ANALYSIS OF INTERNAL AND EXTERNAL FACTORS AFFECTING STOCK RETURN In Manufacturing Companies Listed on the Indonesia Stock Exchange for the 2018-2021 period

This study aims to determine the factors originating from outside and within the company that influence Stock Returns in manufacturing companies listed on the Indonesia Stock Exchange for the 2018-2021 period. This study uses internal factors as independent variables, namely Operational Cash Flow, Accounting Profit, Return On Assets, while for external factors the Independent Variables Economic Growth and Interest Rates are used. The data used in this study are secondary data obtained from www.idx.co.id, www.bps.co.id and the company's official website. The data collection method used is the documentation method. The population of this study are all manufacturing companies listed on the IDX for the 2018-2021 period. The sampling technique in this study was purposive sampling method with the results of 98 companies that met predetermined criteria with a total sample of 379 samples. multiple linear regression analysis method is used as a research method. The results showed that operating cash flow and interest rates had an effect on stock returns. while accounting profit, return on assets, and economic growth have no effect on stock returns.