Market efficiency is a key concept in financial economics. There is great interest in evaluating the extent of efficient price discovery in financial markets. In a world with market frictions, where information is costly and there are transaction costs, markets cannot be perfectly informationally efficient. The current research was conducted with the aim of the effect of market efficiency and price capacity on the future profitability of Tehran Stock Exchange companies. The research method of this research is correlational in terms of its nature and content, on the other hand, the current research is post-event (semi-experimental), also this research is a library study and causal analysis and is based on panel data analysis. is. The research is considered to be applied in terms of purpose and in terms of descriptive-correlational method. The statistical population of this research is all the companies of the Tehran Stock Exchange. The data of these companies were collected during the years 2013 to 2021. The results of the statistical data analysis showed that the efficiency of the market and the capacity of the stock price have an effect on the future profitability of the listed companies.