Using return; will work just fine. It will not prevent the full loop from completing. It will only stop executing the current iteration of the forEach loop.

Try the following little program:

public static void main(String[] args) {
    ArrayList<String> stringList = new ArrayList<>();
    stringList.add("a");
    stringList.add("b");
    stringList.add("c");

    stringList.stream().forEach(str -> {
        if (str.equals("b")) return; // only skips this iteration.

        System.out.println(str);
    });
}

Output:

a
c

Notice how the return; is executed for the b iteration, but c prints on the following iteration just fine.

Why does this work?

The reason the behavior seems unintuitive at first is because we are used to the return statement interrupting the execution of the whole method. So in this case, we expect the main method execution as a whole to be halted.

However, what needs to be understood is that a lambda expression, such as:

str -> {
    if (str.equals("b")) return;

    System.out.println(str);
}

... really needs to be considered as its own distinct "method", completely separate from the main method, despite it being conveniently located within it. So really, the return statement only halts the execution of the lambda expression.

The second thing that needs to be understood is that:

stringList.stream().forEach()

... is really just a normal loop under the covers that executes the lambda expression for every iteration.

With these 2 points in mind, the above code can be rewritten in the following equivalent way (for educational purposes only):

public static void main(String[] args) {
    ArrayList<String> stringList = new ArrayList<>();
    stringList.add("a");
    stringList.add("b");
    stringList.add("c");

    for(String s : stringList) {
        lambdaExpressionEquivalent(s);
    }
}

private static void lambdaExpressionEquivalent(String str) {
    if (str.equals("b")) {
        return;
    }

    System.out.println(str);
}

With this "less magic" code equivalent, the scope of the return statement becomes more apparent.

You can use return. It won't stop the whole loop, instead, it will just stop the current iteration.

Use it like this:

List<Integer> numList = Arrays.asList(10,21,31,40,59,60);
numList.forEach( x-> {
    if( x%2 == 0) {
        return; // only skips this iteration.
    }
    System.out.println(x);
});

If you need this, you shouldn't use forEach, but one of the other methods available on streams; which one, depends on what your goal is.

For example, if the goal of this loop is to find the first element which matches some predicate:

Optional<SomeObject> result =
    someObjects.stream().filter(obj -> some_condition_met).findFirst();

(Note: This will not iterate the whole collection, because streams are lazily evaluated - it will stop at the first object that matches the condition).

If you just want to know if there's an element in the collection for which the condition is true, you could use anyMatch:

boolean result = someObjects.stream().anyMatch(obj -> some_condition_met);

If you don’t need the original ArrayList, containing a mixture of valid and invalid objects, later-on, you might simply perform a Collection operation instead of the Stream operation:

ar.removeIf(d -> !d.isValid());
ar.forEach(System.out::println);
int count = ar.size();

Otherwise, you can implement it like

List<Data> valid = ar.stream().filter(Data::isValid).collect(Collectors.toList());
valid.forEach(System.out::println);
int count = valid.size();

Having a storage for something you need multiple times is not so bad. If the list is really large, you can reduce the storage memory by (typically) factor 32, using

BitSet valid = IntStream.range(0, ar.size())
    .filter(index -> ar.get(index).isValid())
    .collect(BitSet::new, BitSet::set, BitSet::or);
valid.stream().mapToObj(ar::get).forEach(System.out::println);
int count = valid.cardinality();

Though, of course, you can also use

int count = 0;
for(Data d: ar) {
    if(d.isValid()) {
        System.out.println(d);
        count++;
    }
}