This study aims to examine the effect of Current Ratio, Return on Equity, and Firm Size on stock returns; the type of research used in this study is quantitative research with descriptive statistical methods, with independent variables Current Ratio, Return on Equity, and Firm Size, and Dependent variable stock return. The samples used in this study were 13 manufacturing companies in the food and beverages sub-sector listed on the Indonesia Stock Exchange during 2013-2017, using the Purposive sampling method. Data collection techniques using library study techniques with analytical methods, using multiple regression analysis through classical assumption test, hypothesis test, and coefficient of determination. The results showed that the Current ratio had a negative and not significant effect on stock returns, Return on Equity and firm size had a positive and significant influence on stock returns, the percentage of the influence of the independent variables (Current Ratio, Return On Equity, and Firm Size) on the dependent variable stock return is equal to the coefficient of determination 32%.