Quant Desk
Four quantitative reads of the Indian market.
Market regime
Herding index
How much of the market's daily movement is shared by every stock.
Factor leaders
Pairs watch
Stocks in one sector whose prices have moved together for years, and how far apart they are now.
Continue exploring
Quantitative research desk
The volatility state of NIFTY 50, how closely NSE stocks are moving together, the leaders on momentum, low volatility and trend, and same-sector pairs whose prices have pulled apart.
- NIFTY 50 is in its stress volatility state, 13 sessions in.
- 18% of the movement across 558 stocks over the last 60 sessions was one common move.
Figures from the current session. Market open.