Abstract :
The aimof this study was to analyze the effect offinancial performance on stock returns. This study used financial ratios, Return on Assets (ROA), Total Asset Turnover (TATO), Debt to Equity Ratio (DER), Earning Per Share (EPS), and Interest Rate. This study was taken because the previous studies there are still differences between each other and there is a difference between the results of previous studies with existing theories
The sample of this research is a company registered in LQ-45 index in the year of 2010-2013. From Forty-five companies, only twenty are selected, the determination of the sample in this study using purposive sampling based on the availability of financial reports and are listed in LQ-45 index during the study period. This type of data is secondary data, while data analysis method used was multiple linear regression The results of this study indicate that the TATO, EPS, and Interest Rate effect on stock returns LQ-45 index 2010-2013
Keywords :Return on Assets (ROA), Total Asset Turnover (TATO), Debt to Equity Ratio (DER), Earning Per Share (EPS),Interest Rate