This study examines stock performance analysis in the short term (3 months) and long term (12 months/1 year) after IPO through measurement using abnormalreturn with marketadjustedabnormalreturn model. In this study using nonfinancial companies that do the IPO in 2006-2016 as a sample of data obtained 135 companies with proposive sampling criteria. The statistical test used paired sample t test. This study has the result that stock performance in the short and long term experiencing outperformance significantly. On the test differences in stock performance in the short and long term has no significant difference.