He bought shares in a company then he found out that it deals with riba

You have to sell them and get rid of them, and there is no
sin on you in that, because you did not know that they are haraam. 

Shaykh Dr. Muhammad ibn Sa’ood al-‘Usaymi was asked about
that and he replied: 

and blessings and peace be upon the
Messenger of Allaah and his family and companions. 

If a person deals with a permissible company which then
changes into an impermissible company, or he buys it and did not realize
that it was haraam, then he comes to know that it is haraam, or he buys it
on the basis of a fatwa from scholars who say it is permissible to deal with
mixed companies (i.e., those that deal with both halaal and haraam things),
then he finds out that this is not permissible, then the ruling is as
follows: He has to sell whatever he owns of shares in that company, but he
does not have to purify anything; if selling it will cause a loss, then he
may wait until he can regain his capital. End quote.