Abstract : This research aim at exploring the influence of company’s share price to the share transaction at Indonesian share market. The company's share price has been measured by using MBV, EVA, MVA, PER and dividend-discount model. Share market transactions have been measured using the volume and frequency of share trading. The data of the research obtained from 42 companies during 2011-2015 which has been listed on Indonesian share market and which also distributes dividends every year. Furthermore, the data analyzed using multiple regressions for panel data. The finding of the data analysis showed that the price for Indonesian companies’ share was considered to be cheap and even the price is higher than the price offered, the investor still want to buy it. Simultaneously the share price is insignificant affect to the frequency of share trading transactions of the company. Partially MBV, PER, MVA, EVA is significant to the stock trading frequency and it also significant to the volume of share trading. Therefore, it could be concluded that investors will assess the company fundamentally in making investment decisions.Abstrak : Penelitian ini mengekplorasi pengaruh harga saham perusahaan terhadap transaksi saham di pasar modal Indonesia. Harga saham perusahaan diukur menggunakan MBV, EVA, MVA, PER dan model diskonto dividen. Transaksi pasar modal diukur menggunakan volume dan frekuensi perdagangan saham. Penelitian ini menggunakan 42 perusahaan dari tahun 2011-2015 yang terdaftar di bursa saham Indonesia serta yang selalu membagikan dividen setiap tahunnya. Data penelitian di analisis menggunakan regresi berganda untuk data panel. Hasil analisis menunjukan bahwa saham perusahaan Indonesia masih dikatakan murah dan investor masih mau membayar lebih tinggi dari harga yang ditawarkan. Secara simultan harga saham tidak signifikan terhadap transaksi perdagangan saham perusahaan. Secara parsial MBV, PER, MVA, EVA signifikan terhadap frekuensi perdagangan saham. MBV, PER, MVA, signifikan terhadap volume perdagangan saham. Oleh karena, disimpulkan bahwa investor akan menilai perusahaan secara fundamental dalam membuat keputusan investasi.