Abstract
This study aims to analyze the influence of profitability ratio (ROE), leverage ratio (DER), dividend policy (DPR), and earnings management (EM) to stock return. The object of research used is a manufacturing company listed on the Indonesia Stock Exchange period 2012-2015. Determination of the sample in this study using purposive sampling technique and the sample used as many as 38 companies. The type of data used is secondary data, and the method of analysis used is multiple linear regression. Result of research indicate that only ROE which have significant effect to stock return, while DER, DPR, and EM have no significant effect to stock return. This insignificant result indicates that DER, DPR, and EM can’t be used as a reference in determining the investment strategy of investors in investing their shares in the capital market. Keywords: Return on Equity (ROE), Debt to Equity Ratio (DER), Dividend Payout Ratio (DPR), and Earnings Management (EM).