ANALISIS PENGARUH RASIO LIKUIDITAS, LEVERAGE DAN PROFITABILITAS TERHADAP RETURN SAHAM PADA PERUSAHAAN YANG TERDAFTAR DI LQ-45 BURSA EFEK INDONESIA (BEI) TAHUN 2009-2011

One of the objectives and advantages of the ratio is that it can be used to compare the risk and return relationship of companies of different sizes. The ratio can also indicate a company profile, economic characteristics, competitive strategy and unique characteristics operation, finance and investment. This study focused on the year 2009 to 2011, the year in which the global crisis that had rocked the Indonesian capital market and foreign exchange, global financial crisis seems to now beginning to have an impact on Indonesia's foreign trade sector. Therefore this study aimed to measure and determine how much influence the global crisis using liquidity ratios (current ratio), leverage (debt to equity), profitability (return on assets) to assess its effect on stock returns. This study uses a sample confined to the LQ-45 firms listed on the Indonesia Stock Exchange (IDX). In this study show that the three independent variables namely likiditas ratio, leverage and profitability has a weak influence on stock returns. Key Word : Current Ratio, Debt To Equity, Return on Assets and Stock Retur