PENGARUH EPS, PER, ROA, DER DAN PBV TERHADAP RETURN SAHAM PERUSAHAAN LQ45 PERIODE 2008 - 2012

This research performed in order to test influence of EPS, PER, ROA, DER and PBV to stock return of LQ45 companies for period 2008 – 2012. Sampling technique used in the research is purposive sampling with criteria as (1) listed in LQ45 in 2008 – 2012, (2) have complete data for research purposes This study used secondary data collected through Indonesian Capital Market Directory (ICMD) and Indonesian Stock Exchange, for an observation period of 2010-2012 with 88 sample companies. The result of this research show Price Earning Ratio (PER) have significant effect to stock return andEarning Per Share (EPS), Return On Asset(ROA), Debt To Equity(DER), and Price To Book Value (PBV) don’t have significance effect to stock return. Kata Kunci: EPS, PER, ROA, DER, PBV,andStock Return