The key purpose of this research paper is to explore the impact of five macro-economic variables on stock prices derived from the Dhaka Stock Exchange. Five variables such as- Inflation rate, Average Currency Exchange Rate (EXR), Index of Industrial Production (IPI), Supply of Money (M3), and 91-day Treasury Bill Rate (TB) were taken as independent variables, where Broad Index Price of Dhaka Stock Exchange (DSEX) was taken as dependent variable. Monthly data was collected from July 2006 to June 2020 to achieve the study's target, totaling 168 data samples for analysis. Ordinary Least Square (OLS) Regression model used to estimate the relationship on contrary stationarity of data tested by Augmented Dickey Fuller (ADF) test. From the regression performance, it was revealed that the DSEX price had a positive association with Money Supply and, Currency Exchange rate whereas Inflation rate, T-Bill rate, and Industrial Production Index had no relationship with DSEX price. The investor should take investment decision wisely considering the fact that any changes in money supply and exchange rate will positively impact DSEX Broad index price as well as stock return.