ANALISIS PENGARUH KINERJA PERUSAHAANDAN MAKRO EKONOMI TERHADAP RETURN SAHAM

This study aimed to examine the effect of return on assets, earnings per share, inflation and the exchange rate against the dollar on stock returns. The population in this study was stock KOMPAS 100 period August 2013 until January 2014 samples were determined by using purposive sampling method. The research sample was obtained by 86 companies. Hypothesis testing using multiple regression analysis with SPSS ver. 17.0. The results show that the first hypothesis which states that the return on assets affect significant on stock returns is rejected. The second hypothesis which states that the earnings per share effect on stock returns significant rejected. The third hypothesis which states that the effect of inflation on stock returns accepted significant. The fourth hypothesis which states that the exchange rate effect on stock returns significant rejected. Keywords: stock return, return on assets, earnings per share, inflation and the Exchange rat