Pengaruh Likuiditas Saham, Arus Kas Bebas, Laba Bersih, dan Risiko Sistematis terhadap Return Saham (Studi Empiris pada Perusahaan LQ-45 yang Terdaftar di Bursa Efek Indonesia Tahun 2014-2017)

The purpose of this research is to analyze the effect of stock liquidity, free cash flow, net income, and systematic risk on stock returns in LQ-45 companies listed on the Indonesia Stock Exchange for the period 2014-2017. The sampling technique used in this study was purposive sampling with a total sample of 28 companies with a period of time of 4 years so that the total sample was 112. Data analysis used multiple linear regression analysis. The results showed that stock liquidity and systematic risk had an effect on stock returns, while free cash flow and net income had no effect on stock return