The current research work is aimed to determine the factors influencing investment risks in securities in Muscat Securities Market, Oman. The sample of this study covers Bank Muscat, Bank Nizwa, HSBC Bank and ALIZZ Bank. Out of the four banks considered for study three banks are conventional bank and one is Islamic bank. The study covers a period of five years from 2013 to 2017 where financial data were gathered from the company's annual report. The result of the study shows that the total number of shares of all the banks under study has declined over the years. The EPS for Bank Muscat is the best whereas for the Alizz Islamic bank it is the worst as for it has negative EPS for all the period under the study. This is also true for the volatility measure of Alizz bank as it is the most volatile having beta value of 1.71 and bank Muscat least volatile having beta value of 0.873. The study also confirms that there is risk in investment in Muscat Security Market.