Öz
The aim of this study is to analyze the relationship between the financial performance and stock returns of companies registered in the BIST Chemical, Petroleum, Rubber and Plastic products sector for the period covering the years 2015-2019. For this purpose, in the first stage of the study, the weighting coefficients of the evaluation criteria were measured using the Entropy method, and the financial performance of the companies for the mentioned periods was measured using the CoCoSo method. Afterwards, whether there is a significant relationship between the financial performance rankings of the companies and the annual stock return rankings was examined by correlation analysis. According to the results obtained by including the weight coefficients obtained from the entropy method into the CoCoSo method, it was determined that the firm with the highest financial performance in terms of the examined periods was the firm with the code POLTK in all periods except 2017, whereas the most unsuccessful firm varied over the years. In addition, as a result of the correlation analysis, no relationship was found between the financial performance ranking and the return ranking in all periods except 2018. This result reveals that the savers who invest in the sector included in the study generally do not consider the past performances of the companies in the investment decision-making process.