Pengaruh Inflasi, Nilai Tukar, Debt to Equity Ratio (DER) dan Return On Assets (ROA) Terhadap Return Saham pada Sektor Infrastruktur, Utilitas dan Transportasi yang Terdaftar di Bursa Efek Indonesia Tahun 2017 - 2019

Stock Return is the result obtained from stock investment. Many factors influence the value of stock returns obtained by shareholders, one of which is the stock price. The infrastructure, utilities and transportation sectors are the quite attractive industrial sectors to investors. The purpose of this research was to analyze the effect of Inflation, Exchange Rates, Debt to Equity Ratio (DER), and Return on Assets (ROA) on Stock Returns of companies in the infrastructure, utility and transportation sectors listed on the Indonesia Stock Exchange for the period of 2017-2019. The sample selection method used in this study was purposive sampling method. The population of this study were 78 companies in the infrastructure, utility and transportation sectors and obtained 17 companies as samples. The analysis technique used in this research was multiple linear regression. The results of this study show that Inflation and Exchange Rates have a negative effect on Stock Returns, Debt to Equity Ratio (DER) has no effect on Stock Returns, and Return on Assets (ROA) has a positive effect on Stock Returns