Wesam Salamah Alzboon, Siti Nurain Muhmad
This study aimed to investigate the impact of systematic and unsystematic risk on the stock returns and dividends in Amman Stock Exchange during the period (2002-2018). To achieve the study goal, an annual data has been used for a sample consists 38 Jordanian industrial companies. The regression analysis reviled that both inflation and size has a negative statistical impact toward the stock returns in Jordanian Companies. It was found also that profitability has a positive statistical impact toward the stock returns and dividends in Jordanian Companies. The study recommended the investors to take into their considerations the annual reports of the company that they invest in; in order to keep continues follow-up its performance, and thus, make their own judgments and decisions.