Stock price index is regarded as a matter of importance in making investment decisions in stock exchange; therefore identification of effective factors on stock price is of paramount importance .In Addition, given the importance of prediction the stock price for the investors, ranking awareness as well as relative importance of the effective factors can be used for presentation of a proper model in order to predict the stock price. This thesis attempts to illustrate effective internal external factors on stock price, which are integrally related, as 21 important factors. After wards, ranking of factors was carried out with the use of Fuzzy TOPSIS Method in group decision making. The results indicated that the internal factors take priority over external ones in affecting stock price in a way that earnings per Share (EPS) is ranked as the highest. In the second chapter of the present research an attempt has been made to demonstrate two models-both Linear and Linear-Fuzzy Programming Models- for prediction of the stock price of Bahman Group Company. To do so, the obtained results from ranking and weighting of factors as well as the ones achieved from OLS method for indication of the amount of influence of effective factors on stock price, concerning the internal data on per share earnings, investment return, growthing the per share earnings and the data on gold price were used. Then, the produced results were compared with that of ARIMA prediction method. It was revealed that the Linear Programming Model was more accurate than ARIMA. Keywords: Prediction, Stock price, Fuzzy TOPSIS, Ranking, Stock Exchange