PENGARUH RETURN ON ASSET, DEBT TO EQUITY RATIO, DAN EARNING PER SHARE, TERHADAP RETURN SAHAM PADA PERUSAHAAN LQ45 DI BURSA EFEK INDONESIA PERIODE 2017-2020

This study aims to examine and explain the effect of return on assets, debt to equity ratio and earning per share on stock returns in companies including LQ-45 on the Indonesia Stock Exchange for the 2017-2020 period. The population in this study were 45 companies. The sampling technique used is purposive sampling, in order to obtain 9 manufacturing companies.  The data analysis technique used is multiple linear regression analysis and uses T test and F test with a significance level of 5 percent. The results showed that return on assets had a positive and significant effect on stock returns, debt to equity ratio had a positive and significant effect on stock returns, Earning per share had a positive and insignificant effect on stock returns. The ability of return on assets, debt to equity ratio and earning per share in explaining variations in stock returns is 31.6 percen