Reisya Amalia Nur Fitriani. 2023, The Impact of Market Capitalization, Stock Trading Volume, Turnover Rate on Stock Return: A Case Study on Indonesian LQ45 Companies Listed on The Indonesia Stock Exchange (IDX) (under the guidance of Dr. Wirasmi Wardhani, SE., M.Sc). This study aims to determine the effect of Market Capitalization, Stock Trading Volume, Turnover Rate on Stock Return on the LQ45 Stock Index. The data taken is secondary data, in the form of a report on LQ45 stock activity during 2020 which consists of 45 companies with an observational data of 10,753 (unbalanced data panel). The population data used in this study are all LQ45 companies listed on the Indonesia Stock Exchange with a total population of 45 companies. The sampling technique is purposive sampling and used a sample of 45 companies listed. This study uses the documentation method obtained from reports on stock trading activities on the official website of the Indonesia Stock Exchange, namely www.idx.co.id. The results obtained show that (1) Market Capitalization has a significant positive impact on Stock Return. (2) Stock Trading Volume has a significant negative impact on Stock Return. (3) Turnover Rate has a positive and insignificant impact on Stock Return.