Abstract :
The purpose of this research is to analyse the influence of firm financial
performance such as price earning ratio, price to book value, and earning per share
toward stock return at property and real estate on Indonesia Stock Exchange in the
period of 2010-2012. Procedure election of sample is sampling purposive. The sample of
this research consists of 36 property and real estate companies. Data analysis with
multiple regression and hypothesis test used t test and F test at level of significance 5%.
Examination of classic assumption to eliminate disturbances of multicolinearity,
heterokedastisity, and autocorrelation which emerge at regression equation.
Significance test indicated that common effect is the most appropriate method to
analyse. The result of this research shows price earning ratio has a positive and
significant influence toward stock return. This result is excpected can be made as
reference, either by company management and also by investors in determining
investment strategy. Keyword : Price Earning Ratio, Price to Book Value, Earning per Share, and Stock Return.