Purpose - This research is intended to find out the influence some of the ofthesome of the fundamental financial performance tool namely return on investment (ROI), economic value added (EVA) and market value added (MVA) to the stock return partially and simultaneously. Design/methodology - The data used is secondary data from 18 selected non banking companies using purposive sampling methods in the period of February 2011-Augtust 2015. The analysis technique has been done by using multiple regressions. The classic assumption test which consists of normality test, multicollinearitytest, autocorrelation test and heteroscedasticity test didnot experience any serious problem. Findings – The model feasibility test shows that the research model is feasible to be used for further test. The result of the t test shows that partially return on investment and economic value added did not have any significant influence to the stock return, whereas a market value added has significant influence to the stock return. Meanwhile,ROI, EVA and MVA have significant influence to the stock return simultaneously.
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