Abstract :
This study is to test whether any effect f commponent information of cash flow, gross profit and industry size stocks expected return to textile industry. Population of this study is textile industry. Sample was determined by using purposive sampling method. Sample of the study obtained were 8 industries.
Hypothesis test used multiple regression analysis with SPSS Ver 18.00 program. The result showed that first hypothesis (H1) which stated, change of operating cash flow influenced to stocks expected return, rejected. Second hypothesis (H2) which stated that change of investment cash flow influenced to stocks expected return, rejected. Third hypothesis (H3) which stated that change of financing cash flow influenced stocks expected retun, rejected. Fourth hypothesis (H4) which stated that change of gross profit influenced stocks expected return, rejected. Fifth hypothesis (H5) which stated that change of industry size influenced stocks expected return, rejected.