The Term Market Capitalization represents the combined value of a company’s share. Market capitalization has been calculated by multiplying the present share market price to the numbers of outstanding share in the market. Companies use predicting technique to make tactical decisions about market capitalization, productions, sales, etc. The precedent data are used by companies to forecast, anticipating regarding to the future. Time series analysis can be used to predict the future. This study is an effort to examine the best ARIMA model for predicting market capitalization. Quarterly Market Capitalization data series of 21 Infrastructural Sector Companies listed in S&P BSE-200 Index have been used for this study. The finest ARIMA models have been selected on the basis of criteria namely SC, AIC, DW Statistic, RMSE, MAPE and Adjusted R-Square, etc. Best model has been considered on the basis of smallest values of criteria. ARIMA investigation is applied for 21companies secluded the firms into three categories i.e. companies on an upward trend, linear trend and downward trend. This study also focused on the financial statement of the companies to reveal the rationale for the trend of market capitalization during the study and forecasted period.

The Term Market Capitalization represents the combined value of a company’s share. Market capitalization has been calculated by multiplying the present share market price to the numbers of outstanding share in the market. Companies use predicting technique to make tactical decisions about market cap...