PENGARUH DEBT TO EQUITY RATIO, PRICE EARNING RATIO, DAN RETURN ON EQUITY TERHADAP RETURN SAHAM PERUSAHAAN SEKTOR PERTANIAN YANG TERDAFTAR DI BURSA EFEK INDONESIA

This study aims to determine the effect of Debt to Equity Ratio, Price Earning Ratio, and Return on Equity on Stock Return in agriculture sector companies that listed on the Indonesia Stock Exchange in 2013 – 2017. The population in this research is agriculture companies that listed on the Indonesia Stock Exchange and the research sample obtained by nine companies. The sampling technique used was purposive sampling. The analysis technique is used multiple linear regression analysis. The result of this study show that partially Return on Equity (ROE) has a positive and significant effect on stock return, Debt to Equity Ratio (DER), and Price Earning Ratio (PER) have a negative and not significant effect on stock return. Furthermore, the result of the study show that simultaneously Debt to Equity Ratio (DER), Price Earning Ratio (PER), and Return on Equity (ROE) have a significant effect on stock return. For further research is recommended to use other variables and data with the latest time period.