Food stocks in the stock market is one of the serious debate in the industry is considered. The main subject of the relationship between financial ratios and stock prices of companies listed on the Stock Exchange of food. The data from the years 1992 to 2010 were used to stock the food of choice for companies. Financial variables including liquidity ratios (current ratio), the ratio of activity (asset turnover), the profitability (rate of return on assets and return on equity) and financial leverage (debt) and equity prices food stock. Some results indicate that there is a positive and significant response in food prices due to shocks of the current ratio, return on assets and return on equity rate. The results of this analysis also show that in the first period of greatest change in the current ratio is explained by this variable. But this share has been declining gradually. Variance of decomposition of the asset turnover ratio fluctuations in their asset turnover ratio on the performance. Analysis of financial leverage financial leverage on the shock of their impact is an important variable. As was shown,
during this period of the shock on their first reaction is positive and significant but fluctuating after that.
The results indicate that the food price shocks caused by current ratio show a positive and significant response in periodically. The result of this analysis also shows that in the first period of greatest change in the current ratio is explained by these variables. However, this share has been declining gradually. During this period, compared to shock their response has been positive and significant.
Response to shocks on asset turnover and asset turnover ratio variable is significant stock price during the period under review. Considerable fluctuations in asset turnover ratio, which forms an impulse response functions in the long run it is more volatile. The asset turnover ratio of positive and negative variance decomposition analysis asset turnover ratio is a function of the variable itself show. Momentum in the second period, the third and seventh will affect. It appears, this means that the effect of these shocks cause price fluctuations. Analysis shows that the rate of return for rights owners share food price variable is not significant. The fluctuation analysis of variance of equity returns on the variable itself is
not significant profitability. Acting on the impulse of financial leverage, which resulted in a significant effect on stock price volatility in food industry. Shock imposed by the financial leverage increases the volatility of the stock price and increasing volume of food, food price stability arise. Financial leverage the current momentum towards its variance ratio is the most important variable affecting. As was observed during this period than the shock itself, and in response to significant fluctuations after it is initially positive. Financial leverage is obtained in the current momentum of their impact is an important variable. As was observed during this period than the shock itself, and in response to significant fluctuations after it is initially positive.