The Relationship between Risk and the Expected Return the Cement Companies Listed on the Stock Exchange Securities Tehran

The two key factors in determining the risk-return investments Stock Exchange, are considered, capital market participants are always in search of new methods and tools to calculate risk and return, Why not identify the sources of risk and return and the relationship between them and the control and measurement of these factors, this enables Investors in their investment with less risk faced And at the same time are greater return on investment. In this study, the relationship between risk and expected return on cement firms listed in the Tehran Stock Exchange in the period 2003 to 2010 were studied. The aim of this study is based on an applied research, and based on inductive inference from the research is to develop methods of research after the event. To test the hypothesis, Trend Analysis is econometric tests were used to determine the appropriate model based on coefficient significance level of optimization to be determined. The results show that: 1. systematic risk (market) beta is measured by output changes explains the Tehran Stock Exchange. 2. The capital asset pricing model (CAPM) model to determine the expected rate of return in Tehran Stock Exchange is in the cement sector. 3. securities market line (SML) does not show a linear relationship. 4. unique risk and return can be diversity not affect stock returns.