The aim of this study is to investigate the emotional impact of individual crowding in transactions and individual emotions of investors on accounting indicators, capital market indicators and macroeconomic indicators. The statistical population of the present study includes all the companies admitted to the Tehran Stock Exchange during the years 2016-2016. Based on the method of systematic deletion, the available statistical population is more than 122 companies. Investor sentiments are measured by two indicators: "Tendency to feel crowded in transactions" and "Individual investor emotions". The model is estimated twice separately, and for the independent variable, once the index of the tendency of feeling crowded in transactions and once the individual emotions of the investor are included in the model. The research method includes descriptive statistics, and in order to determine the general state of the research variables, indices such as mean, standard deviation, median, minimum and maximum are used and calculated. Also, inferential statistics methods have been used to analyze the relationship between research variables based on the multivariate regression method of combined data (panel data). Research evidence indicates that there is a significant effect between the emotional tendency of individual crowding in transactions and total return, total cash flow, excess stock return, discount rate and company performance. Also, there is a significant relationship between investor's individual emotions and total market return, excess stock return and discount rate. But there is no significant effect between the emotional tendency of individual crowds in transactions and free cash flows and individual emotions of investors and total cash flows, free cash flows and company performance.