This study aimed to examine the effect of firm performance and firm size on the
stock return of consumer goods company which listed in Indonesian Stock
Exchange, which firm performance focus on Earning Per Share (EPS), Debt to
Equity Ratio (DER), and Price
to Book Value (PBV). The sample used in this
study are consumer goods companies which listed in Indonesia Stock Exchange
period 2011
-
2015. The sample consist 16 consumer goods companies.This study
used purposive sampling method in determining sample and m
ultiple linear
regression analysis to examine the effect of independent variables on the
dependent variable.This result show that Price to Bool Value (PBV) has positive
significant effect on stock return ,EPS and firm size have negative and
insignificant
to stock return,while DER has positive and insignificant to stock
return. The research has implication that investor should consider PBV when
invest on stock.
Key Words
:
Effect on Stock Return, Firm Performance, EPS, DER, PBV,
Firm Siz
