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Abstract:
Purpose of this research is to find out affect of Capital Adequacy Ratio, Loan To Deposit Ratio, Return On Asset, and Net Profit Margin partially and together on Stock Return. Population of this research are Non LQ 45 banking companies listed on Indonesia Stock Exchange during 2011-2015 amounted 43 companies. Based on purposive sampling, there are 24 Non LQ 45 companies which fulfilled the sample requirements. The data used is the annual financial statements (audited). This research uses panel data regression and hypothesis testing using Eviews 9 application. Based on this research result Capital Adequacy Ratio has positive effect but not significant to stock return, both Loan To Deposit Ratio and Net Profit Margin have negative effect and significant to stock return, and Return On Asset has positive effect and significant to stock return. Independent variables Capital Adequacy Ratio, Loan To Deposit Ratio, Return On Asset, and Net Profit Margin are simultaneously able to effect the dependent variable Stock Return significantly. The ability of independent variables Capital Adequacy Ratio, Loan To Deposit Ratio, Return On Asset, and Net Profit Margin to explaining the dependent variable Stock Return as parameter is 27,23%, while the rest equal 72,77% explained by other causes outside research model.
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