This research was aimed to analyze optimal portfolio in the stocks of Jakarta Islamic Index during 2015. This research used Single Index Model. The data used was the monthly closing of stock in 2015 and composite stock price index of IHSG in 2015. The result of the research shows that by using Single Index Model in 25 companies as the objects, there is only one stock that has ERB > C* which is the stock of Siloam International Hospitals (SILO) with ERB 5.2762 and C* value of 1.1190. Therefore, the optimal portfolio could not be achieved. It is because in 2015 the stock price of the research objects : Jakarta Islamic Index and Composite Stock Price Index (IHSG) decreased due to the weakening Indonesian economic condition in 2015.