摘要:Indonesia's economic system is influenced by both foreign and domestic investment, whether it is direct or indirect investment.According to investors, the higher the stock price, the higher the shareholder's wealth.This study aims to prove empirically the influence of Earning Per Share (EPS), Debt to Equity Ratio (DER), and growth in stock returns and systematic risk.The population in this research is 45 companies incorporated in LQ45 index.Sampling technique used is purposive sampling, then got the number of observations as many as 18 companies that meet the criteria of the sample.Data analysis techniques used to test the hypothesis in this study is multiple linear regression analysis.The result showed that EPS had negative effect on stock return, while DER and growth had positive effect on stock return.In the second regression equation shows that EPS has no effect on systematic risk while DER and growth have negative effect on systematic risk.