Pengaruh Earning Per Share, Debt to Equity Ratio, Price Earning Ratio dan Return On Equity Terhadap Return Saham Pada Perusahaan Kelompok Aneka Industri Yang Terdaftar di Bursa Efek Indonesia

This research has a purpose to knowing that earning per share, debt to equity ratio, price earning ratio, and return on equity have an effect to stock return on miscellaneous industry in Indonesia Stock Exchange years 2007,2008, and 2009. Number of population in this research is 45 company. After were selected by using purposive sampling technique. The sampel that is gotten is 17 company. Kind of data used is secondary data. Analyzes model that is used is multiple regression. Earning per share, debt to equity ratio, price earning ratio and return on equity are used as independen variable and dependen variable is stock return. Analyzes model that is used multiple regression. Classic assumption tests that is used is normality test, multicolinearity test, autocorelation test, and heteroscedastisity test. Hypothesis test that being used were f-test, t-test and Adjusted R square. The result of this research show that ROE, DER, PER dan EPS as simultant (together) have no effect to stock return. The result of parsial test show that EPS, PER and ROE have not significant effect to stock return.