The capital market is the element of the economic system, and like the remaining elements of this system, does not act in a vacuum – it exists in certain surroundings. The most important areas of the surroundings are e.g.: economic, legal/political, socio-cultural, personnel and organizational/technical.
The subjects of consideration in this article are relations between the development of the capital market with the socio-economic country’s development. Searching for the statistically important regularities of such definite relations, the study was carried out by the use of aggregative development measures.  The base indicator, both for the measure of the capital market development, and for the socio-economic development, was the taxonomical development measure.  Additionally, in case of the socio-economic development, used published by the World Bank Humane Development Index.
The study was carried in two compositions. In the time composition analyzed the relations of the capital market development and the socio-economic development for Poland in years 1994-2006. In the spatial composition carried out the classification of the selected European Union countries from the point of view of dependence of the capital market development and socio-economic development.

 Keywords: development of the capital market, socio-economic development, HDI, taxonomical development measure.

 JEL C10 (Econometrics, Statistics)