The study examined the influence of firm characteristics on share price movement (SPM) at Nairobi Securities Exchange, Kenya. The features selected for the study were firm size, product variety, firm age, Earnings per Share (EPS), ownership and corporate social responsibility (CSR). From the population of sixty-seven listed firms at the bourse as of December 2018, a purposive sample of 47 firms was extracted from the Main Investment Market Segment (MIMS). Secondary data for the period 2000-2018 was collected from the listed company's annual financial statements, company websites, the Capital Markets Authority and NSE Handbooks. The relationship among firm size (using sales revenue as proxy), product variety, age of the firm, EPS, ownership and CSR on SPM was determined from the unbalanced panel data comprising 777 observations. Econometric statistical analysis tools were used on ordinary least squares model that possessed explanatory power 54.7% for the SPM. Firm size (Ï=0.0384), ownership (Ï=0.034) and product variety (Ï=0.043) were significantly related to share price movements, whereas firm age, EPS and CSR impact were insignificant. The association of the combined predictors for each separate sector to SPM was also examined and found to be significant in the sectors of construction allied (Ï=0.024), telecommunications and technology (Ï=0.0323), investments (Ï=0.037) and commercial services (Ï=0.041). However, agriculture, automobiles, banking, energy, manufacturing and insurance sectors were statistically insignificant with Ï≥ 0.05.