Abstract The purpose of this study is to understand whether there is a partial influence between PER, EPS, ROE, and EVA variables on Stock Return and to understand whether there is influence simultaneously on PER, EPS, ROE, and EVA variables on Stock Return. Technique of data retrieval in this research is method of documentation. Types of data used are secondary data types, Testing statistics performed with SPSS 18.0 for windows application program, including descriptive statistics, simple regression analysis, and classical assumption test. Partial test results obtained that PER significantly affect the stock return seen in Table 4.3.5 PER value in beta table of 0.367 with a significant value of 0.05. while EPS has no significant effect on stock return seen in Table 4.3.5 EPS value in beta table of 0.005 with significant value equal to 0.986, and ROE has no significant effect on stock return seen in Table 4.3.5 EPS value in beta table of 0.422 with a significant value of 0.083, while EVA has a significant negative effect on stock returns seen in Table 4.3.5 EVA value in the beta table of -0.484 with a significant value of 0.036. In Table 4.3.6 it is clear that the value of F arithmetic is 3,342 with significant 0.027. It states that the influence of PER, EPS, ROE, and EVA simultaneously or simultaneously can influence stock return.
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