General purpose of this article is to Analysis on Stock Market Risk. Here explain Stock Market Risk in financial market perspective. Major fundamentals to understand when investing in stock market are that it involves a fair amount of risk. Whether a person new or seasoned investor his goal is to minimize risk. The more we are aware of what these risks are the better we can mitigate our exposure. Here briefly explain some Stock Market Risk factor, they are Business risk, Corporate governance risk and Market valuation Risk.