Accounting information in term of financial report was a useful guide to investor in order to make an investment on stocks listed in Jakarta Stock Exchange. These accounting information can be useful if it had been processed in financial ratios form. By using those financial ratios or factors of fundamentals, investors eased to investing on stock in order to obtain gain such as return. This research aimed to analysis the influence of fundamental factors which consisted of Cash Ratio (CR), Debt to Equity Ratio (DER), Return On Asset (ROA), Return On Equity (ROE), Earning Per Share (EPS), dan Price Earning Ratio (PER) simultaneously and partially influence on Stock Returns. The population in this study are all banking companies listed on the Indonesia Stock Exchange from 2009 to 2013. While the study sample was determined by the method of purposive sampling to obtain a sample of 20 bank companies. Types of data used of this research is a combination of secondary data of time series and cross sectional (pooled data) with the number of years of observation are 5 consecutive years during 2009 to 2013, so that the sample observations of 20 × 5 = 100 sample observations. Analysis of the data of this research conducted in descriptive statistics and inferential statistics. Inferential statistical analysis was conducted on the multiple linear regression analysis with equation of the least squares and test hypotheses using the t-statistic for testing the partial regression coefficients and F-statistics to test the simultaneous effect of the level of significance of 5%. It also performed classical assumption which include normality test, multicollinearity test, autocorrelation test and heteroscedasticity test. Based on the results of the analysis conducted, it was concluded that simultaneous of fundamental factors, which consisted of Cash Ratio (CR), Debt to Equity Ratio (DER), Return On Asset (ROA), Return On Equity (ROE), Earning Per Share (EPS), dan Price Earning Ratio (PER) positive effect and significant on Stock Returns, that is proved by value of Fresult > Ftabel (72.291 > 2.198) with level of significance 0.00. whereas the fundamental variables of this research is able to explain changes in stock returns of 81.2%. as indicated by the magnitude of the adjusted R square of 81.2%, while the remaining 18.8% is influenced by other factors not included in the research model. Partially, only Cash Ratio (CR), Debt to Equity Ratio (DER), dan Return On Equity (ROE) positive effect and significant on Stock Returns, whereas of Return on Assets (ROA), Earning Per Share (EPS) and Price Earnings Ratio (PER) negative effect and significant on Stock Returns at banking companies listed on the Indonesia Stock Exchange.