The purpose of this study is to analyze the effect of Net Profit Margin, Price to Book Value, and Debt to Equity Ratio partially and simultaneously to Stock Return at Indonesia Stock Exchanges company. The population in this research company LQ45 as many as 45 companies. Sampling technique using purposive sampling with company criterion LQ45 which recorded more than 8 periods during the period of the year 2011-2017, obtained sample 27 company. This research is explanatory research. The type of data is secondary data is the publication of financial statements of companies LQ45 period 2011-2017. The analysis tools used are the classical assumption test, multiple regression, and multiple correlations. The results show that partially Net Profit Margin, Price to Book Value, and Debt to Equity Ratio have the significant negative effect on Stock Return on LQ45 company in Indonesia Stock Exchange, and simultaneously Net Profit Margin, Price to Book Value and Debt to Equity Ratio have no significant effect.
