PENGARUH RETURN ON ASSET, EARNING PER SHARE DAN VOLUME PERDAGANGAN SAHAM TERHADAP RETURN SAHAM DENGAN UKURAN PERUSAHAAN SEBAGAI VARIABEL MODERASI (Studi Empiris Pada Perusahaan Food and Beverage Yang Terdaftar di Bursa Efek Indonesia Tahun 2017-2020)

This study aims to examine the effect of return on assets, earnings per share and stock trading volume on stock returns with company size as a moderating variable in food and beverage companies on the Indonesia Stock Exchange in 2017-2020. This research uses multiple linear analysis. The sample used in this study were 13 food and beverage companies listed on the Indonesia Stock Exchange (IDX) for 4 years. The research sample was selected by purposive sampling technique with predetermined criteria. it can be concluded from the results of data analysis that the variables of return on assets, earnings per share and trading volume activity simultaneously have no effect on stock return with a significance value of 0.115. Return on assets partially affect stock return with a significance value of 0.033. For earnings per share partially has no affect on stock return with a significance value of 0.197. And trading volume activity partially has no effect on stock return with a significance value of 0.88. Furthermore, the value of the MRA (Moderated Regression Analysis) table of company size cannot moderate the relationship between the variables of return on asset, earning per share and trading volume activity on stock return