Factors That Affecting Stock Returns in LQ45 Companies on The Indonesia Stock Exchange

Stock return is the level of profit obtained by investors on their investment. Through signal theory, companies can give signals to for actions which will have an impact stock returns. The aims this study were determine effect Beta, ROA, CR, PBV and MVA This uses LQ-45 Index company as population purposive sampling in technique, with criteria that publishes financial statements Indonesia Exchange from year 2001-2020. Analysis using panel data regression. Research proves variables affect returns, while beta CR it proven not Investors investing should pay attention value ratios target investment, because these are