It is very important to discover the causes of desire or willingness to purchase, in marketing, financial and economic researches. In the capital market, there are various factors that affect the desire to purchase Stocks and play an important role in the decision-making process of individual investors. The purpose of this research is to identify the factors affecting the Willingness or intention of individual investors to purchase Stock of companies in TSE. In the first stage, based on the qualitative research method, the influencing factors on investors that cause purchase Willingness were identified and the initial model was designed. Then, in the quantitative stage, the questionnaire needed to evaluate the validity of the model was developed. For this purpose, 550 individual investors of Tehran Stock Exchange were selected in an accessible and targeted way. structural equation modeling method, SPSS and AMOS software were used for estimate the model. According to the results of the research, 9 groups of factors were identified, some of them, including marketing factors, were identified in subgroups related to product, brand and Situational factors, which were among the innovations of this research.