The purpose of this study is to examine the effect of bid volume, past stock price and trading volume partially and simultaneously to the stock price by using multiple linear regression analysis. Selection of the samples in this study using purposive sampling method, generating 17 companies as sample. Results from this study indicate that; 1) Volume bid partially does not effect on stock prices; 2) Past stock price partially is positively significant effect on stock prices; 3) Trading volume partially is negatively effect on stock prices; 4) Volume bid, past stock price and trading volume simultaneously significant effect on stock prices. According from determinant test show variability of dependent variable stock price can be explain from independent variable from regression model about 85%, the percentage out from value is 15% that can be affect dependent variable. The results of this study can be used as one card at a practical investment analysis in doing stock trading for investors and traders.