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Sheikh, well known for his films like Chasme Baddoor and Katha will essay the role of stock broker in the movie which will be released later this month.
"I play a stock broker in the film. Women come to him for advice on investment in stocks. He is not comfortable being surrounded by ladies and feels they do not have the brains for stock market investment. But later they share a good equation," he said.
"There is another angle to the story about the families of these women. This film is a comedy and working in it was an enjoyable experience," he added.
On his break from movies Sheikh said that he liked to do one thing at a time.
Film director Shona Urvashi was a long-time friend, he said adding ‘when she approached me with the script, I liked it. Saas Bahu and Sensex is Shona's second film, her first being Chupke Se.
The veteran actor was last seen as Madhuri Dixit's brother in Mohabbat (1997).
"I was in television for ten years and did four programmes including the hugely popular Jeena Isi Ka Naam Hai. I did nothing for the last three years. By that time, Shona had fine-tuned her script and was ready to shoot," he added.