ANALYSIS OF EFFECT OF PROFITABILITY, LEVERAGE AND ECONOMIC VALUE ADDED (EVA) TO STOCK RETURN (Study Of Firms Listed In Indonesia Stock Exchange Listed As Kompas – 100)

Abstract

The purpose of this research is to exam the effect of Return on Investment, Return on Equity, Earning Per Share, Debt to Equity Ratio, and EVA to Stock Return.The population of this research are firms listed in Indonesia Stock Exchange during periods 2006 to 2010. The sample of this reserch are firms listed as Kompas 100, the samples choice using purposive sampling method and resulting 33 firms listed as Kompas 100. Statistic methods using multiple regression analysis.The result indicates that Return on Investment, Return on Equity and Earning Per Share variables have significantly influence partially to Stock Return. And Debt to Equity Ratio and EVA variables have not influence to Stock Return.

Key words : Return on Investment, Return on Equity, Earning Per Share, Debt to Equity Ratio, Economic Value Added and Stock Return.