This study aimed to analyze the status of shares related to the banking sector in Amman Stock Exchange, through the use of time series analysis, relying on the achievement of the following objectives: 1- Analysis of the status of shares related to the banking sector in Amman Stock Exchange, through the use of time series analysis. 2- Access to an efficient market through the application of the conditions existing in the market. 3- Analysis of the status of the general trend of stock prices in Amman Stock Exchange, through the turnover rate of shares over twelve months for eight years starting from 2000-2007 in order to find the variables affecting performance. 4- Identifying the most important components of the time series affecting stock prices in Amman Stock Exchange (seasonal, periodical, and random), in addition to identifying which of these components are responsible for stock price changes. 5- Trying to determine the general tendency of the time series of stock prices for the coming period through the use of the model of basic components. This study was based on three major hypotheses. The study sample consisted of the banks listed in Amman Stock Exchange with a total of 17 banks. Furthermore, Microsoft Office Excel had been used to analyze the data of turnover rate of shares in Amman Stock Exchange to reach conclusions. The study came to a number of conclusions such as: • Results showed that the influence of irregular variables on the turnover rate of shares related to the banking sector, listed in Amman Stock Exchange, was clear, in addition to the impact of changes related to the general trend as well as the seasonal and periodical changes. • Results showed that the size of circulation plays a major role in changing the direction of prices. Thus, in the case of higher prices, increased circulation is desired, while decreased circulation will be the case for low prices. Based on the above conclusions, the researcher presented a series of suitable recommendations for the use of analysis model of time series in analyzing the status of shares in Amman Stock Exchange.