Abstract:
This research performed in order to test the Influence of Return on Equity (ROE), Debt to Equity Ratio (DER), Price to Book Value (PBV, and Current Ratio (CR) Towards Stock Return in Pharmaceuticals Company Period 2009-2012. Sample that used in this research have some criteria as follows: (1) Listed in Indonesia Stock Exchange period 2009-2012, (2) Have a complete financial statement data during the years 2009 until 2012, (3) Not delisting in period 2009-2012. Data that need in this research taken from Indonesia Capital Market Directory (ICMD) 2009-2012 was acquired 9 sample of company. Data analysis with multiple regressions. Hypothesis test used T-Test and F-Test with significant level of 5%. Based on the result of this research Return on Equity (ROE), Debt to Equity Ratio (DER) and Current Ratio (CR) has significant influence to stock return. Only Price to Book Value (PBV) has no significant influence to stock return.