摘要：This research was aims to analyze fundamental factors that effect stock return of insurance companeislisted on the Indonesia Stock Exchange. Sample of this research was 12 insurance companies that listed on theIndonesia Stock Exchange. The sample selection procedure is purposive sampling, this method has criteria thatset by researcher. The number of population for this research is 14 companies and the number of sample thatexamined after passing the purposive sampling method is 12 companies. Independent variables that used in thisresearch are EPS, PER, ROE, DAR, NPM, PBV, RBK, RPP, TATO, DER and stock return as a dependentvariable.The results of this study prove that the model is built accordingly. Individually there is a significantinfluence from DAR, PBV, RBK on stock returns of insurance companies.
关键词：Stock returns;panel data;profitability ratios;leverage ratios;market value ratios;assetsmanagement ratios;operational ratios;insurance companies;EPS;PER;ROE;DAR;NPM;PBV;RBK;RPP;TATO;DER
