ABSTRACT The purpose of this study is to test the effect of profitability ratios, liquidity, activity on stock returns listed on the Stock Exchange (BEI) 2013-2014.This sampling technique using purposive sampling, based on the analysis results can be concluded that the test result F of 17,850 with a significant level of 0,000 < 0,05 which mean that there is at least one independentvvariable that has the ability to explain independent variables. Keyword : Profitability, Liquidity, Activity, and Stocks return
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