Predicting the stock price movement is always attractive for the investors and analysts in the capital market. Random Walk Hypothesis is a well-known the widely accepted model in the capital market to test its efficiency in the weak form of efficient market hypothesis. Surprisingly, many research works found to be with mixed results, and the variation is due to the different market conditions, time horizon, etc. Considering the need, the present study is aimed to revisit the random walk hypothesis in Indian Stock market. 11 sectoral indices of National Stock Exchange are considered as sample for this study and analysed using both traditional and modern statistical tools such as Jarque-Bera, Autocorrelation Test, Box- Ljung Test, Run Test, Dicky-Fuller Test, Philips-Perron Test and Variance Ratio Test. The outcome of empirical study supports and concludes that the daily returns of selected sectoral indices has a non-random walk and do not satisfy the Random Walk Hypothesis.