Dampak Profitabilitas dan Nilai Buku terhadap Return Saham pada Perusahaan LQ45 yang Terdaftar di Bursa Efek Indonesia

At present, there are many options in Indonesia that can be chosen by people who have advantages and one of the investors makes a profit by investing. For investors, the capital market is a place to channel funds in the form of shares, with the hope of regaining high shares. This study aims to discuss the impact of profitability and book value on stock returns. The population in this study is the LQ45 company listed on the Indonesia Stock Exchange (IDX) per period 2013-2017. The sampling technique used a purposive sampling method and based on predetermined criteria obtained a sample of 10 companies. Financial report data is obtained from the official IDX website. The analytical method used is panel data regression analysis with the help of the application E-Views 8. The initial test is done, namely completing the Chow-Test to decide whether the method of Pooled least square or Fixed effect is used; and test the Hausman-test to decide whether the fixed effect method or random effect can be used. The results of this observation state that profitability has a positive and significant effect on stock returns and negative and significant approval book values ​​on stock returns.