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The study aims to find out and examine the relationship between stock price and the macroeconomics variables. The monthly data of eight years ranges from 1st January 2011 to December 31th 2019 was used for this research study. Cointegration test was used in order to determine if there is a long relationship between stock price and both exchange rate and inflation rate in the long run. Also, we used Vector Error Correction Model (VECM) to determine if there is a relationship between stock price and the macroeconomics variables in short run, the following conclusion were reached : 1- There is a relationship between stock prices, inflation rates and exchange rates in the long run. 2- There is a relationship between stock prices and exchange rates in short run