One of the most important subjects of DEA area is efficiency analysis and classification of firms. It is important that stock holders know all information about stocks. Efficiency of stock market plays a significant role in transfer of invests The most important goal of the present paper is to evaluate the efficiency of automotive and parts manufacturing branch in Tehran Stock Exchange (TSE), to select a group of desirable securities from a list of 31. We applied data envelopment analysis for ranking and evaluating the units. First, the efficiency of units presented in three different types: technical, management and scale efficiency, and inefficient units were identified. So, peer groups, their weights and grade of units introduced. Finally, optimal amounts of inputs calculated for some of inefficient units. The Results show that the units (7, 8, 14, 18, 19, 20, 21, 23, 24, 25 and 29) are known as superior units. Unit 7 obtained the first rank of 29 units because this DMU get the efficient rank in three types and was introduced 5 as the peer unit for the others so called the stronger unit. 19 of the firms are classified in efficient scale.The units 3,10, 11, 13, 16 & 17 have surplus inputs, it means that these units have used more inputs rather than the other units which are in the same level and suggested reduce the surplus amount for achieving the same efficiency.