The research aimed at analyzing the influence of month of the year effect towards return and abnormal return of Stock Sharia Mutual Fund. The sample of the research was Stock Sharia Mutual Fund in January 2013 until August 2017 period in the form of monthly Net Asset Value (NAV) data. The testing of return and abnormal return data was conducted with Stasioner test with Unit Root Augmented Dickey- Fuller (ADF) test. The research model to analyze month of the year effect was with Generalized Autoregressive Conditional Heteroscedasticity (GARCH) model. The result of the research showed that there was positive influence of month of the year effect towards the return of stock sharia mutual fund, i.e. in February, March, July, and October. On the other hand, in August and November, it showed the negative influence of month of the year effect towards the return of stock sharia mutual fund. Then, the result of the research showed that there was positive influence of month of the year effect towards abnormal return of stock sharia mutual fund in February, March, July and October. On the hand, in August and November, it showed the negative influence of month of the year effect towards abnormal return of stock sharia mutual fund.