Stock prices can be influenced by many factors; the macroeconomic factors, industrial specifics and company characteristics are three main cathegories. The object of this paper is to analyze relationship between the food, energy, metallurgical and chemical companies listed on the GPW over the 2006 - 2015 period. The Johansen cointegration test and the Vector Error Correction Model (VECM) are used to examine long-term and short-term relationship links. The findings indicate the prevailing impact of rentability to the selected stock prices of companies listed on the GPW.