To study the stock market is a key driver of the economic growth of a nation by offering companies a platform to raise funds and investors a means to increase their wealth. It is a barometer of the economic well-being of a country, capturing the sentiment of businesses, investors, and consumers. Yet, stock market performance is not only driven by company-specific factors but also by macroeconomic indicators that determine the overall economic landscape. Purpose "Impact of Macroeconomic Indicators on Stock Market Performance" is to explore and analyze the relationship between macroeconomic variables and stock market trends. It aims to provide insights into how factors like GDP growth, inflation, interest rates, unemployment rates, and fiscal or monetary policies influence investor behavior, market volatility, and stock valuations. Design/Methodology/Approach The research starts with a comprehensive literature review, analyzing existing studies and theoretical frameworks that will form the basis of the study. Relevant macroeconomic data, including GDP and inflation, interest rates, and stock market performance metrics such as index trends and stock returns, will be sourced from reliable databases on government sites, central banks, and financial platforms. A comparative analysis will then be conducted to examine trends across different countries, industries, or time periods to identify patterns and anomalies. Finally, the study will interpret the findings within the context of economic theories, offering valuable insights and discussing implications for investors, policymakers, and other stakeholders. Findings The key macroeconomic factors that affect the stock market are interest rates, inflation, GDP growth, unemployment rates, and monetary and fiscal policies. Poorer market performance is usually seen with higher interest rates and unemployment because of increased costs and economic downturns. Conversely, lower rates and unemployment support growth. Moderate inflation supports market optimism, but high inflation erodes confidence. Positive GDP growth goes hand in hand with strong markets, and expansionary policies enhance performance, whereas contractionary measures can dampen it. These indicators together provide a framework for analyzing stock market trends. Originality The study employs high-frequency regional data and state-of-the-art methodologies, such as machine learning and econometric models, to explore how changes in current macroeconomics influence the stock market. It compares the market sensitivities between countries, industries, and periods and offers sector-specific insights on asset class responses to economic shocks. Further, it offers prescriptive recommendations to policymakers and investors with new light on the dynamic relationship between economic conditions and market performance.