Consumer goods industry is considered as one of the attractive sectors for investors, driven by economic growth and infrastructure development. The objectives of this research are to analyze effect of financial performance and stock performance using financial ratio and stock factor on 25 sample public listed companies at Indonesia Stock Exchange (IDX) in consumer goods sector in period 2014-2018. The purpose of this study to give information and knowledge for investor and perspective investor to be able in making an investment decision. This research uses Inventory Turnover (IT), Total Asset Turnover (TAT), Debt to Equity Ratio (DER), Debt to Asset Ratio (DAR), Current Ratio (CR), Profit Margin Ratio (OPM), Price Earnings Ratio (PER), Stock Risk, and Market Return as variables to conduct the analysis. The research design used is panel data regression where data analysis was conducted through multiple linear regression analysis using SPSS and stepwise variables data entered. Results of data analysis showed that OPM, DAR, and TAT have a positive effect on Profitability represented by Return on Equity (ROE), and Stock Risk, Return on Asset (ROA), and Market Return has a positive effect on Stock Performance (Return).

Keywords: Financial Ratios, Stock Factors, Profitability, Stock Performance, IDX