PENGARUH RETURN ON EQUITY (ROE), EARNING PER SHARE (EPS), ECONOMIC VALUE ADDED (EVA) DAN MARKET VALUE ADDED (MVA) TERHADAP RETURN SAHAM

There have been many references and field studies indicating that traditional financial ratios such as ROE and EPS profitability ratios have many disadvantages, but especially in Indonesia, still ratios as an analytical tool in a company's performance appraisal so that the earnings recorded by the company are not necessarily is already an economic profit (accounting profit). Therefore, an analytical tool is developed which takes into account the cost of capital and the level of corporate risk in assessing the return on investment, especially stock returns. Like EVA and MVA. The purpose of this study is to analyze the extent of partial and simultaneous influence between ROE, EPS, EVA and MVA on stock returns. The approach used in this research method is quantitative descriptive analysis approach with the data type is secondary data obtained from BEI for industrial manufacturing companies in 2011 - 2015. The sample in this study as many as 22 companies from 36 population of the company. In this study the authors found that partially EPS results only significant effect on the Return of Shares, while the variable ROE, EVA and MVA no significant effect on the Return of Shares. Similarly, simultaneous research results obtained that ROE, EPS, EVA and MVA no significant effect on Stock Return.