Pengaruh Earning Per Share, Price to Book Value dan Economic Vaue Added terhadap Return Saham

Abstract

The study aims to examine the variables affecting stock return. These variables among others Earning Per Share (EPS), Price to Book Value (PBV) dan Economic Value Added (EVA). Techniques of data collection through the documentation of data collection. The method of sample determination was purposive sampling method. The samples used were 21 manufacturing companies listed in Indonesia Stock Exchange during the periods of 2013 until 2017. The analysis technique used is multiple linear regression analysis using SPSS. Analysis by F test results show the value of F calculated is 2.792 with a significance level of 0.021 which indicates that the influence of independent variables simultaneously on stock returns. Analysis by t test to find partially independent variables affect the dependent variable, shows that only EPS that influence stock return with a significance level of 0.006. While the variables PBV and EVA did not affect stock returns.