This search aims to investigate the effected of selected macroeconomic variables, i.e,.exchange rate on IDR , inflation, and Bank rate on Indonesia composite indeks in indonesian stock exchange. The period used in this study is nine years, ie from 2007 to 2015. The paper employs a Error correction Model analysis. The result indicates that only exchange rate on IDR significantly effects to Indonesian composite indeks. This is evidenced by a significance value of 0,0019.The inflation and bank rate do not effects to Indonesian composite indeks. This is evidenced by a significance 0,6431 and bak rate significance 0,9478. This research only covers three selected macroeconomic variables, therefore, further research should examine other potential macroeconomic variables.