Effects of Quick Ratio, Return on Assets and Exchange Rates on Stock Returns

ABSTRACT: This research was conducted to examine the effect of quick ratio, return on assets, and exchange rates on stock returns. The location of this research was carried out in the construction and building sub sector companies listed on the Indonesia Stock Exchange during the period from 2014 to 2018. The analysis technique used in this study is multiple linear regression. The results in this study are (1) quick ratio has a positive and significant effect on stock returns (2) return on assets has a positive and significant effect on stock returns (3) exchange rates have a negative and significant effect on stock returns.
KEYWORDS: exchange rates, quick ratio, return on assets, return stock