PENGARUH CURRENT RATIO (CR), DEBT EQUITY RATIO (DER). RETURN ON EQUITY (ROE) EARNING PER SHARE (EPS), PRICE EARNING RATIO (PER), TERHADAP RETURN SAHAM DIPERUSAHAAN MANUFAKTUR YANG TERDAFTAR DIBURSA EFEK INDONESIA (Periode 2016-2018)

Abstract

Globalization has an impact on the ease of investing. This is ditandal with economic growth in Indonesia. In this connection the manufacturing sector's growth was quite significant. It also can bring attraction for investors to invest. So that investors can get information for consideration for investment decision making in order to get a return that meets their expectations. This research was conducted with the aim to determine the effect, partially and simultaneously, the variable CR, DER, ROE, EPS, PER on stock returns of manufacturing companies listed on the Indonesia Stock Exchange Year 2016-2018. This research uses a quantitative approach using secondary data. The research sample was 36 manufacturing companies and analyzed using SPSS. Hypothesis testing used is a partial statistical test (t test) and simultaneous (F test). The results showed that the variables, CR, DER, PER, had no partial effect on stock returns while ROE, EPS had a partial effect on returns stock. Simultaneous test results of CR, DER, ROE, EPS, and PER variables simultaneously affect stock returns.