Abstract :
This research aims to analyze the influence of variables thought to have an
influence on stock returns on companies listed in Indonesia Stock Exchange 2012-
2014. Factors examined in this research is the Return on asset, Operating Cash
Flow, Earnings, and Leverage as a moderating variable. The method used is
descriptive analysis method and statistical analysis. The data used in this study
are 108 samples of data. Hypothesis testing using the F test, t test, r2 test and
moderated regression analysis, with significance level (?) of 5%. Software used in
this study was SPSS 20 for windows. The results of this research indicate that the
Return On Asset had an influence on Stock Return manufacturing company.
However, variable Operating Cash Flow and Earnings do not have an influence
on Stock Return manufacturing company. Leverage as a moderating variable does
not affect the relationship Return On Asset, Operating Cash Flow, Earnings and
Stock Return.
Keywords: Stock Return, Return on Asset, Operating Cash Flow, Earnings, and
leverage.