Abstract :
The purpose of this research is to show the differentiation about return rate, of the company value, and risk between the companies listed in SRI-KEHATI Index and are not listed. This research uses secondary data from public companies listed in Bursa Efek Indonesia (BEI). The population used in this study are the companies listed in SRI-KEHATI Index and compare to companies listed in Bursa Efek Indonesia (BEI) in 2010 to 2013. The purposive sampling method is used in this study according to the criteria of judgment. The quantitave method is used to analyze this study. The signaling theory is the basic theory of this research. The analysis technique in use independent sample t-test. The result of this research, there is not diferentiation about stock return, company value, and risk between companies listed and are not listed in SRI-KEHATI index.
Keywords : Stock Return, Company Value, Risk,SRI-KEHATI.