ABSTRACT
This study aims to examine the effect of leverage represented by debt ratio (DTA) and profitability represented by Return On Assets (ROA) on stock returns in Mining Companies were listed on the Indonesian Stock Exchange (IDX) period 2011-2015. The sample selected nineteen mining sector firms. To prove the influence of independent variables on the dependent variable, the researcher using panel data regression. The result shows that leverage (DTA) partially have a positive effect and significant on stock return. Profitability (ROA) have a positive and significant effect on stock return. Simultaneously leverage (DTA) and profitability (ROA) have a significant effect on stock return. For the next researcher, it is better to add other variables, use samples from other sector companies, and increase the period of observation by adding the most recent research year.
