ABSTRACT The purpose of this research is to examine the influence of the current ratio, return on equity, firm size, cash flow operating and price to earning ratio to sharia stock return Listed in Jakarta Islamic Index for period 2010-2014. The sample in this research is the company that listed in Jakarta Islamic Index for period 2010-2014. The collection this research uses the method purposive sampling order to obtain samples of 55 companies that qualify as research samples. Types of data used is secondary data which got from annual report of companies can be accessed in www.idx.co.id. The method of analysis of data used the research is multiple linear regression. This research show that current ratio, return on equity, firm size, cash flow operating and price to earning ratio in simultan influence to sharia stock return. Partially, that only price to earning ratio influence to sharia stock return, while current ratio, return on equity, firm size, and cash flow operating is not influence to sharia stock return. Keywords: sharia stock return, current ratio, return on equity, firm size, cash flow operating and price to earning ratio. ABSTRAK Tujuan dari penelitian ini adalah untuk menguji pengaruh dari current ratio, return on equity, firm size, cash flow operating dan price to earning ratio terhadap return saham syariah yang terdaftar di Jakarta Islamic Index selama periode 2010-2014. Sampel dalam penelitian ini adalah perusahaan yang terdaftar di Jakarta Islamic Index selama periode 2010-2014. Pengambilan sampel penelitian ini menggunakan metode purposive sampling sehingga diperoleh sampel sebanyak 55 perusahaan yang telah memenuhi kriteria sebagai sampel penelitian. Jenis data yang digunakan adalah data sekunder yang diperoleh dari laporan tahunan perusahaan yang dapat diakses di www.idx.co.id. Metode analisis data yang digunakan dalam penelitian ini adalah regresi linear berganda. Hasil penelitian ini menunjukkan bahwa current ratio, return on equity, firm size, cash flow operating dan price to earning ratio secara simultan berpengaruh terhadap return saham syariah. Secara parsial hanya price to earning ratio yang berpengaruh terhadap return saham syariah sedangkan current ratio, return on equity, firm size, dan cash flow operating tidak berpengaruh terhadap return saham syariah. Kata Kunci: return saham syariah, current ratio, return on equity, firm size, cash flow operating dan price to earning ratio.