The study tested if African stock markets were efficient during the Covid-19 pandemic. Results showed that stock prices were not following a random walk pattern, meaning they were not efficient. This suggests that investors could not predict future stock prices based on past prices. The study found that stock market yields were correlated over time and tended to revert to the average. Additionally, no significant differences were found between the stock markets of Botswana, Egypt, Kenya, Morocco, Nigeria, and South Africa. This information could be useful for investors looking to diversify their portfolios in these African markets.