Return is the goal of investors to invest in the capital market. Investors do a variety of ways to be able to get the desired return, by doing their own analysis on the trading behavior of a stock, or by using the facilities provided by analysts in the capital market. Information that can be used as a benchmark for the level of company stock returns studied is DER, Inflation and Interest. Banking companies were chosen as the population used in this study which was listed on the Indonesia Stock Exchange for the period 2012-2016. The purpose of this research is to reveal the impact of Debt to Equity Ratio (DER), interest and inflation rate towards stock return in banking sector listed in IDX in the period 2012-2016. The research conducted is quantitative research. The populations on this study were 44 companies listed on IDX during the period 2012-2016. The sampling techniques in this study using purposive sampling with the total sample of 29 companies. Method of data collection is using secondary data. The data analysis is using multiple linear regression analysis. Based on the results of research and analysis by using SPSS 24 indicate that: DER, Inflation and Interest rate do not have a significant effect on Stock Return DER, Inflation and Interest rate do not have a significant effect on Stock Return simultaneously.