This study, focusing on the BRICS (Brazil, Russia, India, China, and South Korea) countries, a global formation of the 21st century, examines whether there is a cointegrated relationship between the Consumer Confidence Index and the returns of stock market indices. For this purpose, consumer confidence indices and stock market index returns were used at a quarterly frequency covering the period 2004Q1 to 2023Q2. The relationships between the two indicators were investigated using Symmetric Autoregressive Distributed Lag (ARDL) and Non-Symmetric Autoregressive Distributed Lag (NARDL) cointegration tests. The cointegration test results showed that only Brazil passed all diagnostic tests in the ARDL model, and the long- and short-term coefficient estimates were deemed reliable. Consumer confidence provides important information about consumers' perceptions and reactions to the future state of the economy through the consumption channel. Therefore, the emergence of a symmetric cointegrated relationship between consumer confidence and stock market returns in Brazil demonstrates that the stock market index is influential in shaping consumer confidence.