Margin signal

Every NSE stock on every day since 2017, grouped by how high its MTF book was against its own last 120 days, then what its price did next. Past medians only; not investment advice.

Gap after 1 week

0.10 pts

−0.17% lowest group, −0.27% highest

Gap after 1 month

0.76 pts

+0.28% lowest group, −0.48% highest

Gap after 3 months

1.89 pts

+1.24% lowest group, −0.65% highest

Stocks studied

4,734

NSE, since 2017

Median return over the next 1 week

Left: MTF book low for that stock. Right: MTF book high.

0-1020-3040-5060-7080-90
−0.17%0-10−0.18%10-20−0.17%20-30−0.18%30-40−0.17%40-50−0.18%50-60−0.20%60-70−0.17%70-80−0.21%80-90−0.27%90-100
−0.17%0-10−0.18%10-20−0.17%20-30−0.18%30-40−0.17%40-50−0.18%50-60−0.20%60-70−0.17%70-80−0.21%80-90−0.27%90-100
−0.17%0-10−0.18%10-20−0.17%20-30−0.18%30-40−0.17%40-50−0.18%50-60−0.20%60-70−0.17%70-80−0.21%80-90−0.27%90-100
−0.17%0-10−0.18%10-20−0.17%20-30−0.18%30-40−0.17%40-50−0.18%50-60−0.20%60-70−0.17%70-80−0.21%80-90−0.27%90-100
−0.17%0-10−0.18%10-20−0.17%20-30−0.18%30-40−0.17%40-50−0.18%50-60−0.20%60-70−0.17%70-80−0.21%80-90−0.27%90-100

Median return over the next 1 month

Left: MTF book low for that stock. Right: MTF book high.

0-1020-3040-5060-7080-90
+0.28%0-100.00%10-200.00%20-30−0.01%30-40−0.09%40-50−0.11%50-60−0.19%60-70−0.24%70-80−0.39%80-90−0.48%90-100
+0.28%0-100.00%10-200.00%20-30−0.01%30-40−0.09%40-50−0.11%50-60−0.19%60-70−0.24%70-80−0.39%80-90−0.48%90-100
+0.28%0-100.00%10-200.00%20-30−0.01%30-40−0.09%40-50−0.11%50-60−0.19%60-70−0.24%70-80−0.39%80-90−0.48%90-100
+0.28%0-100.00%10-200.00%20-30−0.01%30-40−0.09%40-50−0.11%50-60−0.19%60-70−0.24%70-80−0.39%80-90−0.48%90-100
+0.28%0-100.00%10-200.00%20-30−0.01%30-40−0.09%40-50−0.11%50-60−0.19%60-70−0.24%70-80−0.39%80-90−0.48%90-100

Median return over the next 3 months

Left: MTF book low for that stock. Right: MTF book high.

0-1020-3040-5060-7080-90
+1.24%0-10+0.49%10-20+0.40%20-30+0.42%30-40+0.22%40-50+0.02%50-60−0.21%60-70−0.30%70-80−0.42%80-90−0.65%90-100
+1.24%0-10+0.49%10-20+0.40%20-30+0.42%30-40+0.22%40-50+0.02%50-60−0.21%60-70−0.30%70-80−0.42%80-90−0.65%90-100
+1.24%0-10+0.49%10-20+0.40%20-30+0.42%30-40+0.22%40-50+0.02%50-60−0.21%60-70−0.30%70-80−0.42%80-90−0.65%90-100
+1.24%0-10+0.49%10-20+0.40%20-30+0.42%30-40+0.22%40-50+0.02%50-60−0.21%60-70−0.30%70-80−0.42%80-90−0.65%90-100
+1.24%0-10+0.49%10-20+0.40%20-30+0.42%30-40+0.22%40-50+0.02%50-60−0.21%60-70−0.30%70-80−0.42%80-90−0.65%90-100