<![CDATA[Abstract: This research is intended to find out the influence of financial fundamental factors that consisted by debt to equity leverage, liquidity, asset size, and asset growth, toward stocks beta value. This research is done to 30 manufacturing company listed on Jakarta’s stock exchange between 2004 until 2011 periods. This research used secondary data in form of companies’ financial report, individual stock price index, and manufacture company stock index. Method for analysis used is linear multiple regression. The finding of this research showed that debt to equity, leverage, liquidity, asset size, and asset growth did not have a significant influence to stock price. It means all of five variables did not have any impact toward the movement of stock beta value.Keywords: debt to common equity, leverage, liquidity, asset size, asset growth,beta stock valueAbstrak: Penelitian ini bertujuan untuk mencari pengaruh faktor fundamentalkeuangan yang terdiri dari debt to common equity, leverage, likuiditas, asset size, dan asset growth terhadap nilai beta saham. Penelitian dilakukan pada 30perusahaan manufaktur yang listing di Bursa Efek Jakarta dengan periodepenelitian dari tahun 2004 sampai dengan tahun 2011. Penelitian ini menggunakan data sekunder laporan keuangan perusahaan, harga indeks saham individual dan harga indeks saham manufaktur. Metode analisis yang digunakan adalah analisis regeresi Linear berganda. Temuan dari penelitian ini menunjukkan bahwa debt to common equity, leverage, likuiditas, asset size, dan asset growth secara simultan tidak berpengaruh signifikan terhadap nilai beta saham. Ini artinya kelima variabel tersebut tidak memberikan dampak terhadap pergerakan nilai beta saham.Kata Kunci: debt to common equity, leverage, likuiditas, asset size, asset growth, nilai beta saham]]>
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