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The study focuses to investigate the influence of financial performance with indicators namely Sukuk to Equity Ratio (SER), Debt to Equity Ratio (DER), Size, Return on Equity (ROE), and Earning Per Share (EPS) on stock return in the companies who issue sukuk and listed in the Indonesia Stock Exchange (BEI). Annual data for the period of observations from 2016 to 2020 were used. The population in this study is 12 companies. Purposive Sampling technique is used and found four companies with certain criteria within 5 years of observations which made the total number of observations as much as 20. The data is analyzed in this research by using Multiple Regression Analysis with Weighted Least Square (WLS) approach. The results of the analysis indicate that SER, DER, Size, ROE and EPS have simultaneously impact on stock return of the companies who issued sukuk and listed in Indonesia Stock Exchange. For partial analysis SIZE, ROE and EPS have significant effect on stock return.
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