The research is aimed to know the effect of return on assets (ROA), return on equity (ROE), earning per share (EPS), price earning ratio (PER) and current ratio (CR) on stock return.
]The samples consist 57 samples of real estate and property companies listed on Indonesian Stock Exchange the period 2009-2011. The data is sampled using purposive sampling and The research hypothesis were tested using multiple regression analysis with a significance level α=0,05.
This research provides simultaneous results of return on assets (ROA), return on equity (ROE), earning per share (EPS), price earning ratio (PER) and current ratio (CR) significantly influence on stock return with a significance level α=0,05. In partial the result of this research show return on assets (ROA) (α=0,000) have positive and significance effect towards stock return, return on equity (ROE) (α=0,000) have negative and significance effect towards stock return and earning per share (EPS) (α=0,000) have positive and significance effect towards stock return but price earning ratio (PER) (α=0,174) have positive effect and didn’t significance toward stock return and current ratio (CR) (α=0,261) have negative effect and didn’t significance toward stock return.