Year XVII, No. 19/2017 41 Return on securities of the listed banks, using BET and BET-C indices of the Bucharest Stock Exchange Victoria FIRESCU 1 , Jenica POPESCU 2 , Bogdan POPA 3 1 University of Pitești, 2 University of Craiova, 3 University Craiova firescuvictoria@yahoo.com, jenica_popescu@yahoo.com, ec.bogdan.popa@gmail.com Abstract. The present work has great importance for the economic and financial area due to the fact that targets the relevance of the financial indicators in anticipation of the stock variation. The aim is to measure the correlation, the type and intensity, between the variation of stock market profitability and the profitability of the securities traded by banks in Romania, listed on the BSE. The research is approached transversely (banks in Romania listed on the stock market) as well as longitudinally (from the date of listing on the Stock Exchange of each bank until 31.12.2016). Using the econometric model Eviews we tested the correlation between the profitability of BRD, BT, BCC bank`s securities and the profitability of Bucharest Stock Exchange, by BET and BET-C. The results show that the research hypothesis isn’t validated for any of those banks. Keywords: stock market indices, stock market rates, securities, profitability, correlation. JEL Classification: D81, E44, G21. 1. Introduction Of particular importance in the analysis of financial market information is the correlation that exists between the variation of the return on securities versus the variability of the overall market efficiency, as the establishment of a portfolio takes into account the risk of each of the securities, but especially the correlation with the evolution of the market. As far as the present represents a certainty, the investment in securities consists of the exchange between a certain immediate advantage and an uncertain advantage. Thus, Stancu and Huidumac (1999, p.31) consider the risk embedded in a security represents, for an investor, uncertainty that exists regarding the future value of the item. 2. Objectives and research method The main objective of the paper is to determine the profitability of the securities of the three banks listed on the Romanian Stock Exchange (the Romanian Development Bank - BRD, Transilvania Bank - TLV, Carpathian Commercial Bank - BCC) and to identify the its correlation with the profitability of the stock market. The epistemology of this particular research is positioned in the sphere of scientific knowledge regarding the correlation of the performance of the banks that trade shares in the stock market with the profitability of the capital market. We consider that any scientific development is a response to a concise, realistic and relevant