| This study was conducted to examine the effect of profitability, liquidity, firm size, firm growth, and leverage to stock return. The sample used in this model are 379 samples financial data of manufacture companies listed on Indonesian Stock Exchange for the period of 2011-2015 and was processed by SPSS 22 program. Hypothesis test results reveal that profitability, liquidity, and firm growth have positive significant effect on stock return, meanwhile firm size and leverage have no effect on stock return. |