Abstarct: The purpose of this research is to study the relationship between marketing features and financial performance, and abnormal return (AR) of companies listed in Tehran stock exchange. In the period between 2002 and 2009, the number of 98 companies listed in Tehran stock exchange have been studied. baxsed on the regression panel data model, the effect of marketing features on abnormal return (AR) and return on assets (ROA) have been examined via Spss and Eviews softwares. In this research, two econometric models have been compiled in order to study the factors of AR and ROA which are variables to percept the financial performance of companies. The variables of LEV, CR and Gsale, have been used as control variables. Econometric models have been evaluated After performing necessary tests, in order to recognize evaluation method and research data type, and after evaluation the durability of variables. Results have shown that variables as MG, LEV and CR had significant impact on both models, whereas variables like Mshare, GS and GE have no significant impact on any of these two models.