This research is conducted to test the effect of Return on Equity (ROE), Earning Per Share (EPS) and Dividend Yield Ratio (DYR) to Stock Price. Sampling technique used is purposive sampling with criteria Property, Real Estate and Building construction period 2012 - 2016 in Indonesia. The number of samples of 5 companies Property, Real Estate and Building construction is incorporated in the LQ45 index. From the analysis result shows that the EPS data is partially significant to the stock price of the company Property, Real Estate and Building construction which is incorporated in LQ45 index where thitung 5,356 at level of significant less than 5%. While the ROE and DYR variables do not significantly influence the value of t -2,610 and -0.346. The influence of ROE, EPS and DYR on stock price in sector property, Real Estate and Building Construction can be written with linear regression equation that is Y = 858,82 - 28,92 X1 + 8,38 X2 - 32,05 X3. The amount of influence of ROE, EPS and DYR on to Stock Price in sector property, Real Estate and Building Construction is 60,80% while the rest equal to 39,20% determined by other factor not specified in this research.