The main purpose of this study is to analyze the effect between micro economic variables on stock return and to analyze the effect between macroeconomic variables on stock return in agricultural companies that are listed on Indonesia Stock Exchange (IDX). The proxy for micro economic variables are ROE, DER, and EPS. Furthermore, the proxy for macroeconomic variables are inflation, exchange rate, and BI rate. The type of data used in this research is quantitative data sourced from the official website of Indonesia Stock Exchange (IDX), Bank Indonesia (BI), and Badan Pusat Statistik (BPS). The number of samples used in this research is collected from seven agricultural companies within the period of year 2014-2018. The data analysis technique employed is the multiple linear regression analysis. The results of this research prove that ROE and inflation has a positive and significant effect towards stock return. Meanwhile, DER, EPS, exchange rate, and BI rate are proven to have no significant effect on stock return.