Analysis the Effect of Macro-Economic and Financial Performance on Stock Returns on the Indonesia Stock Exchange: Evidence from Selected Stocks in the Mining Sector

This study aims to examine and analyze the influence of macroeconomic (inflation and exchange rate) also financial performance, ie current ratio, debt to equity ratio, the price earnings ratio, return on equity, total asset turnover on stock returns. The object of research is a mining company listed on the Indonesia Stock Exchange since 2013-2017. The sample selection procedure is purposive sampling. The number population for this research is 44 companies and the number of sample that examined after passing the purposive sampling method is 31 companies. Technical analysis used in the research is regression with panel data using Fixes Effect Model and have R2 68.93 percent. The result of this research shows that CR, PER, ROE, TATO and exchange rate have positive influence to stock returns. While DER and inflation have negative influence to stock returns.