Effect of Net Income, CSR Disclosure, Corporate Profitability Against Abnormal Return on the Indonesia Stock Exchange

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This study aims to determine whether there is influence of net profit, the disclosure of CSR and profitability of the company against abnormal stock return. The population in this study is a manufacturing company in the Industrial Sector Fundamentals And Chemistry in 2013-2015. The sampling technique is done by using purposive sampling. Mechanical Analysis of data using multiple linear regression method. The results of data analysis known that net income significantly influence the abnormal return, it is to attract investors to invest so will result in the value of shares will rise. The high level of investment will lead to higher stock prices, which will cause abnormal return. CSR does not significantly influence the abnormal returns. The level of disclosure of CSR was not used investors in considering the decision in investing. The company’s profitability no significant effect on abnormal stock return. Profitability is less information to investors in estimating return. The market did not respond to profitability as information that could change investors’ belief that it can not affect stock returns and ultimately no effect on abnormal return. Simultaneously net profits, CSR and profitability influential companies together against abnormal return