PENGARUH KEPUTUSAN INVESTASI, KEPUTUSAN PENDANAAN, DAN KEBIJAKAN DIVIDEN TERHADAP RETURN SAHAM PADA PERUSAHAAN MANUFAKTUR DI BURSA EFEK INDONESIA PERIODE 2010-2014

The company's main goal is to maximize the welfare of the owner of the company by increasing the value of the company. The value of companies that have go public in the equity markets is reflected in its stock price. This study aims to determine the effect of investments decision, decision of funding, and dividend policy on stock return. The populations in this research are manufacturing companies listed in Indonesia Stock Exchange 2010-2014. While the sample is determined by purposive sampling method in order to obtain a sample of 19 of the 145 companies. Data used is secondary data obtained from www.idx.co.id and Indonesia Capital Market Directory. The data analysis technique used is multiple linear regression analysis with SPSS 21. Based on the test results of multiple linear regression analysis, the results showed that: 1. Investment decisions significant negative effect on stock returns. 2. The decision of funding a significant negative effect on stock returns. 3. Dividend policy significant negative effect on stock returns. Key word : Stock Return, Investment Decision, Decision of Funding, Dividend Policy