The purpose of research is to analyze the influence of economic value added, residual income, earnings per share and operating cash flow to stock returns. The data used are secondary data sourced from the company’s financial statements. The population in this study is the Property and Real Estate companies listed to the Indonesian Islamic Stock Index for the period 2014-2017. Sampling uses a purposive sampling method with 68 samples from 17 companies. Data were analyzed using SPSS version 23. The analysis used the methode of multiple linear regression analysis. The results of the study that economic value added, residual income and operating cash flow have no effect to stock returns. Earning per share have a positive effect to stock returns.