ABSTRACT
This study aimed to examine the effect of Return On Equity (ROE), Earning Per Share (EPS) and Economic Value added (EVA) of the stock price in the Emiten Indeks LQ 45 in 2012-2016. The data used in this study was obtained from the 2012-2016 Financial Report of Emiten Indeks LQ 45 which published by Bursa Efek Indonesia (BEI). The sampling was taken by using purposive sampling method that was obtained 23 companies which have the criteria. The data analysis was used multiple linear regression analysis techniques using test of normality, multicollinearity, heteroscedasticity and autocorrelation The conclusion of this study based on the partial test (t test) and simultaneous test (f test) with significance of 5%. From on the analysis, we concluded that as based on partial test, only ROE and EPS variable has significant effect to the stock price, while EVA have no significant effect to the stock price and simultaneous test ROE, EPS and EVA variables have significant effect to the stock price with 67,1% coefficient of determination. It showed that 67,1% of stock price was explained by the three independent variables, and the rest was explained by other variables which was not included in this study
Keywords: Return On Equity (ROE), Earning Per Share (EPS), Economic Value Added (EVA), Stock Price