Abstract :
The following research is conducted with the aim of testing and analyzing the debt to equity ratio, price to book value, and earning per share whether it has an effect on stock returns in the banking sector listed on the Indonesia Stock Exchange for the period 2017 to 2020. Purposive method sampling is used by the author as a sample selection. as many as 28 suitable banks based on the criteria of the
research provisions. Multiple linear regression was chosen by the author as an analytical technique and the data was processed by SPSS version 20. The author's research showed that the debt to equity ratio and earnings per share had no effect on stock returns. But price to book value has an effect on stock returns.
Keywords : Debt to Equity Ratio, Price to Book Value, Earning Per Share, and Return Saham.
Pada penelitian berikut ini dilaksanakan dengan bertujuan untuk melakukan pengujian serta analisis dari debt to equity ratio, price to book value, dan earning per share apakah memberikan pengaruhnya kepada return saham pada sektor perbankan yang terdaftar di Bursa Efek Indonesia periode tahun 2017 hingga 2020. Metode purposive sampling digunakan oleh penulis sebagai pemilihan sampel. sebanyak 28 perbankan yang sesuai berdasarkan kriteria-kriteria
ketentuan penelitian. Regresi linier berganda dipilih penulis sebagai teknik analisis dan data diolah oleh SPSS versi 20. Penelitian penulis memberikan hasil yakni debt to equity ratio serta earning per share tidak memberikan pengaruhnya kepada return saham. Tetapi price to book value memberikan pengaruhnya kepada return saham.
Kata kunci : Debt to Equity Ratio, Price to Book Value, Earning Per Share, dan Return Saham.