The purpose of the study was to examine and analyze the effect of debt to equity ratio (DER), current ratio (CR) and capital structure on stock returns with profitability as a moderating variable in consumer goods companies listed on the Indonesia Stock Exchange in 2011 to 2016. Researchers used a quantitative research approach. . The researcher used this type of quantitative descriptive research. Researchers use the nature of explanatory research to examine the variables studied to determine the relationship of each variable in this study. The population of this research is 33 mining companies on the Indonesia Stock Exchange. The research sample was 84 financial statements of mining companies listed on the IDX in 2011 to 2016. The data analysis technique used partial least squares with smartPls version 3 software. The results showed that liquidity, solvency and capital structure did not affect stock returns, and profitability could not moderating the effect of liquidity, solvency and capital structure on stock returns.