This paper investigates the information technology financial sector using the following indices: QTEC, DJUSTC, NDXT, and XTX. These indices stem from popular market indices such as the Dow Jones, NASDAQ, and Standard & Poor’s 500 Index and thus, are apt choices to study the sector. From a list of public technology companies with listed stocks, a sample of 40 stocks was selected. The past 100 days (100 business days before May 18^th, 2021) of closing prices were used for both the indices as well as the stocks and the natural logarithm of all values was taken such that they could be compared despite different price ranges. These values were used to build simple linear regression models for all the stocks and for the indices themselves and Standard t-tests were run to determine whether there are statistically significant differences between the slopes of the price/value vs. time graphs. Based on the number of statistically insignificant values there are, a relative estimate can be made for how well the indices track the stocks overall and individually using the Chi-square test for homogeneity and index holdings.