Hello and welcome to the forums, ekartik82.
What is your previous experience in security? Do you have many "connections" to other people who would enter your company and work for you? Are you informed about the needs in your country for such companies and if there are already established ones doing security audits?
If CEH is your first footprint into security, I don't think that you would have enough knowledge and especially experience to run a successfully consulting company. Though it is one of the first steps to enter, I would rather recommend to join an existing company and get first more experience with all this (also as you will see how other, similar companies are doing what you would later like to do by yourself) and decide at a later point, if your plan would be able to succeed.