The capital market is one of the means for the company in improving the lon term funding needs, capital markets also have linkages with the financial services sector, both on the level of domestic, regional and international level. This research aims to see how alternative strategies should be taken by investors to the stock investment decisions, so that the benefit is expected. This research using methods of Analysis Hierarchy Process (AHP) to be able to determine which alternative strategies can be made by investors to invest in shares. Results of the study showed that the highest priority that can be taken that is investors should behave rationally with priority registration (70.6%), the second priority is the investor being intuition with priority registration (15.3%) and the third priority is the investors behave in emotional with priority registration (14.1%).
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