This paper employs five alternative methods for estimating Hurst exponent 1951, fractal dimension, and Mandelbrot-Lévy characteristic exponent Lévy 1925 to examine the fractal character of three information technology equities, Satyam, Tata Consultancy Services, and Infosys. Fractal structure or long memory in equity prices indicate that traditional statistical and econometric methods are inadequate for analyzing security markets. Findings support the weak form of the efficient market hypothesis EMH, and the more general multi-fractal model of asset returns MMAR of Mandelbrot, Fisher, and Calvet 1997.