The objective of this work is to analyze the capacity of financial management in achieving sustainable corporate growth and its impact on the performance of prices in the representative capital stock of companies listed on the Mexican Stock Exchange of the first quarter of the 2000 to the second quarter of 2018. The contribution of this research is presented with the determination of an index that measures the effectiveness of financial management to convert available resources into productive, profitable and value-generating resources, in addition the impact of this indicator on the share price is quantified. The statistical technique of main components is used to develop the indicator of efficiency and effectiveness of financial management. With respect to the measurement of the impact of the economic and financial variables on the price of the shares, with a cross-sectional database, time series models of the panel type of variable effects are used.