Pembimbing : Sri Supriastuti


ABSTRACT :

This study aims to analyze the effect of return on asset, return on equity, and debt to equity ratio on stock return on companies are listed in the Index LQ45 on the Indonesia Stock Exchange in 2016-2018.
The research uses secondary data.

The sample of this research is companies are listed in the Index LQ45 on the Indonesia Stock Exchange in 2016-2018 using purposive sampling. There are 12 companies that fulfillthe criteria as research sample. This research used quantitative methods.Research variable being used are return on asset, return on equity, debt to
equity ratio, and stock return. The data analysis technique uses multiplelinear regression analysis with the application Eviews 10.

The results of this study indicate that the return on asset, return on equity, and debt to equity ratio together have a significant effect on thestock return.

Keywords: return on asset, return on equity, debt to equity ratio, and stock return.