Analisis pengaruh rasio profitabilitas, Rasio pasar, dan rasio solvabilitas Terhadap return saham

The study aimed at analyzing the effect of profitability ratio (Earning Per Share (EPS)), market ratio (Price Earning Ratio (PER)), market ratio (Dividend Payout Ratio (DPR)) and solvability ratio (Debt to Equity ratio (DER)) on the company’s stock Return. The study was conducted on the manufacture companies listed in the Indonesia Stock Exchange during the period of 2012-2016. The samples were determined by using purposive sampling technique, which was made based on the companies in the Indonesia Stock Exchange during the period of observation 2012-2016. The data which used in this used in this study respectively 268 data samples. There were all in the forms of secondary data collected by using documentation method. The analysis was made by using multiple linear regression supported by SPSS version 23. The results of the regression analysis show that variable profitability ratio (Earning Per Share (EPS)), and market ratio (Dividend Payout Ratio (DPR)) had a significant positive effect on the stock returns. Variables market ratio (Price Earning Ratio (PER)) and solvability ratio (Debt to Equity Ratio (DER)) had no significant effect on the stock returns. Keyword : Stock Return, Profitability Ratio, Market Ratio and Solvability Rati