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This study delves into the investigation of weak form market efficiency experienced by the stock market. By conducting a thorough inquiry, it aims to understand the extent to which the stock market reflects historical price data and past market information. The research utilizes a comprehensive analysis of historical stock market data, employing statistical techniques and data modeling to evaluate the presence of any predictable patterns or anomalies. By examining the behavior of stock prices, trading volumes, and other relevant market variables, the study assesses the market's ability to efficiently incorporate and reflect all available information. Furthermore, the inquiry examines the presence of any profit opportunities based on historical price data, such as technical trading strategies or patterns that can be exploited by investors. It also explores the presence of market anomalies or inefficiencies that may suggest deviations from weak form efficiency. The findings of this study have significant implications for investors, financial institutions, and policymakers. Understanding the level of weak form efficiency in the stock market can aid investors in developing appropriate investment strategies, such as determining the effectiveness of technical analysis or identifying potential market inefficiencies. Policymakers can utilize the insights to enhance market regulations and promote a fair and transparent trading environment. Overall, this inquiry contributes to the existing body of knowledge by examining the weak form market efficiency experienced by the stock market. By evaluating historical price data and analyzing market behavior, it sheds light on the efficiency and information incorporation capabilities of the stock market, providing valuable insights for investors and market participants.