PENGARUH RETURN ON ASSET, EARNING PER SHARE, DEBT TO EQUITY RATIO, UKURAN PERUSAHAAN, DAN ARUS KAS AKTIVITAS OPERASI TERHADAP RETURN SAHAM (Studi Empiris Terhadap Perusahaan Manufaktur Yang Terdaftar Di Bursa Efek Indonesia Periode 2015-2017)

Abstract

The purpose of this study is to find out the Return On Assets, Earning Per
Share, Debt to Equity Ratio, Firm Size and Operating Activity Cash Flow on
Stock Returns. The population in this study are manufacturing companies listed
on the Indonesia Stock Exchange 2015-2017. Sampling by using a purposive
sampling method, so that the research sample was 58 companies with a period of
3 years, so that the number of data obtained 174. In this study using 5 variables,
namely the dependent variable is stock returns, while the independent variables
are return on assets, earnings per share, debt to equity ratio, firm size, and
operating activity cash flow. Analysis of the data used is multiple linear
regression. The results showed: 1) Return On Assets (ROA) affect stock returns,
2) Earning Per Share (EPS) does not affect stock returns, 3) Debt to Equity Ratio
(DER) does not affect stock returns, 4) Firm size affect stock returns, and 3)
Operating activity cash flow has an effect on stock returns.

Keywords: Return On Assets, Earning Per Share, Debt to Equity Ratio, Firm Size,
Operating Activity Cash Flow, Stock Return