ABSTRACK This research aims to analyse the Influence of Debt Equity Ratio, Return On Asset, Beta, and Exchange rate toward Stock Returns (A Study on the Manufactured Companies Enlisted in Indonesian Stock Exchange during 2012-2014 Periode). The object of the research is manufactured companies which chosen using purposive sampling method. Sample of this research is used 166 companies. The analysis instrument used in this research is Multiple Linier Regression. Based on the analysis, it was resulted that Return on Aset and foreign Exchangehad significant positif influence toward stock returns, and Debt to Equity Ratio and Beta had positive insignificant influence toward stock returns. Key Words : stock returns, debt to equity ratio, return on asset, inflation