Abstract: While running a business and its operations, banks are required to run efficiently. Running banks efficiently will be able to provide for a maximum amount of profit. Profits earned by banks provide an added value for banks, especially for shareholders that see an increase in their share prices. This research was conducted on 18 banks included in the BUKU II Go Public Bank group in Indonesia. The study was conducted using secondary data dating from January, 2014 to December, 2018. In order to analyze the factors that influence firm’s profitability and stock returns, this data was processed using panel data regression analysis. The results show that significant factors in the efficiency intermediation approach were the number of variations in electronic banking and the number of ATMs. Factors that affect profitability are total assets, Non-Performing Loans (NPL), the Capital Adequacy Ratio (CAR), the Net Interest Margin (NIM), and the number of employees. The factors that affect stock returns are Good Corporate Governance (GCG) and the number of variations or types of electronic banking offered by a bank.