This paper presents an empirical investigation to study the effects of different factors influencing on profitability of shares of petrochemical industry. The study gathers the information of three firms whose stock prices were listed on Tehran Stock Exchange over the period 2006-2012. Using different regression analysis, the study has determined that while stock price, currency rate and material influence on profitability of these firms, energy price, liquidity and gold price had no impact on profitability in petrochemical industry.