摘要：This study aimed to discover and provide and empirical evidence of significance of Current Ratio (CR), Earning per share (EPS), and Total assets turnover (TAT) to Stock Return. Population in this study consist 21 Food and Beverages companies listed on Indonesia Stock Exchange in the observation of 2015-2017 with as the sampling method wich contains 13 Food and Beverages companies. The methods of analysis used are classic assumption test, multiple linear regression analysis, t test and R2 test. The result of classic assumption that contains normality test shows that the data has been normally distributed, multicollinearity test shows that there is no multicollinearity between the independent data and dependent data, heteroscedasticity test shows that there is no heteroscedasticity in this data, and autocorrelation test shows that there is no autocorrelation in the regression of this study. The result of hypothesis testing shows Earning per share and Total assets turnover has positive effect but non significant to Stock Return. Current Ratio has negative effect and not significant to Stock Return. The coefficient of determination result shows that Current Ratio, Earning per share and Total assets turnover has 6,6% effects to Stock Return, and the rest 93,4% influenced by other variables that not researched..
其他摘要：This study aimed to discover and provide and empirical evidence of significance of Current Ratio (CR), Earning per share (EPS), and Total assets turnover (TAT) to Stock Return. Population in this study consist 21 Food and Beverages companies listed on Indonesia Stock Exchange in the observation of 2015-2017 with as the sampling method wich contains 13 Food and Beverages companies. The methods of analysis used are classic assumption test, multiple linear regression analysis, t test and R2 test. The result of classic assumption that contains normality test shows that the data has been normally distributed, multicollinearity test shows that there is no multicollinearity between the independent data and dependent data, heteroscedasticity test shows that there is no heteroscedasticity in this data, and autocorrelation test shows that there is no autocorrelation in the regression of this study. The result of hypothesis testing shows Earning per share and Total assets turnover has positive effect but non significant to Stock Return. Current Ratio has negative effect and not significant to Stock Return. The coefficient of determination result shows that Current Ratio, Earning per share and Total assets turnover has 6,6% effects to Stock Return, and the rest 93,4% influenced by other variables that not researched.
关键词：Current Ratio;Earning per share; Total assets turnover; Stock Return
