Evaluate Financial Performance of Companies Listed in Tehran Stock Exchange based on Data Mining in their Financial Ratios

Financial ratios have been one of the strongest sources to evaluate the financial performance of Tehran Stock Exchange companies. One of the methods used to predict the performance is data mining algorithm. In this study, four decision tree model used to compare evaluate the performance, implementation and evaluation criteria with models. A sample of 21 of the 534 companies listed on Tehran Stock Exchange between 1390 to 1393 as the independent variables and ratios return on assets and return on equity has been selected as dependent variables. Among models, C5.0 decision tree model in all methods has higher accuracy in predicting the performance was evaluated.