PENGARUH ROE, PER, DAN EPS TERHADAP STOCK RETURN PADA PERUSAHAAN PROPERTY

Abstract

The purpose of this research is to find out the influence of return on equity (ROE), price earning ratio (PER), earning per share (EPS) to the stock return on property companies which are listed in Indonesia Stock Exchange in 2011-2015 periods both partial and simultaneous. The research object is property companies which are listed in Indonesia Stock Exchange. These companies have stocks with company company profit in 2014. The sample collection has been done by using purposive sampling and the numbers of samples are 6 property companies which are listed in Indonesia Stock Exchange in 2011-2015 periods. The source of data is the secondary data which has been obtained from Indonesia Stock Exchange. The data analysis technique has been done by using multiple linear regressions analysis. The result of the research shows that partially the ROE give positive and significant to the stock return whereas the PER and the EPS give positive and insignificant to the stock return. Simultaneously, ROE, PER, and EPS give significant influence to the stock return. It explains that ROE, PER, and EPS simultaneously give influence to the stock return on property companies which are listed in Indonesia Stock Exchange in 2011-2015 periods.
Keywords : return on equity,price earning ratio, earning per share, stock return