Abstract :
The purpose of this study is to provide empirical evidence of the effect of financial leverage, earnings per share (EPS) and asset growth on beta stocks simultan or partially. Samples of this study are seven LQ45 companies listed in indonesian stock Exchange period 2008-2012. The model used is multiple linear regression. The results so asset growth has signifficant effect on Beta stock, but financial leverage and earning per share has not a positive effect on beta stocks. While earnings per share no significant effect on beta stocks and have a negative effect on beta stocks. The results in the study also shows that financial leverage, earnings per share and asset grwoth have significant effect on Beta stock simultaneously. The results have implication for prospective investors who want to invest in the stock market, especially in buying shares should first consider asset growth factors because these factors proved have a significant impact on stock beta.
Keywords: Financial Leverage, Earning Per Share (EPS), Asset Growth, Beta Stock, LQ45