PENGARUH EPS, ROA, ROE, DAN PER TERHADAP RETURN SAHAM PADA PERUSAHAAN TELECOMMUNICATION YANG TERDAFTAR DI BURSA EFEK INDONESIA (BEI) PADA TAHUN 2001-2010

The purpose of this research is to know the effect of the ratio Earning Per Share (EPS), Return On Asset (ROA), Return On Equity (ROE), and Price Earning Ratio (PER) to stock returns in the Indonesia Stock Exchange. The samples used were telecommunication company with a publishing company category share on the Stock Exchange during the period of observation (31 December 2001-2010). This study is a quantitative model using multiple regression analysis to determine the direction and effect relationship dependent and independent variables. Multiple regression analysis performed on timeseries data for the period 2001 – 2010 in 6 telecommunication companies listed in Indonesian Stock Exchange (BEI). Thus, the total object of the study was 31. The results showed that only the variable Price Earning Ratio that can have a significant effect on stock returns. As for the variable Earning Per Share, Return On Asset, and Return On Equity did not affect the company's corporate social responsibility disclosure. Key words : Earning Per Share, Return On Asset, Retuen On Equity,Price Earning Ratio, Stock Return