ANALISIS KINERJA KEUANGAN PERUSAHAAN TERHADAP RETURN SAHAM PADA PERUSAHAAN KATEGORI INDEKS LQ-45 DI BURSA EFEK INDONESIA JAKARTA

Sari

Investors who invest in the company would have analyzed the condition of the company. One way to find out the condition of the company is that investors can see from the company's financial performance and investors can also know the size of the financial ratios related to the level of stock returns to be received by investors. This study aims to determine the effect of financial performance of the stock return on LQ45 companies listed on stock exchanges of Indonesia. The test used in this study is the Multiple Linear Regression (Multiple Regresion).as to test the effect of independent variables on the dependent variable.F test used to test whether all the variables used in all this study simultaneously has a significant effect, where as the T test is used to test whether partial variables have a significant effect on stock returns. This study employs three variables as indicators of financial performance; ratio of PER, ROE, EPS. These results shows that EPS variables simultaneously have a significant effect on stock returns, partially showing that the only variable EPS has a significant effect (with a significant degree the level of 5%) of stock return, while Variabel PER, ROE does not have a significant effect on return shares.