Penelitian ini bertujuan untuk memperoleh model yang dapat menjelaskan pengaruh profitabilitas, kebijakan dividen, dan nilai tukar terhadap harga saham pada perusahaan yang terdaftar dalam Jakarta Islamic Index periode 2017-2022 sebanyak 10 perusahaan sehingga populasinya sebanyak 60 laporan keuangan. Teknik pengambilan sampel dengan sampel jenuh sehingga sampel yang diambil dalam penelitian ini sebanyak 60 data penelitian. Metode yang digunakan yaitu analisis regresi data panel dengan bantuan Eviews10 dan Microsoft Excel. Pengujian hipotesis yang digunakan yaitu Uji Simultan (Uji F) dan Uji Parsial (Uji t). Berdasarkan hasil pengujian ini diperoleh hasil bahwa profitabilitas, kebijakan dividen, dan nilai tukar secara bersama-sama berpengaruh positif dan signifikan terhadap harga saham, profitabilitas berpengaruh positif dan signifikan terhadap harga saham, kebijakan dividen berpengaruh positif dan signifikan terhadap harga saham, nilai tukar berpengaruh negatif dan signifikan terhadap harga saham.
Kata kunci: Profitabilitas, Kebijakan Dividen, Nilai Tukar, Harga Saham

This study aims to obtain a model that can explain the effect of profitability, dividend policy, and exchange rates on stock prices in companies listed in the Jakarta Islamic Index for the period 2017-2022 as many as 10 companies so the population is 60 financial statements. Sampling technique with saturated samples so the samples taken in this study were as many as 60 research data. The method used is panel data regression analysis with the help of Eviews10 and Microsoft Excel. The hypothesis testing used is Simultaneous Test (F Test) and Partial Test (t Test). Based on the results of this test, it was found that profitability, dividend policy, and exchange rate together have a positive and significant effect on stock prices, profitability has a positive and significant effect on stock prices, dividend policy has a positive and significant effect on stock prices, exchange rates have a negative and significant effect on stock prices.
Keywords: Profitability, Dividend Policy, Exchange Rate, Stock Price