PENGARUH PROFITABILITAS, UKURAN PERUSAHAAN DAN SIKLUS BISNIS TERHADAP RETURN SAHAM PERUSAHAAN YANG TERDAFTAR DI BURSA EFEK INDONESIA

This research was made to determine the effect of Profitability, Firm Size and Business cycle toward Stock Return to collect the considerations used by investor in picking stock and its effect toward Stock Return. This Research used the data from the listed company in BEI in year 20072011. Purposive sampling is used based on three categories :The result showed that simultaneously independent variables significantly affected toward Stock Return. Partially, Return on Equity was the only variable which had significant effect toward Stock Return. Meanwhile Market Capitalitation Keywords : Stock Return, Profitability, Firmsize and Business Cycl