This research was aimed to test the profitability effect, liquiditqy, solvability, and
cash flow partially to stock return. Population in this research was Manufacture
Company registered in Indonesian stock Exchange during period of 2009 up to
2013. The method use in sample collection was purposive sampling. Analyis
method used research was linear multipled regression and the significance level
(α) was 0,05. Result of this research shows that profitability is partially affected
the stock return positively with significant number 0,010 lower 0,05. Liquidity is
partially effected the stock return negatively with significanct number 0,191
higherthan 0,05. Solvability is partially affected to stock return negatively with
significant number 0,047 lower than 0,05 and cash flow partially affected the
stock return negatively with significant 0,685 higher than 0,05.