Effect of Financial Market Variables on Stock Return on Index LQ45

The purpose of this study is to look at the factors that affect stock market returns so they can provide useful profits maximize profits, because it very important for investors maintain confidence and forecast price movements. Return on shares goal in investing market. Stock are divided into two forms, namely dividends differences. Investors usually do analysis with various financial variables before buying stocks. independent dividend yield, EPS, PER, capitalization, trading volume. While dependent variable return. This research was conducted by collecting data from 16 companies included LQ45 index over a period 7 years (2015-2021) using regression model panel test. Dividend yields have significant negative effect returns. price-to-earnings ratio has positive Earnings per share, volume capitalization not significantly implication been direction managers be able formulate policies shareholder welfare considering such as yield PER. For investors, expected information related formulation strategies minimize their risk