Pengaruh Profitabilitas, Likuiditas, Penilaian Pasar, Dan Ukuran Perusahaan Terhadap Return Saham

Stock returns is the level of income that investors can get from investment. The positive stock returns will make investors more interested to invest in a company. This study aims to prove the effect of profitability, liquidity, market valuation, and company size on stock returns of food and beverage companies that listed on the Indonesia Stock Exchange in 2016-2019. The number of samples used was 14 companies with the census sampling method. The data that has been collected analyzed using multiple linear regression analysis, and the result of this study is that only profitability affects the stock returns of food and beverage companies on the Indonesia Stock Exchange. Keywords: stock returns; profitability; liquidity; market valuation; company size