There exist inconsistencies in which financial ratio predicts stock return. This research aims to find empirical evidence of predictive powers of several financial ratios (Return on Equity (ROE), Earnings per Share (EPS), Debt to Equity Ratio (DER), Dividend Yield (DY), and Price/Earnings Ratio (PER)) in predicting Stock Return. Samples used in this study are 8 non-bank companies that are listed in KOMPAS100 stock index from 2009-2020. Results of this study shows ROE and DY is able to predict Stock Return, while EPS, DER, and PER does not show significant predictive ability.