Abstract :
Investmentis the placementand the various assets to obtain optimum returns in the future. Investor sare always looking for investment alternative sthat provide the highest return with a certain degree of risk. To investin shares of
analysis needed to measure the value of shares, namely fundamental analysis and technical analysis. The company's fundamental saregene rally shown in the financial statements whic his one measure of the performance of the company.
Fundamental factors are often used to predict stock prices. Investment objective is toob tain areturn (rate of return) isoptimal. This means buying assets that provide the high estrevenuewi tha particular level of risk. Objective This study aims to investigate the influence of fundamental factorson stock returns of financial lemabaga company went publicand listedon the Stock Exchange.
The populationin this studyis afinancial institution that went publicand listedon the Stock Exchange. Sampling technique in this study using purposive sampling method, the number of samples usedas much as3 companies. The data
usedinthis studyis asecondary data obtained from the 2008-2012 period financial statement dataare taken from the Indonesia Stock Exchange. As fortest data using
multiple linearregression analysis with the classical assumptions using SPSS.
The results showed that all the variables simultaneously has no effecton stock returns, and the partial results show no variables that influence stock returns
Keywords: Stock Return, ROA, ROE, NPM, DER, PBV, and EPS.