This research aims at these purposes : 1) To know the trend of JII and IHSG; 2) To know Risk and Return of stocks listed in JII; 3) To know how stock price influences the IHSG in BEI. Having 30 companies that are listed in JII during april - may 2008 as sample, this research showed that there are 5 factors comprised of 15 variables used for Individual Stock Price Calculation, each of which may …