Determinants of Fundamental Stock Return Factors at Mining Company; Analysis Data Panel for Period 2012 - 2017

This research aims to examine and analyze the effect of return on assets, debt to equity ratio, dividend payout ratio, exchange rates and world oil prices on the value of the stock of mining companies in the Indonesia Stock Exchange for the period of 2012 to 2017. This research uses annual data for the observation period from 2012 to 2017. The population is mining companies listed on the Indonesia Stock Exchange in 2012 to 2017 and up to 32 companies. The sampling technique used purposive sampling, found a sample of 32 companies with 6 years observation so that the total observation obtained was192. The model used is the Common Effect Model. The results of the analysis show that the exchange rates and world oil prices have a significant positive effect, while the return on assets, debt to equity ratio, dividend payout ratio have no significant effect on stock returns of mining companies in the Indonesia Stock Exchange for the period of 2012 to 201