This study intends to determine the main components of financialized capitalism which has left its mark on capitalism over the last forty years. In addition, in order to create a composed financialization index that is going to cover all countries to be formed later on, it also aims at opening theoretical frame of the variables that are thought to take place in the model up for discussion. In this study, the components of financialized capitalism have been considered in four parts. In the first section; “The Financialization of National Economies” has been examined in three subtitles and 11 different variables have been introduced which represent this section. In the second part; “Financialization of Finance Sector” has been considered in four subtitles and 8 different variables have been been introduced which represent this section. In the third section; “Financialization of Non-finance Sector” has been evaluated in two subtitles and 6 different variables have been been introduced which represent this part. As for the fourth section; “Financialization of Household” has been considered in three subtitles and 4 different variables have been been introduced which represent this part. So, financialization has been examined via 29 variables in total. At the end of the study; the data sets related to these variables have been explained.