This study aimed to analyze the effect of liquidity, profitability, activity
and solvability ratio’s of capital gains and dividend yield at a manufacturing
company in Indonesia Stock Exchange. The method used for sampling is
purposive sampling, with the criteria listed manufacturing firms in the IDX from
2004 until 2008 and having an annual financial report data. Manufacturing
companies that have a capital gains during the period 2004 to 2008 and
Manufacturing companies that pay dividends during the period 2004 to 2008. The
analytical method is used multiple linear regression test with significance level (α)
0.05 (5%).
The results of this study concluded that liquidity ratio do not have a
significant positive effect on capital gains and dividend yield. Profitability ratio
have no significant positive effect on capital gains, but have a significant positive
effect on dividend yields. Activity ratio does not have a significant positive effect
on capital gains and dividend yield. Solvability ratio have no significant positive
effect on capital gains and dividend yield.