This research is conducted to test the influence of Earning Per Share (EPS), Price
Earning Ratio (PER), Debt To Equity Ratio (DER), and Book Value per Share
(BVS) on stock price of LQ45 index in Indonesia Stock Exchange (IDX) period
2014-2016. This research used secondary data obtained from the published
company’s financial reports on Indonesia Stock Exchange (IDX). Analysis
techniques used was linear regression, while hypothesis test used were t-test and
F-test with level of significance 0,05. Classic assumption test used in this research
include normality test, multycolinearity, heteroscedasticity and autocorrelation.
The result of this research showed that Earning Per Share (EPS), Price Earning
Ratio (PER) and Book Value per Share (BVS) have a positive and significant
effect toward share prices on LQ45 index. Meanwhile, Debt to Equity Ratio
(DER) showed negative effect and significant effect toward share price on LQ45
index. Simultaneously there was significant influence between Earning Per Share
(EPS), Price Earning Ratio (PER), Debt to Equity Ratio (DER) and Book Value
per Share (BVS) to stock price on LQ45 index.