PENGARUH KINERJA KEUANGAN KONVESIONAL, DEBT EQUITY RATIO, EARNINGS PER SHARE TERHADAP RETURN

Abstract

This research is meant to test the influence of performance of conventional financial, debt equity ratio and
earnings per share to the stock return. The performance of conventional financial has proxy with return on asset,
return on equity and cash flow. The data has been done by using secondary data with financial statement of real
estate (property) which is listed in Indonesia Stock Exchange (www.idx.co.id).. The amount of samples are 41
companies in 2012-2014 periods, and it selected by using purposive sampling technique. The method has been
done by using multiple regressions model and SPSS (Statistical Package for Social Sciences) 20 version. The
result of this research shows that the two variables have positive significant influence to the stock return which
are the variables of return on equity (ROE) and earnings per share (EPS). Meanwhile, the three other variables
does not have any negative significant influence to the stock return i.e. the variables of return on Asset (ROA),
cash flow and debt equity ratio (DER). And the 0.239 or 23,9% R square the independent variable influence
dependent variable.

Keywords: Conventional Financial Performance, debt equity ratio, earnings per share stock return.