The research paper provides a brief overview of the worldwide financial crisis in general, as well as Covid19 specifically. The purpose of this research is to examine the pre-pandemic and post-pandemic indices of the identified sectors, which include automobiles, pharmaceuticals, banks, fast-moving consumer goods, financial services, and information technology. Nifty (National Stock Exchange) price indices of important industries were chosen, and change percentages for the year 2020 were determined in comparison to price indices for 2019. This altered percentages represented huge swings and market volatility in 2020.This research also aimed to look at the influence of the financial crisis on the Nifty indices using statistical methodologies based on the MVSK parameters (Mean, Variance, Skewness, and Kurtosis) for the years 2019 and 2020. The study also focuses on determining the level of impact on various industries, which ranges from low to high. By calculating the t-test, the pre- and post-pandemic price indices were exposed to the statistical concept of hypothesis. The t-test values revealed positive and negative results, indicating the magnitude of Covid19's impact on several sectors, as detailed in the conclusions.

Keywords: National Stock Exchange, Pandemic, Covid-19, Skewness, Kurtosis.