The present paper examines the profitability of selected SENSEX Constituent Companies from 2005- 06 to 2011-12. Secondary data have been used in the present study. Secondary data were collected from financial statements of the companies, PROWESS (database of CMIE), Capitaline Plus Database, and websites of the concerned companies. The present study is analytical by nature. Non-Probability sample technique has been used. Five SENSEX constituent companies (SBI, HDFC Ltd., L&T Ltd., ITC Ltd. and Wipro Ltd.) have been selected. The profitability position of BSE-Sensex companies have been calculated on the basis of some fundamental analitical tools like return on capital employed, return on net worth, gross profit ratio, net profit ratio, earnings per share and dividend per share. The valuation of companies has been calculated on price-earning ratio and price to book ratio. To analyse the collected data, various simple statistical techniques like Average, Annual Average Growth Rate and t-test have been used. There was consistency in all the selected profitability ratios of HDFC Ltd. and L & T Ltd. It was found that annual average growth rates of ROCE ratio, EPS ratio, DPS ratio, PE ratio, PB ratio were positive in case of SBI. It was found that annual average growth rates of ROCE ratio, PE ratio were positive in case of HDFC Ltd. The annual average growth rates of all the eight ratios (ROCE, RONW, GP, NP, EPS, DPS, PE and PB) were positive during the study period in case of ITC ltd. [ABSTRACT FROM AUTHOR]