Introduction: The purpose from this research is to knowled factors take affect for stock return with using return on asset, earning per share, debt to equity ratio, current ratio, price to book value and inflation as moderation variabel. Background Problems: The phenomenon of manufacturing companies in the consumer goods industries and basic and chemical industries that do not get the most optimal level of return for investors. Research Methods: The population in this study is the annual report of companies of consumer goods industries and basic and chemical industries listed on the Indonesia Stock Exchange in the period 2014 to 2018. The sampling technique was purposive sampling. Data were analyzed using Warppls 5.0 application. Results: the consumer goods industry partially returns on assets, current ratio, price to book value and inflation significantly influence stock returns. While inflation can only moderate the influence between earnings per share, debt to equity ratio and price to book value on stock returns. In the basic chemical industry, the results of the study indicate that partially return on assets, earnings per share and current ratio significantly influence stock returns. While inflation can only moderate the effect of earnings per share on stock returns. Conclusion:. inflation can only moderate the effect of earnings per share, debt to equity ratio and price to book value on stock returns. Meanwhile, in the basic chemical industry sector, inflation can only moderate the effect of earnings per share on stock returns.