Effect of Earning Per Share, Price Earnings Ratio, and Firm Size on Stocks Return

ABSTRACT : Return on Stocks is the level of profit enjoyed by investors for their investment. In stock investing, there are two components of profits that will be received by investors, the first is dividends and the second component is capital gains. The purpose of this study is to determine the effect of earning per share, price earning ratio and firm size on stock returns. This research is conducted at telecommunication sub-sector firm listed on the IDX from 2014-2019. The number of samples taken was 5 firm using the non-probability sampling method. The data analysis technique used is multiple linear regression analysis. Based on the analysis, earning per share has a positive effect on stock returns, price earning ratio has no effect on stock returns, and firm size has a negative effect on stock returns.
KEYWORDS: Earning Per Share, Price Earning Ratio, Firm size, Stock Return