PENGARUH PROFITABILITAS DAN LEVERAGE TERHADAP RETURN SAHAM PADA PERUSAHAAN LQ-45 DI BURSA EFEK INDONESIA TAHUN 2015-2017

ABSTRACT Mailinda, Silvia Dwi, 2018. Effect of Profitability and Leverage on Stock Returns in LQ-45 Companies at the Indonesia Stock Exchange in 2015-2017. Thesis, Accounting Departement, Faculty of Economics, Majapahit Islamic University (UNIM). Advisor I : Hari Setiono, SE., M.Si Advisor II : Tatas Ridho Nugroho, S.Pd., M.Pd The existence of the capital market for investors will increase investment choices so as to optimize profits more open. Investors to obtain optimal profits choose to invest in shares in the hope of maximizing returns received by investors. This study aims to determine the effect of Return On Equity, Earning Per Share and Debt to Quity Ratio partially and simultaneously on LQ-45 stock returns on the Indonesia Stock Exchange in 2015-2017. The type of research used is quantitative research that uses secondary data. The population of the study includes all LQ-45 companies on the Indonesia Stock Exchange in 20152017. Samples from this study were 29 companies. This research was conducted using classical assumption test, hypothesis test, and multiple linear regression test. The results of this study indicate that the ROE variable has a positive and significant effect on stock returns with a significance value of t of 0,000, EPS has a positive and significant effect on stock returns with a significant value of t as 0.016 and DER has a negative and significant effect on stock returns with a significance value of t of 0.018 , simultaneously ROE, EPS and DER have a positive and significant effect on stock returns, with a significance value of F of 0,000. The value of adjusted R2 is 0.999, which means that these three variables affect the change in 99.9% stock return. Keywords: Stock Return, Return On Equity (ROE), Earning Per Share (EPS) and Debt to Equity Ratio (DER)