This study combines the MM theorem and Fama-French model to evaluate the value of stock. Using DEMATEL, ANP, and VIKOR, we discuss the influence relationship between relative weights of the major factors influencing value of stock. Empirical results show that future cash flow is the most significant factor affecting value of stock, followed by market factor, discount rate, book-to-market ratio, amount of risk, and size factor. Moreover, empirical findings demonstrate that Samsung Electronics is significantly higher score than LG, Innolux, and Sharp. Research results can help investors make better stock investment decisions.