Stock investments that provide high returns, but the higher the benefits offered, the higher the risk that will be faced in investing, especially if it is not supported by knowledge of analyzing stocks. This study utilizes the Data Mining prediction technique with the Linear Regression algorithm on the shares of PT. Aneka Tambang Tbk or ANTM. The dataset that will be used is downloaded through the Yahoo Finance website in the period January 2016 - March 2021. In this study the analytical method used is SEMMA (Sample, Explore, Modify, Model, Assess). With RapidMiner Studio 9.9 tools. The result of testing the RMSE (Root Mean Squared Error) value is 17.135, MSE (Mean Squared Error) is 293.599 and the MAPE (Mean Absolute Percentage Error) value is 1.87%. Based on the MAPE, the accuracy of the Linear Regression algorithm in predicting the stock price of PT. Aneka Tambang Tbk provides high-accuracy predictions.