In the financial literature, a bubble is a situation in which the market price of a commodity is traded at a significant difference from its intrinsic value. Determining the true value is difficult, usually after a sudden drop in price and the so-called bubble burst; They notice the bubble. The bubble is characterized by its temporary nature. In this case, investors rush into the market without considering the real market value of a commodity, which causes the market price of a commodity to be separated from its real value. Given the importance of this issue; the present study is based on the study of factors affecting the prediction of stock price bubble irregularity. In this study and in order to achieve the objectives of the research; Data of 99 companies were extracted for a period of ten years from the beginning of 2009 to the end of 2020, the research variables were calculated and the necessary statistical tests were performed. The method of this research is descriptive-correlational and its design is Fundamental using post-event approach. The findings indicated that among the proposed variables; Financial performance and Market Performance are effective in predicting stock irregularities