ABSTRACT
The purpose of this research was to examine the effect of Return On Assets (ROA) Return On Equity (ROE) and Earning Per Share (EPS) on stock returns in property and real estate sector companies listed on the Indonesia Stock Exchange. The sampling method in this research used regression analysis of panel data with the help of EViews-9 software. Data that being used are secondary data from published financial statement. The data used in this research are annual data for the 2014-2018 period with research sample of 10 companies.The research results partially found that the Return on Equity (ROE) has a significant effect on stock returns. Return On Asset (ROA) and Earning Per Share (EPS) have no significant effect on stock returns. While simultaneously all variables have a significant effect on stock returns.

Keywords: Return on Assets (ROA), Return on Equity (ROE), Earning Per Share (EPS) and