Tujuan penelitian ini adalah untuk mengetahui pengaruh kinerja keuangan yang terdiri dari Current Ratio, Total Asset Turnover, Debt to Equity Ratio, Net Profit Margin, Return of Total Asset, Return on Equity dan Price Earning Ratio baik secara parsial maupun simultan terhadap return saham pada perusahaan otomotif yang terdaftar di Bursa Efek Indonesia periode 2011-2015. Pendekatan Penelitian yang digunakan dalam penelitian ini adalah pendekatan kuantitatif. Populasi pada penelitian ini terdapat 13 perusahaan. Pengambilan sampel pada penelitian ini menggunakan purposive sampling, dan terdapat 10 perusahaan yang dapat dijadikan sampel. Untuk pengujian instrumen menggunakan Uji Asumsi Klasik, sedangkan tehnik analisis data yang digunakan untuk mengetahui hipotesis adalah menggunakan regresi linier berganda dengan memakai Uji T dan Uji F. Dari hasil penelitian yang telah dilakukan menunjukkan bahwa nilai Koefisien Determinasi (R2) sebesar 0,36 yang berarti besarnya pengaruh variabel dependen adalah 3,6%, sedangkan sisanya 96,4 % dijelaskan oleh ketujuh variabel independen (Current Ratio, Total Asset Turn Over, Debt To Equity Ratio, Net Profit Margin, Return On Asset, Return On Equity, Price Earning Ratio) dan dijelaskan oleh variabel lain yang tidak termasuk dalam penelitian ini. Pada penelitian ini secara parsial variabel CR berpengaruh signifikan terhadap return saham, TATO tidak berpengaruh signifikan terhadap return saham, DER tidak berpengaruh signifikan terhadap return saham, NPM tidak berpengaruh signifikan terhadap return saham, ROA tidak berpengaruh signifikan terhadap return saham, ROE tidak berpengaruh signifikan terhadap return saham, PER tidak berpengaruh signifikan terhadap return saham. Kata Kunci: Current Ratio (CR), Total Asset Turnover (TATO), Debt to Equity Ratio (DER), Net Profit Margin (NPM), Return of Total Asset (ROA), Return on Equity (ROE) dan Price Earning Ratio (PER) dan return saham.

This study has an objective to know the financial performance that consists of Current Ratio (CR), Total Asset Turnover (TATO), Debt to Equity Ratio (DER), Net Profit Margin (NPM), Return of Total Asset (ROA), Return on Equity (ROE) and Price Earning Ratio (PER) and stock returns in automotive companies that listed in Indonesia Stock Exchange in 2011-2015 either partially or simultaneously. The approach of this study is quantitative approach. Population in this study is 13 companies. Sampling in this study uses purposive sampling, and there are 10 companies that can be a sample. For instrument test, this study uses Classic Assumption Test, while the technique of data analysis that used to know the hypothesis is multiple linear regressions by using T Test and F Test. From the results of the study, it shows that the value of the Coefficient of Determination (R2) 9s 0,36 which means that the level of the effect of dependent variables is 3,6%, while the remaining of 96,4% is explained by the seven independent variables (Current Ratio, Total Asset Turn Over, Debt To Equity Ratio, Net Profit Margin, Return On Asset, Return On Equity, Price Earning Ratio) and explained by other variables that do not included in this study. In this study, partially, CR variable has a significant effect on stock returns, TATO does not has a significant effect on stock returns, DER does not has a significant effect on stock returns, NPM does not has a significant effect on stock returns, ROA does not has a significant effect on stock returns, ROE does not has a significant effect on stock returns, and PER does not has a significant effect on stock returns Keywords: Current Ratio (CR), Total Asset Turnover (TATO), Debt to Equity Ratio (DER), Net Profit Margin (NPM), Return of Total Asset (ROA), Return on Equity (ROE) and Price Earning Ratio (PER), and stock returns.

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