This research performed in order to test the influence of activity ratio, profitability ratio and market ratio toward the stock return of sub-sector telecommunication companies that listed in Indonesia Stock Exchange for period 2011-2015. The sampling technique used in the research is purposive sampling with criteria as (1) listed in Indonesia Stock Exchange in 2011-2015. (2) always seem annual financial report over period 2011-2015). The sample of this research is six companies for five periods. Data analysis with multiple regressions with the ordinary least square (OLS) method. Hypotheses test used t-statistic and f-statistic at level significance 5%. The result of this research show Total Aset Turnover, Price Book Value, Price Earning Ratio have a significant effect on stock return. Besides, Working Capital Turnover, Return on asset and Return on Equity don’t have significant effect toward a stock return. Result of this research indicates that activity ratio, profitability ratio, and market ratio simultaneously have significant effect toward a stock return.
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