The purpose of this research is to know whether there is influence of capital structure, profitability, liquidity, and market share to company value. This research was conducted on consumer goods sector of cigarette sub sector in Indonesia Stock Exchange in period 2012-2016. The population of this study are 4 companies. While the sample company taken with purposive sampling method as many as 4 companies with multiple regression analysis method. Multiple regression analysis in this research is used to see the relation between independent variable to dependent variable, either individually or together. The result of analysis shows that as long as the research of capital structure and profitability have positive and significant influence to firm value. While liquidity has a negative and insignificant influence on the value of the company. Other results also show that market share has a positive but insignificant effect on firm value.