The purpose of this study is to investigate the relationship between financial and banking components and stock returns of banks listed on the stock exchange. This is an applied research and has been conducted by the descriptive-analytical method. Regression models and panel data have also been used to analyze the data. The dependent variable of the research on the stock return of the listed banks and 9 independent variables corresponding to the six elements of the CAMELS method include capital adequacy ratio, Debt ratio, asset quality, per capita net profit, net income to total financial facilities, net profit margin, deposit to asset ratio, total loan to total deposit ratio, and income changes to interest rate changes. The banks surveyed include 15 banks during the period 2011 to 2020. The results show the positive effect and significant coefficients of debt ratio variables, per capita net profit, net income to total financial facilities and income changes to interest rate changes, on stock returns of banks is at a 95% confidence level that corresponds to the elements of assets, management and interest rate sensitivity in the CAMELS rating system.
Gudarzi Farahani,Y , baratinia,M and Abniki,M . (2022). The Impact of Financial and Banking Variables on the Financial Performance and Return of Banks Listed on the Tehran Stock Exchange. Quarterly Studies in Banking Management and Islamic Banking, 8(18), 141-162. doi: 10.22034/jifb.2022.357504.1379
MLA
Gudarzi Farahani,Y , , baratinia,M , and Abniki,M . "The Impact of Financial and Banking Variables on the Financial Performance and Return of Banks Listed on the Tehran Stock Exchange", Quarterly Studies in Banking Management and Islamic Banking, 8, 18, 2022, 141-162. doi: 10.22034/jifb.2022.357504.1379
HARVARD
Gudarzi Farahani Y, baratinia M, Abniki M. (2022). 'The Impact of Financial and Banking Variables on the Financial Performance and Return of Banks Listed on the Tehran Stock Exchange', Quarterly Studies in Banking Management and Islamic Banking, 8(18), pp. 141-162. doi: 10.22034/jifb.2022.357504.1379
CHICAGO
Y Gudarzi Farahani, M baratinia and M Abniki, "The Impact of Financial and Banking Variables on the Financial Performance and Return of Banks Listed on the Tehran Stock Exchange," Quarterly Studies in Banking Management and Islamic Banking, 8 18 (2022): 141-162, doi: 10.22034/jifb.2022.357504.1379
VANCOUVER
Gudarzi Farahani Y, baratinia M, Abniki M. The Impact of Financial and Banking Variables on the Financial Performance and Return of Banks Listed on the Tehran Stock Exchange. Quarterly Studies in Banking Management and Islamic Banking. 2022;8(18):141-162 (In Persian). doi: 10.22034/jifb.2022.357504.1379
