Financial inclusion and literacy will help to improve financial system stability, improve public welfare, and promote inclusive development of a country. Therefore, financial literacy is playing important role in a country. There are several financial services available, where capital market serves as one of the financial service industries. The increase in capital market literacy will increase the level of financial literacy as a whole, since capital market is a part of financial industry. In Indonesia, it is already becoming a homework for the stakeholders in capital market industry to increase the level of capital market literacy through educational activities, since the level of capital market literacy is relatively low compared to other financial service industries. From all of the efforts done by the stakeholders in Indonesia capital market industry, it is important to determine what kind of activity that will give the maximum impact on increasing the level of capital market literacy, including define what kind of criteria needed in educational activities. This paper aims to find the most suitable activity to increase the level of capital market literacy held by one of the companies which is the stakeholder in Indonesia capital market industry using Analytical Hierarchy Process.