This study aims to discuss with the relation between macroeconomic factors and financial performance in publicly held company of construction industry stocks. It uses the econometric methods by descriptive statistics, Correlation Coefficient, multiple regression. A multiple regression analysis collected the Independent variable in macroeconomic factors include economic growth rate, consumer price index, wholesale price index, monitoring indicator score. The dependent variable was firm performance by Tobin's Q. The research results were found the performance of construction industry were sensitive to the monitoring indicator.