This research examined the influence of liquidity, profitability and firm size on stock return with dividend policy as an intervening variable in the manufacturing companies listed in the Indonesian Stock Exchange period 2012- 2016. The selected samples using purposive sampling consisted of 210 samples. The analysis tool used in this research was multiple linear regression with Eviews 8 as the analytical application. The result obtained in this study are: 1) liquidity has not a significantly effect on stock return, 2) profitability has a significantly positive effect on stock return, 3) firm size has not an significantly effect on sotck return, 4) dividen policy has an significantly negative effect on stock return, 5) dividend policy can be intervening on the effect of liquidity ob stock return, 6) dividend policy can be intervening on the effect of profitability on stock return, 7) dividend policy can be intervening on the effect of firm size on stock return.