Abstract:
Vietnam Index (VNI) is an index that used by Vietnam Stock Exchange to reflect the fluctuation all of the listed stocks in Vietnam Stock Exchange that currently happen in Vietnam capital market. Vietnam Index is the reflection of the movement of the Vietnam capital market that are influenced by many factors. In this research, the independent variables used divided into one factors that has significant influence toward Vietnam Index which is macroeconomic variables. Macroeconomic variables that have influence toward Vietnam Index consist of GDP Growth, Inflation and Exchange Rate. This research is a quantitative research that will analyse the influence of macroeconomics variables towards Vietnam Index. The sample for this research is 36 samples for each variable which is monthly secondary data and the time period for this research is from January 2010 – December 2012. This research use SPSS version 21 as the statistical tool. The result of this study is the factors have influence toward Vietnam Index, but only Exchange Rate and Inflation Rate that have significant influence.