This study aims to determine whether the return on equity, return on investment, and economic value added effect on stock returns either partially or simultaneously on infrastructure companies listed in Indonesia Stock Exchange 2012-2014. Factors tested in this study is the return on equity, return on investment, and economic value added as independent variables. While the stock return as dependent variable. The method used in this research is explanatory. The population in this study is the infrastructure company listed in Indonesia Stock Exchange 2012-2014 period totalling 53 companies. While the sampling technique used in this research is non probability sampling with purposive sampling method, so that the total sample of 37 companies. While the analysis of the data used in this research is multiple linear regression analysis at a significance level of 5%. The program used to analyze the data using Eviews 7. The results showed that partially and simultaneously return on equity, return on investment, and economic value added significantly influence stock return variables. While the magnitude of return on equity, return on investment, and economic value added in contributing influence on stock return of 59, 8%.
Volume 11 | 07-Special Issue
Pages: 716-721