PENGARUH CR, TATO, NPM DAN ROA TERHADAP RETURN SAHAM

Abstract

This research is meant to find out the influence of Current Ratio, Total Asset Turn Over, Net Profit
Margin dan Return on Asset to the stock return in food and beverages companies which are listed in
Indonesia Stock Exchange (IDX) in 2012-2014 periods. The sample collection technique has been done
by using purposive sampling method and the samples are eleven food and beverages companies which
have met certain criteria. The dependent variable of this research is stock return, meanwhile the
independent variables are Current Ratio, Total Asset Turn Over, Net Profit Margin and Return on
Asset. The data analysis method has been done by using multiple regressions analysis. The result of
model feasibility test shows that Current Ratio, Total Asset Turn Over, Net Profit Margin and
Return on Asset are the explanatory variables from the stock return. The result of hypothesis test
shows that Net Profit Margin and Return on Asset have significant influence to the stock return,
meanwhile Current Ratio and Total Asset Turnover does not have any influence to the stock return.

Keywords:current ratio, total asset turnover, net profit margin, return on asset and stock return.