While the things said by u/dat_underscore about the relative poverty of the Germanic-speaking lands and the difficulty in holding on to Persian lands are certainly true, I don't think they explain why the Romans stopped conquering per-se. Rome's conquests were never about simple cost/benefit ratio's.
To be sure, Rome's conquests of the late republic made some upper class men ridiculously wealthy, and benefited their soldiers and the Roman state as a whole as well. But whilst getting rich was a powerful motivating force for these men, I wouldn't say it was the most significant one. After all, it was perfectly possible for provincial governors to enrich themselves simply by extorting the people they were governing over, as we can see from the records of the many governors put on trial for corruption.
The primary drive for the vastly increased expansion of the Roman Empire in the 1st century B.C. was competition between the upper classes, combined with opportunity. In the previous centuries Rome had defeated all serious contenders for hegemony over the Mediterranean. In this century, their leaders strove to outdo eachother by gaining glory in war and expanding the borders of Rome further and further.
Rome's political system at this time was designed to rule over a city-state. There were no institutions meant to control its by now numerous provinces. As a result, the Roman ex-magistrates who were sent out to govern these provinces had a near carte blanche to do what they wanted. There were some checks and balances (such as the aforementioned trials, or the threat of being replaced by a political rival) but if a governor wanted a war, excuses were easy to find.
This same environment of extreme competition, however, soon turned deadly. Civil war, which had been virtually unknown in the early and middle republic, became a regular fixture of Roman political life. After Caesar's assassination, it got so bad that the Roman world threatened to fall apart into separate domains ruled by warlords.
But, as we know, their empire did not fall apart. Augustus managed to overcome and outlive all his rivals and restructured much of the state to prevent such destructive civil wars from occurring again in the future. In this, he proved to be amazingly successful.
The first and most important means to achieve this was to take control of the army. Augustus was one of the last great Roman conquerors, even if his achievements (Finalising control of Spain and the Alps, annexation of Egypt, campaigns in Germany, etc.) were not as flashy as those of Pompeius or Caesar. But unlike his predecessors, Augustus did not conduct his campaigns personally. The most important tasks went first to his trusted friend Agrippa, and then to members of his family. Other wars were led by men of Senatorial ranks who in previous decades would have expected to be the rulers of the Roman world themselves, but now Augustus claimed all the credit for these wars even if he never left Rome himself. A nobleman who erected statues of himself to celebrate his conquests fell into disgrace. Another, the grandson of the famous Crassus no less, was denied the honours he was traditionally due for his achievements.
Augustus lived and ruled for a very long time, and by the time of his death the new situation had long been accepted as the status quo. The Roman elite had learned that seeking conquest and self-glorification was dangerous and could earn the emperor's ire. The emperors knew that no man could be allowed to gain much glory and prestige, or he might become a rival and resurrect the ugly spectre of civil war.
Of course, even if Rome's elites were no longer encouraged to go out conquering on their own initiative, there was one man who still could: The emperor himself. And some certainly did. Claudius conquered Britain, Trajan added Dacia and Mesopotamia to the Empire. But an emperor, unlike a provincial governor in Republican times, had a great many responsibilities and could not always afford to just leave the capital to go on campaign. In addition, emperors did not need glory in the same way: they were already in command. Claudius is an exception, and his conquest of Britain can probably be explained in large part by a perceived need to overcome his un-warlike reputation.
In addition, this is the time when Rome's legions completed their transformation to a fully professional force, and the Roman empire really started to transform from a city state with a lot of conquered possessions to a world power with a large number of diverse regions. Roman government would maintain a light touch for a long time to come, but the army quickly started to take on more and more important roles in administrating the frontier provinces and became indispensable. This, combined with the much greater expense in paying for a fully professional force complete with medics and pension plans meant that, ironically, Rome wasn't able to muster the kinds of resources it had so casually thrown around in the 1st century B.C.
Where commanders even as late as Caesar had simply been able to call for volunteers and expand their armies seemingly at will, the new Roman army could not. You couldn't just remove entire legions from the frontier without extensive preparation, or the system of government and control would collapse. Furthermore, legions sunk down roots in the regions they were garrisoned in, and we even see attempted mutinies when emperors attempt to take them conquering, such as when Claudius attempts his invasion of Britain. (we see the same thing many centuries later, when Julianus Apostata's troops rebel because Constans wants them to be transferred to the East for war against Persia.) Losses could also have much farther reaching consequences than they had earlier, since armies were more expensive to replace, as Varus' defeat in the Teutoburger Wald illustrates.
So while economic concerns played a role (even the Roman historians argued that Britain was not worth the expense of conquering it) they were not the decisive factor. (Britain was conquered anyway, when Claudius felt like it.) Rather, the large changes in Rome's political culture resulting from the shift from republic to empire and the structural changes in the army and provincial administration accompanying this meant that conquest simply wasn't on the agenda like it had been a century before.
The Roman Empire stopped expanding for two reasons: because it became less economically viable to push the borders further, and because of the Persians in the east.
Before the expansion of the Roman Republic, northern Europe was divided into two broad culture groups: the La Tène and Jastorf cultures. La Tène culture, concentrated in Gaul, northern Italy, and southern Germany, has been associated with a high level of socioeconomic development. La Tène culture had developed large, fortified towns, called oppida in Latin, as well as coinage and complex political institutions. The area had also developed economically, increasing the wealth and food production of its inhabitants.
Jastorf culture, further north in northern Germany and Denmark, in that the people had a greater reliance upon pastoral agriculture and less of a food surplus, as well as no significant permanent villages or specialised economic activity up until the first century BCE.
So the Roman armies found it both easy and profitable to conquer the La Tène areas, as there were cities that could be targeted and conquered, and the area were rich and fertile. Lots of food, lots of wealth. As the armies moved further into Jastorf areas, there were no large cities to be easily targeted and no easily plundering of food and wealth. Therefore easy borders, such as the Rhine river, were sought and fortified to protect what the Romans had already conquered.
Similar reasons explain the southern border in North Africa - there was very little to gain by pushing deep into the Sahara desert.
In the east it was different, and the border accordingly had significantly more fluctuations than the others. The areas further east of the Roman frontier were rich and fertile, but controlled by the Persian Empires, first the Parthians and then the Sassanians. Multiple times the Romans attempted conquests of Persian lands, sometimes even capturing the Persian capital of Ctesiphon, such as under Trajan. However the Persians were quick to take advantage of any Roman weaknesses, and the Romans were never able to hold their conquests in the east for long.
Sources: On the La Tène and Jastorf cultures, I used Peter Heather, The Fall of the Roman Empire: A New History of Rome and the Barbarians, 2005.