This study aims to examine the effect of accounting profit, operating cash flow, price to book value and economic value added on stock returns. The sample in this study is the food and beverage sub-sector manufacturing companies listed on the Indonesia Stock Exchange in 2015 – 2017). The data collection method uses secondary data in quantitative form which is expressed in numbers. The analytical method used in this research is multiple linear regression analysis method. The results of this study indicate that the accounting profit variable has a negative effect on stock returns, and operating cash flow has an influence on stock returns, while the Price to Book Value (PBV) variable and the company's financial performance with the Economic Value Added EVA approach have a positive influence on stock returns. .