Abstract:
This study is aimed to analize the influence of the variable current ratio (CR), earning
per share (EPS) and return on investment to stock return .
This study uses purposive sampling techinque that elected27 companies. The analysis
technique used is multiple regression quadratic equations. The smallest and test hypotheses
using t-statistics for testing the partial regression coefficients and f-statistics to test the
significance effect whether with the level of significance of 5%.
From this test which has been performed, simultant regression test (test F) shown the
total independent variable were investigated, namely current ratio, earning per share and
return of investment has a significant effect on stock returns. Partial regression test (t-test)
showed that free variable current ratio and earning per share has a significant effect on stock
return with the significance value of less than 5%. But the return on investment has no
significant effect, on stock return with the significance of more than 5%. The large effect (R2)
between the independent variables on the dependent variable are 19.8%, while the remaining
80.9% are influence by other variables which were not examine in this study
