PENGARUH ROA, FIRM SIZE DAN NPM TERHADAP RETURN SAHAM PADA PERUSAHAAN SEMEN

Abstract

The objective of the investment is to invest in the form of stock in the capital market which is to obtain
maximum return with low risk. Many factors are able to influence the stock return. This research is
meant to test the influence of Return on Asset, Firm Size and Net Profit Margin to the stock return.
The object of the research is the cement companies which have gone public in Indonesia Stock
Exchange and the research observation from 2010 tol 2013. The sample collection technique has been
done by using purposive sampling with the criteria i.e.: (1) the cement company which has been listed
in Indonesia Stock Exchange in 2010-2013 periods. (2) The cement company has published their
financial statement in 2010-2013 periods. 3 cement companies have been obtained from these criteria
and they have become the research samples. The analysis technique has been done by using multiple
linear regressions analysis. The hypothesis test result in this research is shows that Firm Size variable
has significant influence to the return meanwhile Return on Asset variable and Net Profit Margin
variable does not have any influence to the stock return.

Keywords:stock return, return on assets, firm size, net profit margin.