PENGARUH PROFITABILITAS, NILAI PASAR, DAN SOLVABILITAS TERHADAP RETURN SAHAM PERUSAHAAN SEKTOR PERTAMBANGAN

Abstract

This research aims to determine the influence of profitability as measured by return on assets (ROA), market value as measured by earning per share (EPS), and solvency measured by using debt to equity ratio (DER) to return share of listed mining company in Indonesia Stock Exchange period 2013-2015. This research uses purposive sampling method that is by selecting the sample based on certain criteria. Based on the sample selection method, 16 samples of mining companies listed in Indonesia Stock Exchange (BEI) for the period of 2013-2015 are obtained. This research data obtained from secondary data in the form of financial report and company annual report. The research method that been used in this research is using quantitative method. Data analysis techniques used are classical assumption test and multiple linear regression. Based on the results of the analysis produced return on assets has no significant influence on stock returns on the mining sector companies in Indonesia Stock Exchange, earning per share has no significant influence on stock returns on mining companies in Indonesia Stock Exchange, debt to equity ratio significant influence on stock return on mining sector companies in Indonesia Stock Exchange.
Keywords: profitability, market value, solvency and stock return.