This study investigates the impact of some selected variables like dividend, Price Earnings Ratio (P/E), Net Asset Value (NAV), Earnings per Share (EPS), Dividend Payout Ratio, and the size on the movement of the share price of the financial sector in Bangladesh. The financial sector includes banks and non-bank financial institutions. The sample size includes 30 banks and 18 non-bank financial institutions listed on the Dhaka Stock Exchange (DSE) of Bangladesh. Secondary data was collected from these companies from 2011 to 2015. This study uses multiple regression analysis through SPSS 20. The findings demonstrate that the impact of the variables varies among companies. For the banks, factors comprise of dividend, P/E, NAV, EPS, Dividend Payout Ratio and size are primary factors that have significant effects on stock prices of financial sectors in Bangladesh. Whereas the non-bank financial institutions are only affected by dividend, P/E, Dividend Payout Ratio and NAV.