Abstract: Macro-economic factors including exchange rate, inflation and interest factors directly or indirectly affect companies and manufacturing firms that exchange rate volatility is an important one and has a significant impact on business performance. Considering the sharp exchange rate fluctuations in the course of the years 2009-2014 we decided to study the effect of macroeconomic factors on firm performance with regard to the particular nature of some industries in Iran, the present study assesses the automotive, pharmaceutical industries and oil products and the company’s financial performance was evaluated by the ratio of return on assets. The required data were collected, sorted and refined through the database of the exchange and the central collecting bank and were used to run statistical tests. The results indicate that in the oil products and pharmaceutical products industry, fluctuations in exchange rates had consistent (direct) relation and inflation rate had non-consistent relation (reverse) with financial performance but in the automotive industry, exchange rate fluctuations is non-aligned (reverse) and inflation is consistent (direct) with financial performance. The difference in these industries is a result of cases such as percentage of needing currency industry, percentage of exports of goods, raw materials; exchange ratio of imports to exports. Because interest rates are just ordered in Iran and determined by the council of money and credit, fluctuations in the period examined in this study were not large and had no impact on financial performance.