<![CDATA[In running the business of each company, especially companies that go publicrequire substantial capital. Therefore, the owner is directed to the capital markets toattract investors. Investors tend to choose stocks that can provide maximum benefit.This study aims to know the effect of the current ratio (CR), quick ratio (QR), return onassets (ROA) and return on equity (ROE), simultaneously and partially on stock returnsautomotive companies that go public in Indonesia Stock Exchange period 2012 - 2014.the research type used is explanatory, multiple linear regression, correlation coefficientanalysis, coefficient of determination analysis, F test and T. dependent variable stockreturns and independent variables CR, QR, ROA and ROE. Simultaneously, the analysisshows that CR, QR, ROA and ROE have influence on stock returns with a valueanalysis regression coefficient consecutive y = 0.139 + 0.004 X₠- 0.768 X₂ + 0.009 X₃+ 0.008 X₄ which means that the variable CR, ROA, and ROE has a positive influenceon stock returns. whereas for variable QR negative effect. Partial correlation coefficient(r) respectively for 0.127619; 0.253654; 0.213551; 0.050402 shows the relationshipbetween independent variables and the dependent variable is positive as it approaches +1. This means that research is able to sample that can be applied also to the population.The coefficient of determination (R ²) of 0.378 = 37.8% of adjusted R square of 0.143 =14.3% means that all four independent variables have an influence of 14.3% and 85.7%influenced by other factors. Significance test (t test) for each variable of CR = 0642,0946 = ROE, ROA = 0.926 and QR = 0.500, which means no effect on stock returnsbecause of its significance> 0.05. meurut simultaneous test also showed that 0.292 <ofwhich 4.12. In addition it also shows the significance of greater value than alpha withalpha 0.05 then H₀ acceptable means independent variable has no effect on thedependent variable significantly with 95% confidence level. So it can be concluded thatthe variable (X) is CR, QR, ROA and ROE do not significantly affect stock return (Y).Keywords: (CR, QR, ROA, and ROE) (stock return)]]>
