FAKTOR-FAKTOR YANG MEMPENGARUHI RETURN SAHAM PADA PERUSAHAAN OTOMOTIF DI BURSA EFEK INDONESIA (Studi Pada Perusahaan Otomotif di BEI Tahun 2009-2014)

This study aims to determine the factors that affect stock returns in automotive companies in Indonesia Stock Exchange. The independent variables in this study is the operating cash flow, investing cash flows, financing cash flow, gross profit, and the size of company, while the independent variables in this study is the stock return. Type of research is quantitative study using secondary data. The study was conducted on a total of 12 automotive companies listed in Indonesia Stock Exchange from 2009 to 2014. Samples were selected based on certain characteristics, namely an automotive company listed on the Indonesia Stock Exchange and its shares are still actively traded on the Indonesia Stock Exchange, the observation period spanning the years 2009 to 2014, to publish financial statements in a row, and has published financial statements for the period ended December 31. The analysis technique used is multiple linear regression analysis, F test and t test. Based on the results of analysis show that the operating cash flow, investing cash flow, financing cash flow, gross profit and the size of the company have no significant effect on stock returns. Keywords: the operating cash flow, investing cash flow, financing cash flow, gross profit, the size of the company, stock return