The investment is an activity to keep some money aside as of now for getting higher money in upcoming future. The main aims of the investment are to overtake the inflation and reach financial goals. A greater number of previous research studies are referred to find the research gap. The closely related research works were collected from the national and international journals. The 18 articles from national and international journals. The research works are reviewed closely related to the relationship between the sectors of the National Stock Exchange, Companies of the National Stock Exchange and Macroeconomic variables were reviewed. The objective of the present study is to find the relationship between select macroeconomic variables and select NSE Sectoral Indices and shares of select NSE Sectoral Indices. To meet the stated objective, Mean and Correlation statistical tools were used in this study. The Gross Domestic Product, Unemployment rate and Financial Investment Inflows doesn’t have very high and high positive correlation with no company. In the same way no company does not have very high and high negative correlation with no company.