analisis faktor-faktor yang mempengaruhi return saham (studi empiris pada perusahaan manufakturdi bei tahun 2012-2016)

The objective of this research is to examine the effect of Return on Asset, Return on Equity, Debt to Equity Ratio, Dividend Payout Ratio, and Cash Flow of Operation partially towards stock return. The method used in this research was linear regression. The objects of this study are manufacturing companies which were listed in Bursa Efek Indonesia in the period 2012-2016. The samples are 18 companies determined based on purposive sampling. The data used in this study are secondary data such as financial statements and stock prices. The results of this study are (1) Return on Equity have a significant effect towards stock return. (2) Debt to Equity Ratio did not have a significant effect towards stock return. (3) Dividend Payout Ratio did not have a significant effect towards stock return. (4) Cash Flow of Operation Ratio did not have a significant effect towards stock return