The paper’s problem lies in seeking to identify the determinants governing stock returns in the industrial sectors, specifically in the food and drinks companies in Amman Stock Exchange. The paper aims to discuss the impact of inflation on the stock returns; gross domestic product on the stock returns; and government expenditure on the stock returns of selected food and drinks companies listed in Amman Stock Exchange from 2007 to 2016. The paper found that there isn’t any statistically significant impact for inflation on the stock returns; there isn’t any statistically significant impact for gross domestic product; and there isn’t any statistically significant impact for government expenditure on the stock returns of the food and drinks companies in Amman Stock Exchange. The study’s significance arises from the significance of investigating the determinants affecting the stock returns. In other words, stock returns are used for identifying the earning per share of the net profit of the concerned period. Gaining stock returns is considered the main goal of various companies that belong to different economic sectors.
