@thesis{thesis, author={Simanjuntak Kevin William P}, title ={BI Interest Rate, Inflation, Return on Assets, Return on Equity, Price to Book Value and Earning Per Share Effect on Indonesia Public Listed Construction Companies Stock Return}, year={2019}, url={https://repository.ipmi.ac.id/176/}, abstract={The stock markets can provide people the platform they can use to invest their money on, Indonesia stock exchange is regulated by PT Bursa Efek Indonesia. Although they have provided some information. This research is conducted to see the correlation between Indonesia interest rate, Inflation, return on assets, return on equity, and Price book value on Indonesian stocks that are listed on construction sectors. The population for this research is construction companies in which are active on the stock market between 2014 until 2019. Authors determine the sample by purposive sampling technique. This research employs Simple Linear Regression, Linear correlation, Coefficient Correlation, T test, F test, Normality Test, Coefficient of Determination, Multicollinearity test, Autocorrelation. The result of this research shows that Inflation, BI Rate, and Return on Assets have a negative effect on stock returns while Return on Equity and Price to Book Value have a positive effect on stock returns. In conclusion, Inflation, BI Rate, Return on Assets, Return on Equity, Price to Book Value, and Earning Per Share does have a significant effect on stock returns. Keyword: Inflation, Return on Equity, BI Rate, Return on Assets, Price to Book Value} }