<p align="center"><strong>Abstract</strong></p><p>The aim of this study was to analyze the influence of Earning per Share (EPS), Return on Investment (ROI), Return on Equity (ROE), Debt to Equity Ratio (DER), and Price to Book Value (PBV) to stock price volatility in the companies listed in the Jakarta Islamic Index (JII) period 2009-2013. Indonesia recently gained attention as a suitable and profitable market for domestic and for the world as well. This phenomenon attracted researchers to write, analyze, measure and observe about the stock market and stock return as the main attraction to the investors. This research was conducted using secondary data, the financial report included the data during 2009-2013. Data was obtained from Indonesian Capital Market Directory (ICMD) 2009-2013 in Indonesia Stock Exchange (IDX) Corner. The population is all the shares listed in the Jakarta Islamic Index (JII) during the period of 2009 to 2013. While, the sample of this research were all companies listed in the Jakarta Islamic Index (JII) consistently over the period of 2009-2013. The sample of this research consisted of 54 companies with 270 share observations. But after reduced outliers, the sample of 234 researches became share observations. Purposive sampling method was used as samples determining method. The hypothesis testing method used multiple regression analysis. The result showed only Return on Equity (ROE) and Debt to Equity Ratio (DER) roommates variables had positive effect on stock price. While Earnings Per Share (EPS) and Return on Investment (ROI) did not affect the stock price while Price to Book Value (PBV) significantly gave negative effect to the stock price.</p><p> </p><p><strong>Keywords</strong>: <em>Stock Return, Earning Per Share (EPS), Return on Investment (ROI), Return on   Equity (ROE), Debt to Equity Ratio (DER), Price Book Value (PBV).</em></p>