Equity Macro Regime
Know whether the market is trending, ranging, or volatile.
Market regime, all indices
As of 2026-11-03The model works out one regime for the whole Indian market each day, so every index has the same one. Picking an index changes the numbers below, not the regime.
Crisis
100%confidence
Regime Probabilities
Bull
0%
Bear
0%
Side
0%
Returns
1 Day+1.6%
5 Day+4.6%
21 Day+6.0%
63 Day-4.0%
Volatility
Vol (21d)15.8%
Ret/Vol+0.29
Performance
Sharpe (21d)+4.57
Sharpe (63d)-1.34
Dist from High9.6%
Market Regime History (62d)
BullSidewaysBearCrisis
All Indices Overview
| Index | SharpeSharpe: Return per unit of risk. Higher is better. >1 = good, >2 = excellent, <0 = losing more than it earns. | 5d Ret |
|---|---|---|
| India VIX | 1.25 | -4.2% |
| NIFTY Alpha Low-Volatility 30 | 2.71 | +4.3% |
| NIFTY Alpha Quality Low-Volatility 30 | 2.57 | +4.2% |
| NIFTY Alpha Quality Value Low-Volatility 30 | 2.44 | +3.5% |
| NIFTY LargeMidcap 250 | 1.75 | +3.4% |
| NIFTY Midcap 100 | -0.15 | +2.7% |
| NIFTY Midcap150 Quality 50 | 0.50 | +2.6% |
| NIFTY Quality Low-Volatility 30 | 3.77 | +4.3% |
| NIFTY SME EMERGE | -2.68 | +0.6% |
| NIFTY Smallcap 100 | -1.10 | +1.0% |
| NIFTY100 Alpha 30 | 0.45 | +3.5% |
| NIFTY100 ESG | 3.78 | +3.8% |
| NIFTY100 Enhanced ESG | 3.80 | +3.8% |
| NIFTY100 Quality 30 | 4.09 | +3.7% |
| NIFTY200 Quality 30 | 2.57 | +3.7% |
| NIFTY50 Equal Weight | 3.83 | +4.3% |
| NIFTY500 Value 50 | -0.10 | +2.4% |
| Nifty 10 yr Benchmark G-Sec | -0.21 | +1.1% |
| Nifty 10 yr Benchmark G-Sec (Clean Price) | -1.92 | +1.0% |
| Nifty 100 | 3.95 | +4.3% |
| Nifty 11-15 yr G-Sec Index | 1.06 | +1.0% |
| Nifty 15 yr and above G-Sec Index | -0.37 | +1.4% |
| Nifty 1D Rate Index | 25.82 | +0.1% |
| Nifty 200 | 3.10 | +4.0% |
| Nifty 4-8 yr G-Sec Index | -0.77 | +0.5% |
| Nifty 50Selected | 4.57 | +4.6% |
| Nifty 50 Arbitrage | 4.23 | +0.4% |
| Nifty 50 Futures Index | 3.67 | +4.0% |
| Nifty 50 Futures TR Index | 4.08 | +4.1% |
| Nifty 500 | 2.32 | +3.6% |
| Nifty 8-13 yr G-Sec | -0.46 | +1.0% |
| Nifty AI Catalysts | -0.85 | +2.2% |
| Nifty Alpha 50 | -1.10 | +0.4% |
| Nifty Auto | 1.93 | +3.3% |
| Nifty BHARAT Bond Index - April 2030 | -2.43 | +0.3% |
| Nifty BHARAT Bond Index - April 2031 | -2.30 | +0.4% |
| Nifty BHARAT Bond Index - April 2032 | -2.49 | +0.6% |
| Nifty BHARAT Bond Index - April 2033 | -2.15 | +0.8% |
| Nifty Bank | 1.93 | +2.9% |
| Nifty CPSE | 0.64 | +3.6% |
| Nifty Capital Goods | -2.48 | +0.6% |
| Nifty Capital Markets | 3.29 | +6.4% |
| Nifty Cement | 1.17 | +3.0% |
| Nifty Chemicals | -1.11 | +2.1% |
| Nifty Commercial & Transport Services | -0.10 | +3.1% |
| Nifty Commodities | 1.43 | +4.3% |
| Nifty Composite G-sec Index | -0.04 | +1.1% |
| Nifty Conglomerate 50 | 2.18 | +3.8% |
| Nifty Construction | -1.97 | +3.5% |
