<![CDATA[This research aims to investigate the influence of several fundamental factors, including Return on Equity, Debt to debt-to-equity ratio, Current ratio, and Total Aset Turnover, as well as the non-fundamental factor, Environmental Performance, on stock returns in the manufacturing sector. The sample for this study consists of 18 manufacturing companies listed on the Indonesia Stock Exchange (BEI) during the period from 2018 to 2022. This study shows that partially, the variables Return On Equity and Total Asset Turnover have a positive effect on stock returns, while the variables Debt to Equity Ratio, Current Ratio, and Environmental Performance do not affect stock returns. Overall, simultaneously the variables Return on Equity, Debt to Equity Ratio, Current Ratio, Total Asset Turnover, and Environmental Performance affect stock returns. The test results for the coefficient of determination (Adjusted R-squared) show a value of 25.4% of the variation in stock returns for manufacturing companies listed on BEI during the period from 2018 to 2021. Abstrak Penelitian ini bertujuan untuk menginvestigasi pengaruh beberapa faktor fundamental, antara lain Return on Equity, Debt to Equity Ratio, Current Rasio, dan Total Aset Turnover, serta faktor non-fundamental yaitu Kinerja Lingkungan, terhadap Return Saham pada perusahaan sektor manufaktur. Sampel penelitian terdiri dari 18 perusahaan sektor manufaktur yang terdaftar di Bursa Efek Indonesia (BEI) selama periode 2018 hingga 2021. Metode analisis yang digunakan dalam penelitian ini adalah analisis regresi linier berganda, Uji t, dan Uji F, yang dilakukan dengan menggunakan program bantuan SPSS 23. Penelitian ini menunjukkan bahwa secara parsial, variabel Return on Equity dan Total Aset Turnover memiliki pengaruh positif terhadap return saham, sedangkan variabel Debt to Equity Ratio, Current Rasio dan Kinerja Lingkungan tidak berpengaruh terhadap return saham. secara simultan variabel Return on Equity, Debt to Equity Ratio, Current Rasio, dan Total Aset Turnover, dan Kinerja Lingkungan berpengaruh terhadap return saham. Hasil uji koefisien determinasi (Adjusted R-squared) menunjukkan nilai sebesar 25.4%.]]>
