Bayu Pambudi Putra Utama, Pengaruh Return On Assets (ROA), Return On Equity (ROE), Earnings Per Share (EPS), Economic Value Added (EVA), dan Price Earning Ratio (PER) Terhadap Return Saham Perusahaan Sektor Barang Konsumsi yang Terdaftar di Bursa Efek Indonesia Periode 2012-2015. Dibawah bimbingan Dr. Drs. Ec . Chairul Anam, M.Kes dan R. Gatot Heru Pranjoto, SE,MM. Tujuan penelitian ini adalah Untuk mengetahui pengaruh Return On Assets (ROA), Return On Equity (ROE), Earnings Per Share (EPS), Economic Value Added (EVA), dan Price Earning Ratio (PER) baik secara parsial maupun simultan terhadap Return saham perusahaan sektor barang konsumsi yang terdaftar di Bursa Efek Indonesia periode 2012-2015. Pendekatan penelitian yang digunakan dalam penelitian ini adalah pendekatan kuantitatif. Metode pengambilan sampel yang digunakan adalah purposive sampling dan diperoleh sampel sebanyak 26 perusahaan. Pengujian instrument dilakukan dengan menggunakan uji asumsi klasik, sedangkan teknik analisis data yang digunakan untuk mengetahui hipotesis adalah dengan menggunakan regresi linear berganda, uji t dan uji F. Berdasarkan hasil penelitian menunjukkan bahwa nilai R Square sebesar 0,148 yang menandakan bahwa besarnya pengaruh variabel bebas terhadap variabel terikat adalah 14,8% sedangkan 85,2% dijelaskan oleh variabel lain yang tidak diperhatikan dalam penelitian ini. Berdasarkan uji t (parsial) menunjukkan bahwa variabel Price Earning Ratio (PER) berpengaruh negatif dan signifikan terhadap return saham, serta variabel Return On Assets (ROA), Return On Equity (ROE), Earnings Per Share (EPS), dan Economic Value Added (EVA) tidak berpengaruh dan signifikan terhadap return saham. Sedangkan hasil dari uji F menunjukkan bahwa variabel Return On Assets (ROA), Return On Equity (ROE), Earnings Per Share (EPS), Economic Value Added (EVA), dan Price Earning Ratio (PER) secara simultan berpengaruh signifikan terhadap return saham. Kata kunci : Return On Assets (ROA), Return On Equity (ROE), Earnings Per Share (EPS), Economic Value Added (EVA), dan Price Earning Ratio (PER) dan Return Saham

Bayu Pambudi Putra Utama, The Influence of Return On Assets (ROA), Return on Equity (ROE), Earnings Per Share (EPS), Economic Value Added (EVA), and Price Earning Ratio (PER) toward Stock Return in Company Sector Consumer Products Listed in the Indonesia Stock Exchange Period 2012-2015. Under the guidance of Dr. Drs. Ec. Chairul Anam, M.Kes and R. Gatot Heru Pranjoto, SE, MM. The purpose of this study was to determine the effect of Return On Assets (ROA), Return on Equity (ROE), Earnings Per Share (EPS), Economic Value Added (EVA), and Price Earning Ratio (PER) either partially or simultaneously to stock return consumer goods companies listed in Indonesia Stock Exchange for the period 2012-2015. The research approach used in this study is the quantitative approach. The sampling method used is purposive sampling and obtained a sample of 26 companies. The test instrument is done by using the classical assumption test, whereas the analysis technique is used to determine hypotheses using multiple linear regression, t test and F test. Based on the results showed that the value of R Square of 0.148 which indicates that the influence of independent variables on the dependent variable was 14.8%, while 85.2% is explained by other variables which not considered in this study. Based on t test (partial) indicates that the variable Price Earning Ratio (PER) has a significant negative effect on stock returns, as well as variable Return On Assets (ROA), Return on Equity (ROE), Earnings Per Share (EPS), and Economic Value Added (EVA) has no effect and significant to stock return. While the results of the F test shows that the variable Return On Assets (ROA), Return on Equity (ROE), Earnings Per Share (EPS), Economic Value Added (EVA), and Price Earning Ratio (PER) has simultaneously significant effect on stock returns , Keywords: Return On Assets (ROA), Return on Equity (ROE), Earnings Per Share (EPS), Economic Value Added (EVA), and Price Earning Ratio (PER) and Stock Return

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