PENGARUH RASIO KEUANGAN TERHADAP RETURN SAHAM PADA PERUSAHAAN MANUFAKTUR YANG TERDAFTAR DI BEI

Abstract

This research aims to understand the influence of financial ratio to the stock return at the manufacturing company which is listed in the IDX. Which the free variable that been used in this research is Current Ratio (CR), Debt to Equity Ratio, Return on Asset, Price Earning Ratio (PER) and Total Asset Turnover (TATO), while the dependent variable is the stock return.The population in this research was obtained by using purposive sampling method in food and beverage sector manufacturing company which is listed in the IDX during 2012-2016 period and based on predetermined criteria, 9 samples of food and beverage sector manufacturing companies were obtained. The method of analysis of this research using multiple linear regression analysis with using SPSS application tools (Statistical Product and Service Solutions).The results showed that the Current Ratio (CR), Return On Asset (ROA), and Price Earning Ratio (PER) have significant influence on the Stock Return, while Debt to Equity Ratio (DER) and Total Asset Turn Over (TATO) has no significant influence on the Stock Return of sub sector of food and beverage manufacturing companies which is listed in the IDX during the period 2012-2016.
Keywords: financial ratio, stock return, regression analysis.