This research is an event study that aims to find empirical evidence of the impact of the quick count of the results of the presidential election on the Indonesian capital market. The population of this study are stocks that are consistently listed on the Indonesia Stock Exchange during the study period. The data used is secondary data in the form of a daily sectoral index two days before and two days after the event. Paired Samples t-test is used to test the hypotheses. The results of the Paired Samples t-test show that there are no significant abnormal returns in the period around the date of the event, and in the period between before and after the quick count event the results of the presidential election. The results of the study also prove that there is no abnormal trading frequency in the period around the date of the event, and in the period between before and after the quick count event the results of the presidential election. In general, it can be concluded that there is no impact from the quick count of the results of the presidential election on the Indonesian capital market