Tarantula Research Labs

Tremor

Tremor follows every Nifty 500 company for five trading days after it reports quarterly results. It records how far the stock moved, how much of that move was the stock rather than its sector, and what the news said caused it.

Season Q2 FY27 · last run afternoon, 13 Oct, 15:21

Biggest reaction-day moves

Day-1 return minus the sector index, Q2 FY27 results so far

  1. DMART−3.48%
  2. ANANDRATHI+2.75%
  3. CANFINHOME+2.73%
  4. CANHLIFE−1.56%
  5. POONAWALLA+0.81%
  6. TCS+0.80%

Bars share one scale. Centre line is zero.

12companies on the radar
10being tracked now
24reasons collected
05-day summaries done

How a trading day runs

  1. 08:45

    Find reporters

    Reads the NSE board-meeting calendar and adds every Nifty 500 company reporting today, with its last close as the base price.

  2. 15:20

    Check filings

    Looks for results filed on NSE. Results before the 3:30 pm close make today the reaction day; later ones make it the next trading day.

  3. 20:50

    Price and read

    Prices every tracked stock from NSE's official closing file, then reads the day's news and analyst notes and writes down the reasons given for each move.

Waiting for results now: TARIL, TATAELXSI.

Method

Base close (D0)
The last close before the reaction day. All returns are measured from it.
Reaction day (D1)
The first session that could trade on the results. Tracking runs from D1 to D5.
Abnormal return
The stock's daily log return minus its sector index's log return, e.g. TCS against Nifty IT. Nifty 50 is recorded too.
Prices
NSE's official end-of-day files for stocks and indices, never estimates.
Reasons
Short summaries of what news and brokerages said, each with its source, and a check of whether the article's figures match the actual move.

Latest reasons

All reasons