PENGARUH CR, DER, ROE DAN EPS TERHADAP RETURN SAHAM PERUSAHAAN FARMASI DI BEI

Abstract

The purpose of this research is to know and analyze the influence of Current Ratio (CR), Debt to Equity Ratio
(DER), Return On Equity (ROE) and Earning Per Share (EPS) to stock returns in pharmaceutical companies
which listed in Indonesia Stock Exchange at 2012 to 2016 period. Sample research technique used is by saturated
sample method on pharmaceutical companies which listed in Indonesia Stock Exchange at 2012 to 2016 period as
many as 7 pharmaceutical companies. The analytical method used is multiple regression analysis with using
SPSS application tool version 24. The result of model feasibility test is known that the variable of Current Ratio
(CR), Debt to Equity Ratio (DER), Return On Equity (ROE) and Earning Per Share (EPS) have significant
influence to stock return. From result of hypothesis test show that Debt to Equity Ratio (DER) variable have
significant influence to stock return while variable of Current Ratio (CR), Return On Equity (ROE) and
Earning Per Share (EPS) have no significant influence to stock return.
Keywords: current ratio (CR), debt to equity ratio (DER), return on equity (ROE), earning per share (EPS) and
stock return.