Banking is a thing that has a big influence on the capital market. Capital market is a place where sellers and buyers meet to conducting stock sale and purchasing transactions. There are several factors that influence stock prices in the capital market, four of them are Composite Stock Price Index, inflation rate, BI rate, and exchange rate. In classical assumption test, there are four things to be tested, which are Autocorrelation Test, Multicolinearity Test, Heteroskedasticity Test, and Normality Test. In goodness of fit test, there are three things to be tested, which are F test, t test, and R test. By performing classical assumption test and goodness of fit test, regression model and the influence of Composite Stock Price Index, inflation rate, BI rate, and exchange rate to bank stock prices will be determined.