PENGARUH TINGKAT RASIO PROFITABILITAS DAN RASIO AKTIVITAS PERUSAHAAN TERHADAP RETURN SAHAM YANG TERMASUK DALAM BLUE CHIP STOCKS TAHUN PERIODE 2014 – 2016

The objective of the study is to know the influence of the profitability ratio level and companies activity ratio towards stock return that is in the blue chip stocks at the period of 2014 - 2016. The study were using quantitative approach and the object of the study was the companies that were in the blue chip stocks. The population in this study has 26 companies and 11 sample companiesn that have been listed in Indonesia Stock Exchanges. The companies that were in the blue chip stocks were chosen because they were mostly top companies and famous. Of course, the beginner investors wanted to invest their stocks to the top and famous companies. They would not invest their stocks carelessly, firstly, they would read up or calculate the stock return and saw the financial ratio of the companies that they would invest their stocks. Results indicated that the Net Profit Margin (NPM) and Total Asset Turn Over (TATO) were simulated give the significant influence toward the stock return. But, partially, they would have different influence. Net Profit Margin (NPM) had a positive and significant influence toward stock return and Total Asset Turn Over (TATO) had a negative significant influence toward the stock return. This indicates that the regression model formed by independent variable, consists of Net Profit Margin (NPM) and Total Asset Turn Over (TATO), can be used to predict the stock return in the companies of Blue Chip Stocks