Stock markets are always one of the attractive investment destinations for investors. This study analyzes the various factors affecting the investment decisions of investors in Bangladeshi stock markets, including behavioral factors. A sample consisted of 139 individual investors trading in the Bangladeshi stock exchange, and a structured questionnaire was used to collect data with 33 independent variables. Factor analysis is used with SPSS to figure out the factors and to see whether these variables influence the stock market investment. The result showed that 5 factors were extracted from the factor analysis, such as Investors’ financial awareness, company performance, macroeconomic factors, investors’ psychological factors, and Herding behavior. Finally, findings originating from this study have contributed to both academia and industry, and it also contributes to the behavioral finance field in Bangladesh.