ABSTRACT

This research examines the effect of inflation, BI rate, exchange rates, earning per share (EPS), return on assets (ROA), debt-to-equity (DER) on the return of shares in state-owned enterprises subsector construction in the period 2015–2018. The method in this study used quantitative methods with secondary data sources used. Sample data retrieval techniques used purposive sampling techniques. The results of this study were obtained simultaneously from all dependent variables against the independent variables and partial research on inflation variables, the BI rate, exchange rates, and DER effect on return shares, but not with EPS and ROA variables that do not affect the return of shares.