This research aims to analyse the influence of return on equity, debt to asset ratio, working capital turnover and dividend payout ratio to stock return and to know the factors of return on stock. The data source used is the secondary data obtained from the annual report of the food and beverage sub-sector manufacturing company listed on the Indonesia Stock Exchange (BEI) in 2014-2018. This research uses causal research design, the method used in this research is the purposive sampling method. The data analysis methods in this study used multiple linear regression analyses and their data processing using version 21 programs. Based on purposive sampling method, there are 65 final samples this research. The method of analysis used is statistical analysis in multiple linear regression test forms. Overall, the results of the study revealed that Return on Equity (X1) has no significant effect on the stock return, Debt to Asset Ratio (X2) has no significant effect on the stock return, Working Capital Turnover (X3) has a significant influence on the stock return, Devidend Payout Ratio (X4) has no significant effect on the stock return.