Abstarct: The purpose of this study is to discover the anatomical structure of stock performance baxsed on information on the unusual volume of transactions, the imbalance of transactions of real and legal investors for companies listed on the Tehran Stock Exchange. The statistical sample of this research includes 98 selected companies during the years 1392 to 1398. Excel and EViews software were used to classify, process and analyze the data. The variables of this research include unusual volume of transactions, trade imbalance and control variables include speculative transactions, company size, percentage of sales and purchases of legal entities and percentage of sales of individuals. In order to test and test the hypotheses, first by comparing the return behavior baxsed on different levels of research variables and then the Ordinary Least Squares test has been used. The results show that the return behavior is different baxsed on the anatomical levels of unusual volume of transactions and the imbalance of transactions and with increasing unusual volume of transactions, returns increase and with increasing trading imbalances, returns decrease.