PENGARUH HUTANG PROFITABILITAS DAN LIKUIDITAS TERHADAP RETURN SAHAM PADA PERUSAHAAN MANUFAKTUR DI BURSA EFEK INDONESIA PERIODE TAHUN 2014 2018

This study aims to examine the effect to leverage, profitability, and liquidity on stock returns in manufacturing companies listed on the IDX for the 2014-2018 period. The type of data used in this study is secondary data obtained from a summary of the performance of listed companies on the website www.idx.co.id. The sampling technique used in this study was purposive sampling. The number of companies used was 33 companies with a total number of observations are 165 samples. The data analysis used in this research is descriptive statistic alanalysis, classical assumption test and multiple linear regression analysis. The results of this study indicate that the leverage, profitability, and liquidity have a significance level less than 0.05 (Sig. <0.05), sopartially all independent variables in this study have a positive effect and significant to stock returns. The independent variable that has the most dominant influence on stock returns is Profitability (EPS).