PENGARUH KINERJA KEUANGAN TERHADAP RETURN SAHAM PERUSAHAAN SEKTOR OTOMOTIF DI BEI

Abstract

Investment in stocks is one of the most attractive to investors because it provides high returns but on the one hand investors will be faced with uncertainty between returns and risks to be faced. The research aimed to examine the effect of variables of total aset turn over, net profit margin, earning per share, and debt to equity ratio to the stock return of automotive company which were go public at Indonesia Stock Exchange. The sample of this research used purposive sampling and the sample used 10 companies in 2012-2016 periods. The data of this research used secondary data i.e. the financial statement data. The analysis technique used multiple linear regressions analysis. The research examination used t test with the result showed that variables of total aset turn over and net profit margin gave positive and insignificant effect on the stock return, earning per share gave positive and significant effect on the stock return, meanwhile debt to equity ratio gave positive and insignificant effect on the return.
Kata Kunci: total aset turn over, net profit margin, earning per share, debt to equity ratio, return saham.