Today the stock market is one economic instrument that is growing rapidly. Stock price index is a measure of the performance of the capital markets. Capital markets have an important role for the economy in a country. Capital markets run multi function, the first as a means of funding for business or a means for companies to obtain funds from investors or investor (Husnan, 2004). In Indonesia, the investors are interested in investing in the stock market can invest in the Indonesia Stock Exchange (BEI) This study aimed to analyze the effect of variable BI Rate, Exchange Rate, Export, Import, World Gold Price, and World Oil Price on the Jakarta Composite Index. The data used in this research is secondary data the end of each month during the observation period between January 2006 - December 2015 For the processing and analysis of data in this research is by using SPSS as software for data processing. Statistical analysis showed that the product and service solutions (SPSS) with 22.0 as software to process data. The empirical findings indicate that the relationship Exchange rate against the Jakarta Composite Index (JCI) has the highest regression coefficient with a value of 0.452, then the influence of the BI Rate to Jakarta Composite Index (JCI) with the value of regression coefficient of -0.079, the relationship between Export to Jakarta Composite Index (JCI) has a regression coefficient of the highest second with a value of 0.423, the relationship between the Import of the Jakarta Composite Index (JCI) has a regression coefficient of the lowest with a value of 0.175, the relationship between the World Gold Price on the Jakarta Composite Index (JCI) has a regression coefficient by 0.124, and finally the relationship between the World Oil Price on the Jakarta Composite Index (JCI) has a regression coefficient of 0.017