PENGARUH EARNING PER SHARE, NILAI KAPITALISASI PASAR, DAN RETURN ON INVESTMENT TERHADAP RETURN SAHAM PERUSAHAAN MANUFAKTUR YANG TERDAFTAR DI BEI TAHUN 2010-2013

Abstract

This study aimed to examine the effect  of earning per share, market capitalization and return on investment of stock returns in manufacture companies that listed in Indonesia Stock Exchage for period 2010-2013. Which has been availaible and be published in the Indonesian Capital Market Directory (ICMD) and www.idx.co.id. This data is time series from 2010-201. Sample is taken using a purposive sampling method. The method of analysis in this study using multiple regression.

The results of testing the hypothesis found that earning per share have effect of stock return, in other hand market capitalization and return on investment have no effect of stock return.

Keyword: earning per share, market capitalization, and return in investment