[ABSTRAK
Penelitian ini bertujuan untuk menguji return saham, dengan menggunakan FamaFrench Three Factor Model yang ditambahkan dengan variabel pertumbuhan totalaset. Penelitian ini menggunakan regresi linier berganda pada 48 sampel saham diBursa Efek Indonesia. Diperoleh bahwa penambahan variabel pertumbuhan totalaset pada Fama French Three Factor Model membuat model memiliki kekuatanlebih baik dalam menjabarkan return saham, serta membuat seluruh variabelindependen lainnya berpengaruh signifikan terhadap return saham.

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ABSTRACT
This study aims to test stock returns by using Fama French Three Factor ModelAugmented Asset Growth. This study is using multiple linear regressions on 48samples of stocks in Indonesia Stock Exchange. From the results, we canconclude that Fama French Three Factor Model Augmented Asset Growth hasmore power to explain stock returns compared to Fama French Three FactorModel. Moreover, asset growth?s contribution to Fama French Three FactorModel causes all independent variables significantly affects the stock returns.;This study aims to test stock returns by using Fama French Three Factor ModelAugmented Asset Growth. This study is using multiple linear regressions on 48samples of stocks in Indonesia Stock Exchange. From the results, we canconclude that Fama French Three Factor Model Augmented Asset Growth hasmore power to explain stock returns compared to Fama French Three FactorModel. Moreover, asset growth?s contribution to Fama French Three FactorModel causes all independent variables significantly affects the stock returns., This study aims to test stock returns by using Fama French Three Factor ModelAugmented Asset Growth. This study is using multiple linear regressions on 48samples of stocks in Indonesia Stock Exchange. From the results, we canconclude that Fama French Three Factor Model Augmented Asset Growth hasmore power to explain stock returns compared to Fama French Three FactorModel. Moreover, asset growth?s contribution to Fama French Three FactorModel causes all independent variables significantly affects the stock returns.]