The purpose of this study is to analyze the effect of Earning per Share, Return on
Equity, Price Earning Ratio, Net Profit Margin, Debt to Equity Ratio towards
stock prices. The population used in this study were 30 companies listed in the
Jakarta Islamic Index during the 2014-2017 period. Sampling technique used was
non-probability sampling with purposive sampling method and obtained samples
of 17 companies per year which are most active in trading in the Jakarta Islamic
Index (JII) group during 2014-2017 period. The analytical tool used to test the
hypothesis in this study was multiple linear regression analysis using SPSS
software. Hypothesis testing results indicate that Earning per Share, Return on
Equity, Price Earning Ratio, Net Profit Margin, Debt to Equity Ratio variables
simultaneously have positive and significant effect on stock prices. Partially,
Earning per Share and Return on Equity variables have positive effect on stock
prices. While, Net Profit Margin have negative effect on stock prices, Price
Earning Ratio and Debt to Equity Ratio have no negative effect on stock prices.R
Square testing result showed that the Adjusted R Square is 0.759. It means that
75.9% of the dependent variable which was stock price can be explained by
independent variables namely Earning per Share, Return on Equity, Price
Earning Ratio, Net Profit Margin, Debt to Equity Ra, while the remaining 24.1%
is affected by other variables that are not in the linear regression model.