<![CDATA[Dalam melakukan investasi di pasar modal para analis dan investor dapat melakukan pendekatan investasi dengan melihat laporan keuangannya. Begitu juga saham pada perusahaan Manufaktur yang tercatat di Bursa Efek Indonesia (BEI). Fenomena yang terjadi dalam perusahaan manufaktur dalam perjalanan lima tahun terlihat adanya fluktuasi, dengan kata lain masa nilai saham perusahaan manufaktur ada kalanya naik dan ada kalanya turun dari periode sebelumnya. Rumusan masalah dalam penelitian ini yaitu: Apakah Debt to Equity Ratio (DER), Current Ratio (CR), Price to Book Value (PBV), Total Assets Turnover (TATO), Return On Assets (ROA) berpengaruh signifikan terhadap Return saham ?. Penelitian ini bertujuan untuk menganalisis pengaruh Rasio Keuangan Debt to Equity Ratio (DER), Current Ratio (CR), Price to Book Value (PBV), Total Assets Turnover (TATO) dan Return On Equity (ROE) terhadap Retrun Saham. Jenis data yang digunakan dalam penelitian ini adalah data panel dengan sumber data yang didapat dari Indonesia Capital Market Directory (ICMD) pada perusahaan-perusahaan manufaktur periode 2008-2012. Penelitian ini mengunakan alat analisis SPSS 1.6 dengan mengunakan Uji normalitas, Uji multikolinearitas, Uji Heteroskedastisitas, Uji autokorelasi, Analisis regresi linear berganda, Koefisien determinasi, Uji F dan Uji t. Hasil penelitian ini dengan menggunakan analisis regresi bahwa variabel Debt to Equity Ratio (DER), Current Ratio (CR), Price to Book Value (PBV), Total Assets Turnover (TATO), Return on Equity (ROE) memiliki pengaruh tidak signifikan terhadap variabel return saham, hal ini dikarenakan nilai Sig t variabel yaitu Debt to Equity Ratio (DER), Current Ratio (CR), Price to Book Value (PBV), Total Assets Turnover (TATO), Return on Equity (ROE) sebesar 0.336 , 0.710, 0.956, 0.330 dan 0.467 lebih besar dari tingkat signifikasi sebesar 0,05, dan nilai Fhitung sebesar 0.448. Dengan menggunakan batas signifikansi 0,05, dan diperoleh nilai signifikansi 0.811 lebih besar dari 0.05. Berdasarkan hasil tersebut bahwa dapat di simpulkan Rasio Keuangan Debt to Equity Ratio (DER), Current Ratio (CR), Price to Book Value (PBV), Total Assets Turnover (TATO) dan Return On Equity (ROE) secara parsial dan simultan tidak memiliki pengaruh terhadap Retrun Saham.In investing in the capital market analysts and investors can approach investment with a look at its financial statements. So also share the Manufacturing company listed on the Indonesia Stock Exchange (BEI). A phenomenon that occurs in a manufacturing company in the course of five years looks fluctuations, in other words the future value of the shares of manufacturing companies sometimes up and sometimes down from the previous period. The problems of this study are: Are Debt to Equity Ratio (DER), the Current Ratio (CR), Price to Book Value (PBV), Total Assets Turnover (TATO), Return on Assets (ROA) significantly affects Return stocks?. This study aimed to analyze the effect of Financial Ratios Debt to Equity Ratio (DER), the Current Ratio (CR), Price to Book Value (PBV), Total Assets Turnover (TATO) and Return On Equity (ROE) against Retrun Shares. Data used in this study is panel data with the source data obtained from the Indonesian Capital Market Directory (ICMD) on manufacturing firms 2008-2012 period. This study uses an analytical tool by using SPSS 1.6 normality test, multicollinearity Test, Test Heteroskidastity, autocorrelation test, multiple linear regression analysis, coefficient of determination, F test and t test. The results of this study using regression analysis that the variable Debt to Equity Ratio (DER), the Current Ratio (CR), Price to Book Value (PBV), Total Assets Turnover (TATO), Return on Equity (ROE) has the effect is not significant to the variable stock return, this is because the Sig t variables: Debt to Equity Ratio (DER), the Current Ratio (CR), Price to Book value (PBV), Total Assets Turnover (TATO), return on Equity (ROE) for 0336, 0710 , 0956, 0330 and 0467 is greater than the significance level of 0.05, and the value Fhitung 0448. By using a significance limit of 0.05, and 0.811 significance value greater than 0.05. Based on these results that can be concluded Financial Ratios Debt to Equity Ratio (DER), the Current Ratio (CR), Price to Book Value (PBV), Total Assets Turnover (TATO) and Return On Equity (ROE) partially and simultaneously does not have Retrun influence.]]>
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