This question happens to be very common and one that many biblical scholars have taken into consideration.
There are several theories and different ideas based upon research that has been done. Most of this insight is based upon considering information that we have from the Bible to help piece the puzzle together.
According to the well-known Bible story found in Matthew 2, King Herod ordered the death of all male infants under the age of 2 upon learning of the prophesied birth of Jesus.
We know that Jesus’ parents heard of this decree and immediately fled to Egypt for safety. They supposedly stayed and lived there until King Herod died. This would mean that Jesus would have had to be born before the death of Herod. Historical findings suggest that Herod died around 4 B.C.
With this information in mind, it would follow that Jesus had been born in or around this timeline. That would put Jesus’ birth most likely between the years of 4 and 6 B.C.