The stock return of plantation sub sector at
IDX during 2014 – 2017 has fluctuative and downward
trends with lower stock return and often give negative
stock return. This study objective was to analyze the
influences of fundamental ratio of ROA, DER, CR,
TATO and PBV on stock return of plantation
companies that listed at Indonesian Stock Exchange in
the period of 2014 – 2017 . The sampling method used
was purposive sampling . From of 16 Population of
plantation firm, 13 firm met the criteria to be the
sample. The method of analysis used in this study is
regression with panel data using Fixed Effect Model .
The result show that Debt to Equity Ratio ( DER ) has a
negative effect on the stock return while Price Book to
Value (PBV) has positive effect on stock return. Return
on Asset ( ROA ) , Current Ratio ( CR ) and Total Asset
Turn Over (TATO ) do not have any effect on stock
return of plantation companies in agricultural sector
listed at IDX in the period of 2014 – 2017.
Keywords : Fundamental Ratio , Stock return, Return on Asset, ROA, Debt Equity to Ratio, DER, Current Ratio, CR , Total asset Turn Over, TATO, Price book to valued , PBV.