Published Paper Details:

In the world of stocks or capital markets, investors are usually familiar with the name JCI. JCI is a stock price indicator that describes stock market trends. JCI is used as a reference for stock investors in the capital market. In addition, JCI until now is also used by investors as a portfolio reference because JCI collects all companies listed on the Indonesian stock exchange. When a stock rises, it means that most of the stock prices measured by that index have risen. Conversely, if a stock index falls, then most of the stocks that make up the index will fall. JCI's movement is strongly influenced by changes in the price of stocks that have a large market capitalization, because the weight of shares owned in large quantities does not be surprised if it affects the movement of JCI. The capital market in Indonesia itself was activated by the Indonesian government on August 10, 1977, meaning that currently the Indonesian capital market has been operating for 42 years. The journey of the capital market in Indonesia alone has approximately 649 issuers listed on the Indonesian stock exchange. As well as during the capital market in Indonesia, JCI moves up and down. But until 2019 the price of JCI has reached 6,282,132, meaning that the price of JCI in Indonesia has grown since 1977. According to the Financial Services Authority (OJK) the number of investors in Indonesia is 0.8% of the total population of Indonesia whereas in other countries the number of investors can reach 20% of the total population. This study aims to find out how the effect of Return on Equity, Dividend Yield, Price Earning Ratio, Earning per Share, and Firm Size on Stock Return on LQ45 stocks. Companies that are the sample of the study must meet several criteria as follows: Non-banking companies listed on the IDX, non-banking companies that actively trade their shares in the period 2017-2021, Companies that have positive Net Income (NI), Companies that have a Dividend Yield not worth "0", Companies that have a Stock Return value below +- 100%. This research uses quantitative methods and data processing using SPSS with cross section data.