Abstract :
The aim of this research aims to examine the influence of Return on Equity, Debt to Equity Ratio, Company Size and Company Value on Stock Returns. This research uses data from 33 Health Companies listed on the Indonesia Stock Exchange for 2019-2023. The type of data used is secondary data in the form of financial reports that have been published by health sector companies listed on the Indonesia Stock Exchange (BEI) for 2019-2023. Sample selection was carried out using a purposive sampling method and the sample size was 17 companies and 85 observations. The analysis technique used to test the hypothesis was Multiple Regression Analysis using IBM SPSS 25 Window. Research Results Return on Equity and Company Value have a positive and significant effect on stock returns, Debt to
Equity Ratio has a negative effect on stock returns while Company Size has no effect on stock returns.