This study is undertaken to establish the validity of the weak form market efficiency of the Automotive sector in the National Stock Exchange. The data has been collected over a period of 5 years, ranging from, 1st April, 2014 to 31st March, 2019. The research contains 1231 observations from each of the three representative companies-Bajaj Auto, Mahindra & Mahindra and Maruti Suzuki. To check for Normality of the data, Shapiro Wilk test and Jarque-Bera test have been used. To check the stationarity of the data series, Augmented Dickey Fuller test has been used. The weak form of market efficiency of the aforementioned sector has been analysed using Runs test. And, finally the autocorrelations test is taken up to even if the data possesses normality even though there is stationarity in data. The study establishes that all the previously mentioned companies are weak form efficient and on the basis of the results from the sample, it can be concluded that the Automotive sector is weak form efficient.