PENGARUH RASIO PROFITABILAS, LIKUIDITAS, SOLVABILITAS DAN AKTIVITAS TERHADAP RETURN SAHAM PADA PERUSAHAAN MANUFAKTUR YANG TERDAFTAR DI BURSA EFEK INDONESIA

The purpose of this study is to determine the effect of profitability ratio, liquidity ratio, leverage, and activity ratio on stock returns manufacturing company on Indonesia stock exchange. The data is sampled using purposive sample judgment method Data that needed in this research taken from Indonesian Capital Market Directory (ICMD) 2009-2012 was acquired 53 sample company. Hypotheses test used t-statistic and f-statistic at level significance 5% The result of this research show Receivable Turnover have significant effect towards stock return. And Return On Equity (ROE), Net Profit Margin (NPM), Debt Ratio , Debt to Equity Ratio, Current Ratio, Quick Ratio, Inventory Turnover don’t have significance effect toward stock return. Keyword : profitability, liquidity, leverage, activity, and stock return