The purpose of this research is to analyze how far the relation of capital adequacy ratio (CAR), financing to deposit ratio (FDR), exchange rate, and inflation to influence return on asset (ROA). Data in this research is a quantitative data obtained from Central Bank of Indonesia and Financial Services Authority. The data analysis tools in this research is methods of analysis error correction model (ECM). Based on long-term analysis of the researchers, the result is CAR and FDR have a significant positive effect on ROA meanwhile exchange rate and inflation have significant negative effect to ROA. Based on short-term analysis of the researchers, the result is CAR and FDR have a significant positive effect on ROA meanwhile exchange rate and inflation have significant negative effect to ROA.