PENGARUH RASIO PROFITABILITAS DAN RASIO PASAR TERHADAP HARGA SAHAM PERUSAHAAN YANG TERCANTUM DI INDEKS LQ45

The objective of this study is to examine the effect of profitability ratio that uses Return on Asset (ROA), Return on Equity (ROE), and market ratio that uses Earning per Share (EPS) and Price Book Value (PBV) on stock price either is simultaneously and partially. The sample of this study are listed companies LQ45 index in Indonesia Stock Exchange between 2008-2011. Data was processed using the method of Multiple Regression Analysis statistical tests for the first until fifth hypothesis. The result of this study shows that (Return on Asset (ROA), Return on Equity (ROE), Earning per Share (EPS) and Price Book Value (PBV) simultaneously effect on stock price and partially only Earning per Share (EPS) and Price Book Value (PBV) which effect on stock price. Key words: Stock Price, Return On Asset, Return On Equity, Earning Per Share and Price Book Valu