The purpose of this research is to analyse the influence of dividend policy, leverage, firm size, exchange rate, interest rate and inflation on the stock price volatility. Object of this research is used the manufacturing sector listed in Indonesian Stock Exchange (IDXI) in the period 2012-2016. Samples were selected by purposive sampling method with 230 samples. The data analysis technique of this research using multiple regression analysis with SPSS 15 program. The result showed that dividend policy and firm size has negative significant effect on the stock price volatility, leverage and exchange rate has positive significant effect on the stock price volatility, interest rate and inflation has no significant effect on the stock price volatility.