Pengaruh rasio likuiditas, leverage, aktivitas, dividend payout ratio, laba akuntansi terhadap return saham pada perusahaan manufaktur

This study aims to examine the effect of liquidity ratios, leverage, activity, dividend payout ratio, accounting profit on stock returns in manufacturing companies. The population in this study were all manufacturing companies listed on the Stock Exchange in 2013 - 2017. The company's samples used in this study amounted to 91 companies that met the criteria. The sampling technique in this study uses purposive sampling. This study uses multiple linear regression analysis using SPSS 23. Based on the results of hypothesis testing, especially in the F test shows that the ratio of liquidity, leverage, activity, dividend payout ratio, accounting profit simultaneously has a significant effect on stock returns. The t test (partial) shows the liquidity ratio, leverage, dividend payout ratio, accounting profit does not have an influence on stock returns. Activity ratio has a positive effect on stock returns. Adjusted R2 shows that only 5.74% of the independent variables affect stock returns, while 94.26% is influenced by other factors. Keywords: Stock Returns, Liquidity Ratio, Leverage, Activities, Dividend Payout Ratio, Accounting Profit