This research aim to verify the effect of the exchange rates, interest rates, inflation and money supply on the Jakarta Islamic Index (JII) stock price index on the Indonesia Stock Exchange. The data used are secondary data with a monthly time series from January 2015 to December 2019. Data collection techniques in this research were purposive sampling while data analysis techniques used multiple linear regression analysis. The research results showed that the exchange rates and interest rates have a negative and significant effect on the Jakarta Islamic Index (JII) stock price index. The inflation has no negative and significant effect on the Jakarta Islamic Index (JII) stock price index. Money supply has a positive and significant effect on the Jakarta Islamic Index (JII) stock price index. Whilst simultaneous exchange rates, interest rates, inflation and money supply significantly influence the stock price index in the Jakarta Islamic Index (JII).