PENGARUH RASIO PROFITABILITAS, RASIO LIKUIDITAS, DAN RASIO PASAR TERHADAP RETURN SAHAM PERUSAHAAN LQ-45

The investors’ purpose is to get the stock return so that they should pay attention to the rise and fall of financial performance. The objective of this study is to examine (1) the effect of the profitability ratio on the stock return, (2) the effect of the likuidity ratio on the stock return, (3) the effect of the market ratio on the stock return. That effect uses return on equity, current ratio, and price to book value on stock return either is partially. The dependent variable in this study is represented by stock returns, while the independent variables consisting of return on equity, current ratio, and price to book value. The samples of this study are listed companies in LQ-45, period 2010-2014. Sampling technique in this study using purposive sampling, so that from the 110 companies listed in Indonesia Stock Exchange during the period, only 10 companies as sample. Data was processed using the method of multiple regression analysis statistical test for the first until third hypothesis, multiple regression analysis, and clasic multiple regression analysis for the last hypothesis. The result of this study is partially return on equity (α=5%) have positive effect and insignificant on stock return, current ratio (α=2,5%) have positive effect and insignificant on stock return, and price to book value (α=5%) have negative effect and insignificant on stock return. Keywords : Stock Return, Profitability Ratio, Likuidity Ratio, and Market Rati