FACTORS AFFECTING THE RETURN STOCKS TO THE BANKING EMITEN LISTED IN INDONESIA STOCK EXCHAN

The purpose of this study is to determine the factors - factors that affect the stock return either simultaneously or partially on the banking companies listed on the Indonesia Stock Exchange in the period 2011-2015. The population in this study is a floating company listed on the Indonesia Stock Exchange (IDX) 2011 -2015 period. This study used the whole population to be a research sample (census research) that is 24 samples with span of time for 5 consecutive years so that total observation 120. The result of this test proves that factors influencing stock return like profitability, liquidity, sovability and value the market simultaneously have a positive effect on stock return, while partially liquidity, profitability and sophistication have no significant effect on stock return.