This study aimed to analyze the significance effect of variables Return On Asset (ROA), Debt To Equity Ratio (DER), Earning Per Share (EPS) and Price To Book Value (PBV) toward Sharia Stock Return on Companies listed in Jakarta Islamic Index (JII) in the period of 2011-2015, either simultaneously or partially. Population in this study is all sharia stocks listed in Jakarta Islamic Index (JII) period 2011-2015. Sample in this study is 12 (twelve) companies listed in Jakarta Islamic Index (JII) period 2011-2015. The analysis model in this study using multiple linear regression analysis model and analysis techniques to test the hypothesis using the F test, t test and R2 test. The results of testing hypothesis and discussion is Return On Asset (ROA), Debt To Equity Ratio (DER), Earning Per Share (EPS) and Price To Book Value (PBV) simultaneously have significant effect toward Sharia Stock Return on Companies listed in Jakarta Islamic Index (JII) in the period of 2011-2015. Earning Per Share (EPS) partially each have no significant effect, whereas Return On Asset (ROA), Debt To Equity Ratio (DER), and Price To Book Value (PBV) partially each have significant effect toward Sharia Stock Return on Companies listed in Jakarta Islamic Index (JII) in the period of 2011-2015.