Abstract: This research was aims to analyze fundamental factors that effect stock return of insurance companeis listed on the Indonesia Stock Exchange. Sample of this research was 12 insurance companies that listed on the Indonesia Stock Exchange. The sample selection procedure is purposive sampling, this method has criteria that set by researcher. The number of population for this research is 14 companies and the number of sample that examined after passing the purposive sampling method is 12 companies. Independent variables that used in this research are EPS, PER, ROE, DAR, NPM, PBV, RBK, RPP, TATO, DER and stock return as a dependent variable.The results of this study prove that the model is built accordingly. Individually there is a significant influence from DAR, PBV, RBK on stock returns of insurance companies.
Galuh Ayu Arghi Prameshti and Augustina Kurniasih, 2019. The Effect of Fundamental Factors on Stock Returns at Insurance Companies on the Indonesia Stock Exchange. Research Journal of Applied Sciences, 14: 76-83.