PENGARUH RETURN ON ASSET (ROA), RETURN ON EQUITY (ROE) DAN EARNING PER SHARE (EPS) TERHADAP RETURN SAHAM PADA PERUSAAHN CONSUMER GOOD (FOOD AND BEVERAGES) YANG TERDAFTAR DI BURSA EFEK INDONESIA (BEI) PERIODE 2013-2016.

Abstract

Food and Baverage company is one of the business actors in Indonesia Stock Exchange (IDX) which is engaged in consumer goods and has an important role in the growth of the Indonesian economy. But basically companies listed on the Indonesia Stock Exchange can not be separated from stock issues. The problems raised in this research is how the influence of Return on Assets (ROA), Return On Equity (ROE) and Earning Per Share (EPS) to the Return of Consumer Good (Food and Baverage). The purpose of this research is to know the effect of Return on Assets (X1) , Return On Equity (X2) and Earning Per Share (X3) on Stock Return (Y). The population of this study is a consumer good company especially engaged in the field of food and bents or food and beverages listed on the Indonesia Stock Exchange. Sampling was done by purposive sampling which amounted to 4 from 16 companies with criteria determined and with error rate 5%. Data analysis was done by classical assumption test, multiple linear rendering test, t test, F test and coefficient of determination (R2). The technique is used to prove the hypothesis and to know that the Return on Assets (ROA) have a positive effect and Return On Equity (ROE) and Earning Per Share (EPS) have a negative effect on Stock Return. The processed data yield the following regression equation: Y = -349 + 41,875X1 + (-16,205)X2 + X3 + e.
Based on the result of the coefficient of determination table is 0.389. This means the ability of independent variables consisting of Return on Assets (ROA), Return On Equity (ROE) and Earning Per Share (EPS) in explaining stock return is 39%, while for the rest of 61% explained by other factors outside of the independent variable. Keywords: Return on Assets (ROA), Return On Equity (ROE), Earning Per Share and Stock Return.