<![CDATA[AbstrakPersaingan yang ketat membuat banyak perusahaan ingin mempertahankan usahanya salah satu cara yang dilakukan yaitu meningkatkan modal melalui pasar modal. Penelitian ini dilakukan bertujuan mengukur pengaruh variabel return on asset (ROA), return on equity (ROE), debt to equity ratio (DER), earning per share (EPS) dan net profit margin (NPM) terhadap return saham pada perusahaan yang terdaftar di Indeks LQ45 periode 2015-2019. Sebanyak 54 perusahaan diambil sebagai sampel penelitian dengan data yang diperoleh dari laporan tahunan perusahaan yang sudah dipublikasikan di www.idx.co.id. Metode analisi regresi panel ialah metode analisis yang dipakai dalam studi memakai software E-views dan SPSS. Hasil penelitian mengambarkan bahwa return on equity (ROE) dan net profit margin (NPM) memengaruhi return saham secara signifikan positif, sedangkan return on asset (ROA) dan earning per share (EPS) memengaruhi return saham secara signifikan negatif serta debt to equity ratio (DER) tidak memengaruhi return saham secara signifikan. Manfaat dilakukaan studi ialah untuk nambah wawasan kepada mahasiswa, meningkatkan kesadaran investor dalam aktivitas investasi serta meningkatkan wawasan perusahaan bila ingin menambah modal pada perusahaan sehingga dapat bersaing.Kata Kunci: return on asset (ROA), return on equity (ROE), debt to equity ratio (DER) Intense competition makes many companies need to maintain their business, one way to do this is to increase capital through the capital marketplace. This study aims to analyze the impact of the variables return on assets (ROA), return on equity (ROE), debt to equity ratio (DER), earnings per share (EPS), and net profit margin (NPM) on stock returns in companies listed in Indonesia. LQ45 Index 2015-2019 period. a total of 54 companies were taken as research samples with data obtained from the company's annual reports published on www.IDX.co.id. The panel regression analysis method is the analytical approach used in the study using E-views and SPSS software program. The results of the study show that return on equity (ROE) and net profit margin (NPM) have a positive impact on stock returns, while return on assets (ROA) and earnings per share (EPS) have a negative impact on stock returns and debt to equity. ratio (DER) does not have a significant impact on stock returns. The benefits of conducting research are to feature perception to students, increase investor awareness in investment activities and increase company insight if you want to growth capital in companies to be able to compete. Keywords: return on asset (ROA), return on equity (ROE), debt to equity ratio (DER)]]>
