The current research paper investigates the reasons behind unsystematic risks reflection upon stock exchange investment profitability, according to any company's circumstances in addition to the data of internal environment, this is due to the fact that unsystematic risks are non- market risks arising from the company itself whether they resulted from the management or the investor, also they are part of the total risks of the company which effect the proficiency of the organization. Profitability is the main aim of all industrial and service organizations and of the investors in stock market as well. The stock exchange investment is regarded the widely - spread type of Business among OWNED financing. The statement of the problem has been selected for the lack of certainty which prevail the stock exchange together with the probabilities that the stock exchange investors may be subjected to risks and led to the fact that there are no procedures for protecting them. One of the main recommendations is that the investor should not take into his account the profitability of stock exchange as a basis to measure the unsystematic risk yet.