The simple answer is Yes, you are still a Jew. To some, the concept of a Jew believing in Yeshua seems to be a contradiction. The reason is, many people have a dichotomy set up in their minds. On the one hand you have Jews and Judaism and on the other hand, Christians and Christianity.
You are either one or the other...so the thinking goes.
But this simple dichotomy is in reality not so simple. If we go back 2000 years we find that Yeshua was a Jew living in a Jewish land among Jewish people. All the apostles were Jewish as well as the writers of the New Covenant. For may years, this faith in Yeshua was strictly a Jewish one.
From the Book of Acts and other historical evidence, many believe that in the first century there were literally hundreds of thousands of Messianic Jews.* In addition, there were Messianic Synagogues scattered throughout the Roman Empire and beyond.**
These first-century Messianic Jews remained highly loyal to their land and their people.
Whether it was Jewish to believe in Yeshua was never an issue. Of course it was Jewish! What else could it be?
The big question back then was whether Yeshua had been sent for the Gentiles also. When God miraculously showed the Messianic Jews that he was the Messiah for both Jew and Gentile alike, then Gentiles from every nation began to pour into this Jewish faith.
Through the years, as the numbers of Gentiles believers increased, they began to predominate the Messianic faith. With the passing on of the Jewish apostles and early Messianic Jews, the Jewish roots of the faith were eventually lost. This "De-Judaizing" process continued until in one of the greatest paradoxes in history, it became alien for a Jewish person to believe in Yeshua as his Messiah!!
* - Acts 2:41; 2:47; 4:4; 6:7; 9:31; 21:20
** - James 1:1; 2:2