PENGARUH EPS, RI, EVA, MVA, PER TERHADAP RETURN SAHAM PADA PERUSAHAAN MANUFAKTUR

Abstract

The purpose of this research is to find out the influence of earnings per share, residual income,
economic value added, and market value added, price earnings ratio to the stock return on
manufacturing companies which are listed in Indonesia Stock Exchange. This research has been
carried out by using multiple linear regression analysis in which earning per share, residual income,
economic value added, market value added, price earnings ratio as the independent variable, and stock
return as the dependent variable. In data management, this research is used SPSS 23 program. The
sample collection method has been carried out by using purposive sampling technique and nonprobability
sampling which is sample selection type in accordance with certain determination.
Meanwhile, the company has been observed by using manufacturing company which engaged in
consumption goods industry which is listed at Indonesia Stock Exchange. The result of this test shows
that simultaneously the earning per share, residual income, and economic value added, and market
value added, price earnings ratio have significant influence to the stock return. Meanwhile, the result
of t test stated that the variable of earning per share has significant influence to the stock return and
other variables which are residual income, economic value added, market value added, price earnings
ratio does not have any significant influence to the stock return, and variable of earning per share has
dominant influence to the stock return.
Keywords: Company performance, stock return, regressions analysis.