The
purpose of this research is to identify the impact of conventional financial
performance (ROA and ROE) and risk based financial performance ( RAROC, RORAC,
and RARORAC) against stock return in banking enterprise. Sample is taken by
using purposive sampling method. The number of sample used are 15 banking
enterprise which listed on BEI. The data analysis used in this research are
multiple linear regression analysis, t test, F test, and coefficient of
determination (R2), and classic assumption
test. The result of this research proof that there are significantly negative
impact of risk based financial performance against stock return, whereas
conventional financial performance effect positively but unsignificant against
stock return.