Abstract :
The purpose of investing is to get benefits that match the risks that have been taken. To know the effect of Current Ratio (CR), Debt to Equity Ratio (DER), Total Asset Turn Over (TATO), and Return On Asset (ROA) to stock return. Data taken in Indonesia Stock Exchange obtained 26 companies food and beverage sector with criteria that have been determined by researchers then obtained 15 companies food and beverage sector that can be studied. The research used descriptive analytic method, classical and linear assumption test. Dependent variable is Stock Return and Independent variable Current Ratio (CR), Debt to Equity Ratio (DER), Total Asset Turn Over (TATO), and Return On Asset (ROA). Result of calculation of coefficient of determination R square equal to 34,2% indicate the contribution of independent variable, result of test done result that three independent variable Current Ratio (CR), Debt to Equity Ratio (DER) and Return On Asset (ROA) partially have positive and significant while Total Asset Turn Over (TATO) is partially no effect and not significant, simultaneously four independent variables are significant and significant to stock return. Suggestions for investors in making investment decisions not only see a high profit but also a fundamental analysis of the company.