PENGARUH NET PROFIT MARGIN, RETURN ON INVESTMENT, EARNING PER SHARE TERHADAP RETURN SAHAM

Abstract

The aim research was to find out the effect of Net Profit Margin (NPM), Return On Investment (ROI), Earning Per Share (EPS) on shares return. The research sample used some cigarette companies which stated in Indonesia Stock Exchange in 2012-2016. The data analysis used multiple regression linier, classical assumption test and proper test model. The sampling technique used purposive sampling and the data were taken from financial performance report in the year of 2012-2016. On the T-test, this research indicated that Net Profit Margin (NPM) variables did not affect on the shares return this research in step with Dedi Aji Hermawan research (2012) which shows that Net Profit Margin has no significant influence on shares return and Return On Investment (ROI) variables did not affect on the shares return this research in step with Arya (2014) which shows that Return On Investment has no significant influence on shares return. On the other hand, only Earning Per Share (EPS) had affected shares return at some cigarette companies which stated in Indonesia Stock Exchange in 2012-2016 this research in step with Anggrahini (2014) which shows that Earning Per Share has a significant influence on shares return.
Keywords: net profit margin, return on investment, earning per share, shares return