The monetary situation and the movement of macroeconomic variables are things that must be considered an investor in the stock trading activity in a country. The economic situation and fluctuations in macro variables in one country can affect the stock price, including the banking sector. This study aimed to examine the effect of macroeconomic variables, namely interest rate (BI Rate), the exchange rate and inflation to changes in stock prices.This study uses quantitative methods. The population in this study are all banking companies listed in Indonesia Stock Exchange in the period 2011-2015. Sample selection technique is by using purposive sampling method. Based on predetermined criteria, acquired 29 banking companies sampled in this study. Data analysis techniques in this study using multiple linear regression analysis.The results showed that the variables simultaneously BI Rate, Exchange Rate and Inflation significant effect on stock price of banks. Partially, variable BI Rate and Inflation was a significant influence on stock price, while the variable Exchange Rates significant influence on stock price.