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We study the various sectors of the Bombay Stock Exchange (BSE) for a periodof eight years from January 2006 to March 2014. Using the data of the dailyreturns of a period of eight years we investigate the financial crosscorrelation co-efficients among the sectors of BSE and Price by Earning (PE)ratio of BSE Sensex. We show that the behavior of these quantities duringnormal periods and during crisis is very different. We show that the PE ratioshows a particular distinctive trend in the approach to a crash of thefinancial market and can therefore be used as an indicator of an impendingcatastrophe. We propose that a model of analysis of crashes in a financialmarket can be built using two parameters: (i) the PE ratio and (ii) the largesteigenvalue of the cross correlation matrix.

Plunges in the Bombay stock exchange: Characteristics and indicators