The purpose of this study is to determine the impact of financial ratios, company growth, dividend policy and firm size toward stock return in LQ-45 companies period of 2014-2016. Independent variables in this study are financial ratios, company growth, dividend policy and company size, while the dependent variable is stock return. The population in this study are companies that listed in LQ-45 index in IDX (Indonesia Stock Exchange). Data collection technique used is purposive sampling while the sample in this research are 35 go public companies. Data analysis technique used in this study are descriptive statistics, classical assumption test, multiple regression analysis. The result showed that the dividend policy has no effect on stock returns. While variable of financial ratio, company growth and company size have positive and significant effect to stock returns.