listed on the Stock Exchange in 2014 - 2016, while simultaneously independent variables also have a significant effect on stock return. Activity ratio variable (TATO) is the most influential variable to stock return on manufacturing company of food and beverage sub-sector listed on BEI year 2014 - 2016