Based on data from the Investment Coordinating Board (BKPM) showed that one of the rertiary sector decreased the decreasing of investments in the tertiary sector one more for the transportation sector. The Impairment of investment in the transportation sector gives an indication of changes in the expectations of the shareholders to invest in this sector. The Low investment realization led to the company's performance decrease, then the companies have financial distress. To predict the condition of the company's financial distress can use the method of Altman Z-Score. Through the prediction of company’s financial distress can analyze the company's stock price movements. Therefore, the purpose of this study is to predict financial distress and its influence of stock price on the transportation sector in Indonesia Stock Exchange. This study is an explanatory survey using descriptive analysis and verification methods. Statistical correlation analysis, regression, the coefficient of determination and hypothesis testing is used in this study. The results show that the prediction of financial distress’s transfortation sub sector influenced the stock price of transportation sector listed on Stock Exchange positifly and significance.