Stock market data analysis needs the help of artificial intelligence and data mining techniques. The volatility of stock prices depends on gains or losses of certain companies. Many people consider stock market prediction as gambling. However it is possible to generate constructive patterns by the analysis of stock prices. Data mining techniques can be applied on past and present financial data to generate patterns and decision making algorithms. In this paper we have discussed several attempts made by researches for stock price prediction. These works show that data mining techniques can be applied for evaluation of past stock prices and acquire valuable information by estimating suitable financial indicators.