You do not have to file a California return if you are a nonresident and you had no income from California sources.

As a nonresident, you pay tax on your taxable income from California sources.

Sourced income includes, but is not limited to:

• Services performed in California
• Rent from real property located in California
• The sale or transfer of real California property
• Income from a California business, trade or profession

Do I need to file?

If I receive dividends from companies that are headquartered in California, or have capital gains as a result of selling stocks of California companies, is that considered income from California businesses?

No, income from dividends or from selling stock is considered to be income to your resident state, not the location of the company whose dividends you received or stock that you sold.  

@nomad_dt