| This study aims to get empirical evidence and analyze the influence of CAMEL ratios (Capital, Asset Quality, Management, Earning, and Liquidity) and Corporate Social Responsibility (CSR) Disclosure on stock return. Capital is measured with CAR, asset quality is measured with NPL ratio, management is measured with NPM ratio, earning is measured with NIM ratio, liquidity is measured with LDR, and CSR disclosure is measured with the indicator of G4 Sustainability Reporting Guidelines. This study involved 125 observation data from 31 banking companies which are listed in Indonesia Stock Exchange in the period of 2012-2016 as samples. The data was analyzed by using multiple linear regression analysis with SPSS version 22.0. The test result showed that management and CSR disclosure have positive and significant influence on stock return. Earning and liquidity have negative and significant influence on stock return. While capital and asset quality have no significant influence on stock return. |