The Nairobi Securities Exchange 20 Share Index NSE20 is a major stock market index which tracks the performance of 20 best performing companies listed on the Nairobi Securities Exchange. The companies are selected based on a weighted market performance for a 12 month period based on market capitalization, number of shares traded, number of deals and turnover.he NSE20 is a major stock market index which tracks the performance of large companies based in Kenya. This page provides - Kenya Stock Market (NSE20) - actual values, historical data, forecast, chart, statistics, economic calendar and news. Kenya Stock Market (NSE20) - actual data, historical chart and calendar of releases - was last updated on September of 2018.