How to insert a new line and jump to it, in emacs?

C-e C-m

or

C-e C-j

Both will move to end of the line and add newline. The second will also indent.


For completeness here is a function:

(defun end-of-line-and-indented-new-line ()
  (interactive)
  (end-of-line)
  (newline-and-indent))

(global-set-key (kbd "<S-return>") 'end-of-line-and-indented-new-line)

You can make something akin to a keyboard macro like this.

(global-set-key (kbd "<S-return>") "\C-e\C-m")

or indeed:

(global-set-key (kbd "<S-return>") (kbd "C-e C-m"))

to avoid using two different kinds of syntax for keys.