This study aims to empirically test the effects of Profitability, Solvency, Activity Ratio, and Market Ratio) on Stock Return. The subjects of this study are F&B sector companies that are listed on the IDX during the 2021–2024 period. Using Purposive sampling, 84 valid observational data points were obtained from secondary sources in the issuers' Annual reports. Data processing techniques used IBM SPSS version 31, employing a quantitative associative research design and multiple linear regression analysis. This study indicates that the Earnings per Share (EPS) variable partially has a positive and significant effect on Stock Returns, whereas the ROA, TATO, and DER variables don't have a significant effect. This study's results indicate that investors are advised to prioritize fundamental analysis of asset management efficiency (ROA) when making investment decisions. Furthermore, company management should focus on optimizing asset utilization to generate net income, thereby sending a positive signal to the capital market
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