JUPUMI Vol 2 No. 1 (2022) – ISSN : 2808-9359 EISSN : 2808-9014 Received September 23, 2022; Revised Desember 23, 2022; Accepted Januari 23, 2023 JURNAL PUBLIKASI MANAJEMEN INFORMATIKA Halaman Jurnal: http://ejurnal.stie-trianandra.ac.id/index.php/jupumi Halaman UTAMA Jurnal : http://ejurnal.stie-trianandra.ac.id/index.php PENGARUH PROFITABILITAS, LIKUIDITAS DAN SOLVABILITAS TERHADAP RETURN SAHAM PERUSAHAAN MANUFAKTUR DI JAKARTA ISLAMIC INDEX PERIODE 2018-2022 Resti Alia Desprisila a , Rofiqoh Ferawati b , G.W.I. Awal Habibah c a Ekonomi dan Bisnis Islam / Akuntansi Syariah, restialiadesprisila@gmail.com, UIN STS Jambi b Ekonomi dan Bisnis Islam / Akuntansi Syariah, rofiqohferawati@gmail.com, UIN STS Jambi c Ekonomi dan Bisnis Islam / Akuntansi Syariah, awalmadu@gmail.com, UIN STS Jambi ABSTRAK This study aims to determine how the effect of profitability, liquidity and solvency on stock returns of manufacturing companies in the Jakarta Islamic Index for the period 2018-2022 . This study uses a quantitative method and an associative descriptive approach with a causal relationship, with the collection of documentation data, specifically for the year 2022 obtained by the Annualized Data method. The results of this research are: (1) simultaneously, the overall proxies of Profitability, Liquidity and Solvency variables have a significant effect on stock returns (Capital Gain/Loss). While partially solvency which is proxied by Debt to Asset Ratio (DAR) has a significant effect on stock returns (Capital Gain/Loss) (2) Net Profit Margin (NPM), Current Ratio (CR), Quick Ratio (QR) and Debt To Asset ( DAR) has a positive (unidirectional) effect on Stock Return (Capital Gain) of manufacturing companies listed on Jakarta Islamic Index (JII) for the 2018-2022 period. Meanwhile, Debt To Equity (DER) and Return On Assets (ROA) have a negative (opposite direction) effect on stock returns of manufacturing companies listed on Jakarta Islamic Index (JII) for the 2018-2022 period. (3) the solvency variable prorated by the Debt to Asset Ratio (DAR) which has the most influence on the stock returns of Manufacturing Companies in Jakarta Islamic Index (JII) for the period 2018-2022. Keywords: Return On Assets (ROA), Net Profit Margin (NPM), Current Ratio (CR) Quick Ratio (QR), Debt To Asset (DAR), Debt To Equity (DER), Stock Returns, Manufacturing Sector Abstrak Penelitian ini bertujuan untuk mengetahui bagaimana pengaruh profitabilitas, likuiditas dan solvabilitas terhadap return saham perusahaan manufaktur di Jakarta Islamic Index periode 2018-2022. Penelitian ini menggunakan metode kuantitatif dan pendekatan deskriptif asosiatif dengan hubungan kausal, dengan pengumpulan data dokumentasi, khusus untuk tahun 2022 diperoleh dengan metode Annualized Data. Hasil pada peneltian ini yaitu: (1) secara simultan, keseluruhan proksi variabel Profitabilitas, Likuiditas dan Solvabilitas berpengaruh signifikan terhadap return saham (Capital Gain/Loss). Sedangkan secara parsial solvabilitas yang diprokikan dengan Debt to Asset Ratio (DAR) berpengaruh signifikan terhadap return saham (Capital Gain/Loss) (2) Net Profit Margin (NPM), Current Ratio (CR) Quick Ratio (QR) dan Debt To Asset (DAR) berpengaruh positif (searah) terhadap Return Saham (Capital Gain) perusahaan manufaktur yang terdaftar di Jakarta Islamic Index (JII) periode 2018- 2022. Sedangkan Debt To Equity (DER) dan Return On Asset (ROA), berpengaruh negatif (berlawanan arah) terhadap return saham perusahaan manufaktur yang terdaftar di Jakarta Islamic Index (JII) periode 2018-2022. (3) variabel Solvabilitas yang diprosikan dengan Debt to Asset Ratio (DAR) yang paling berpengaruh terhadap return saham Perusahaan Manufaktur di Jakarta Islamic Index (JII) periode 2018 – 2022. Kata Kunci: Return On Assets (ROA), Net Profit Margin (NPM), Current Ratio (CR) Quick Ratio (QR), Debt To Asset (DAR), Debt To Equity (DER), Return Saham, Sektor Manufaktur .