Abstract :
This study analyzed the influence of economic value added (EVA) and
return on equity (ROE) to the shareholder's return equally and partially.
It also intended to know which performance measures have the most
significant effect to the shareholder's return. This study used multiple
and linier regression to see the contribution from both in dependent
variables equally and the contribution of each independent variable
partially in influencing shareholder's return. The hypotheses was EVA
and ROE have significant influence to shareholder's return. The samples
of this study are ten banks with biggest total asset listed in Bursa Efek
Indonesia (BEl). And the periode of this study is between 2004-2007.
From the results, the most significant variables in influencing
shareholder's return is return on equity.
Keywords : economic value added, return on equity and stock return.