Abstract :
This study aims to analyze whether the profitability, liquidity, solvency, and market value added (MVA) has an influence on company?s stock return LQ 45 period 2013-2014. The population in this study were all LQ 45 companies listed on Stock Exchange, while samples were taken by using purposive sampling method. The number of samples used by 21 companies. This study uses multiple linear regression analysis with the help of SPSS 17.0. The test result showed that the first hypothesis (H1) which states that profitability affect the stock return, rejected. The second hypothesis (H2) which states that liquidity affect the stock return, rejected. The third hypothesis (H3) which states that solvency affect the stock return, rejected. The fourth hypothesis (H4) which states that market value added (MVA) affect the stock return, rejected.