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
- DMART−3.48%
- ANANDRATHI+2.75%
- CANFINHOME+2.73%
- CANHLIFE−1.56%
- POONAWALLA+0.81%
- TCS+0.80%
Bars share one scale. Centre line is zero.
How a trading day runs
- 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.
- 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.
- 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- TCSD2 · Mon, 12 Oct
− IT stocks resumed their slide as Nifty IT fell about 0.8%, with analysts citing weak revenue visibility, US headwinds and foreign outflows.
- ANANDRATHID1 · Mon, 12 Oct
+ Adjusted business profit grew about 22% and AUM rose 18% to over ₹1.08 lakh crore, with record quarterly net inflows.
- CANFINHOMED1 · Mon, 12 Oct
+ Quarterly profit rose about 10% to ₹275 crore with net interest income up 7%, beating expectations and lifting the stock.
- CANHLIFED1 · Mon, 12 Oct
± Shares reversed from an early 3.5% gain to trade lower despite profit up 5.5% and net premium income up 13%.