PENGARUH EPS, PER, DAN DPR TERHADAP RETURN SAHAM PADA PERUSAHAAN KEUANGAN YANG TERDAFTAR DI BEI

Abstract

This research aims to determine and analyze the influence of Earning Per Share (EPS), Price Earning Ratio (PER)
and also Devident Payout Ratio (DPR) on stock returns at financial companies which listed in the Indonesia Stock
Exchange. The sample in this research is obtained by using purposive sampling method at financial company
which listed in Indonesia Stock Exchange (IDX) during 2013 until 2015 period and based on predetermined
criterion, then obtained sample of 12 financial companies. The method of analysis using multiple linear regression
analysis with the help of SPSS 20 (Statistical Product and Service Solution) application tool. The results of this
research indicates that the variable Earning Per Share (EPS) has a positive and significant influence on the stock
return, Price Earning Ratio (PER) significantly influence the stock return and Dividend Payout Ratio
significantly influence the stock return. The amount of coefficient of determination (R2) is 74.7% which means
that the stock return can be explained by EPS, PER, DPR while the remaining 25.7% is influenced by other
variables.
Keywords: Earnings per share, price earning ratio, dividend payout ratio, stock return