<![CDATA[Abstrak: Penelitian ini bertujuan untuk menganalisis pengaruh kinerja keuangan (debt to equity ratio, return on assets, total assets turn over, price earning ratio) dan kondisi ekonomi makro (perubahan inflasi, perubahan nilai tukar) terhadap return saham perusahaan property dan real estate yang terdaftar di Bursa Efek Indonesia pada periode 2011 – 2014. Jumlah populasi 45 perusahaan dan setelah melewati purposive sampling jumlah sampel menjadi 20 perusahaan. Teknik analisa yang digunaka analisa regresi linier untuk mengetahu masing-masing pengaruh variabel dependen terhadap variabel independen secara parsial atau bersamaan. Hasil penelitian menyatakan total asset turn over dan price earning ratio berpengaruh signifikan terhadap return saham. Debt to Equity Ratio, Return on Assets, perubahan inflasi dan nilai tukar pada penelitian ini berpengaruh tidak signifikan terhadap return saham. Kata kunci : Kinerja keuangan, kondisi ekonomi makro, pengembalian saham. Abstract: This study aims to analyze the influence of financial performance (debt to equity ratio, return on assets, total assets turn over, price earnings ratio) and macro-economic conditions (inflation, rates) on stock returns of registered property and real estates in Indonesia during the period of2011 - 2014. The population of 45 companies became 20 after purposive sampling. Analyzing technic used is linear regression to determine the effect of each independent variable on the dependent variable partially or simultaneously. The result shows that the total asset turnover and price earnings ratio are significant to the stock return. In this research the Debt to Equity Ratio, Return on Assets, inflation and rates do not significantly influenced stock returns. Keywords: financial performance, macro economics condition, stock return]]>
