PENGARUH RETURN ON ASET, DEBT EQUITY RATIO, EARNING PER SHARE, DAN CURRENT RATIO TERHADAP RETURN SAHAM ( STUDI KASUS PADA PERUSAHAAN MANUFAKTUR YANG TERDAFTAR DI BURSA EFEK INDONESIA PERIODE 2016-2020 )

This study aims to determine and analyze the effect of profitability, activity, capital structure, and dividend policy on case study stock returns in manufacturing companies listed on the Indonesia Stock Exchange (IDX) for the 2016-2020 period. In this study, a sample of 270 companies was obtained using the observation method for 5 (five) years. The data analysis technique used is multiple regression analysis using Eviews 12. Based on the results of the research conducted, it was found that profitability had a positive effect on stock returns, activity had no effect on stock returns, capital structure had a positive effect on stock returns, and dividend policy had no effect on stock returns.