The present study examines the impact of company value and profitability on stock risk by emphasizing the working capital of companies listed on the Tehran Stock Exchange. This research is applied in terms of purpose and is causally (post-event) in terms of correlation methodology. Using the systematic sampling method, 156 companies were selected as the research sample selected in a 6-year time period between 1392 and 1397. The method used to collect the information is library and the relevant data are collected to measure the variables from Kadal site and the financial statements of the companies and the initial calculations are done in Excel. Used. The results of the research show that the value of the company has a negative impact on the risk of the company's stock returns. Profitability has a negative impact on a company's stock return risk. Working capital intensifies the effect of the company's value on the company's stock return risk. Working capital intensifies the profitability effect on a company's stock return risk.