| Nifty Consumer Durables | -0.20 | +4.4% |
| Nifty Consumer Services | 1.45 | +2.4% |
| Nifty Core Housing | 1.11 | +4.6% |
| Nifty Dividend Opportunities 50 | 3.64 | +2.8% |
| Nifty EV & New Age Automotive | 0.37 | +2.5% |
| Nifty Energy | -0.15 | +2.9% |
| Nifty FMCG | 1.97 | +5.6% |
| Nifty Financial Services | 2.36 | +4.2% |
| Nifty Financial Services 25/50 | 2.02 | +4.0% |
| Nifty Financial Services Ex-Bank | 0.95 | +4.4% |
| Nifty Growth Sectors 15 | 5.22 | +2.8% |
| Nifty Healthcare Index | 2.14 | +4.1% |
| Nifty High Beta 50 | -0.54 | +3.7% |
| Nifty High Dividend Yield 15 | 2.73 | +1.4% |
| Nifty Hospitals | -0.45 | +5.9% |
| Nifty Housing | 2.14 | +4.7% |
| Nifty Housing Finance | -2.36 | +0.5% |
| Nifty IPO | -1.75 | +1.9% |
| Nifty IT | 5.65 | +1.1% |
| Nifty India Consumption | 3.75 | +4.7% |
| Nifty India Corporate Group Index - Aditya Birla Group | 1.27 | +4.0% |
| Nifty India Corporate Group Index - Mahindra Group | 1.88 | +0.7% |
| Nifty India Corporate Group Index - Tata Group | 5.54 | +3.0% |
| Nifty India Corporate Group Index - Tata Group 25% Cap | 4.90 | +3.5% |
| Nifty India Defence | -1.07 | +1.4% |
| Nifty India Defence Equal Weight | -2.98 | +0.1% |
| Nifty India Digital | 5.01 | +1.0% |
| Nifty India FPI 150 | 3.54 | +4.1% |
| Nifty India Infrastructure & Logistics | 0.46 | +3.4% |
| Nifty India Internet | 0.94 | +2.1% |
| Nifty India Manufacturing | 0.71 | +3.2% |
| Nifty India New Age Consumption | 2.17 | +3.9% |
| Nifty India Railways PSU | -1.71 | +0.8% |
| Nifty India Select 5 Corporate Groups (MAATR) | 2.82 | +4.2% |
| Nifty India Tourism | 1.88 | +3.1% |
| Nifty Infrastructure | 4.24 | +5.6% |
| Nifty Insurance | -2.91 | +0.9% |
| Nifty Low Volatility 50 | 3.83 | +4.3% |
| Nifty MNC | -0.97 | +4.2% |
| Nifty Media | 2.14 | +0.7% |
| Nifty Metal | -1.22 | +2.8% |
| Nifty Microcap 250 | -3.39 | -0.1% |
| Nifty MidSmall Financial Services | -0.84 | +2.6% |
| Nifty MidSmall Healthcare | 1.18 | +3.8% |
| Nifty MidSmall IT & Telecom | 4.09 | +0.0% |
| Nifty MidSmall India Consumption | 0.42 | +3.5% |
| Nifty MidSmallcap 400 | -0.92 | +1.9% |
| Nifty MidSmallcap400 50:50 | -1.11 | +1.6% |
| Nifty MidSmallcap400 Momentum Quality 100 | 0.74 | +2.6% |
| Nifty Midcap 150 | -0.38 | +2.4% |
| Nifty Midcap 50 | 0.25 | +3.0% |
| Nifty Midcap Liquid 15 | -0.91 | +2.6% |
| Nifty Midcap Select | -0.01 | +2.5% |
| Nifty Midcap150 Momentum 50 | 0.28 | +3.0% |
| Nifty Mobility | 2.20 | +4.2% |
| Nifty NBFC | -1.30 | +6.3% |
| Nifty Next 100 | 0.56 | +3.1% |
| Nifty Next 50 | 0.60 | +3.3% |
| Nifty Non-Cyclical Consumer | 2.98 | +5.1% |
| Nifty Oil & Gas | 2.27 | +4.4% |
| Nifty PSE | 0.67 | +2.7% |
| Nifty PSU Bank | 2.23 | +1.4% |
| Nifty Pharma | 2.39 | +3.6% |
| Nifty Power | 0.53 | +4.5% |
| Nifty Private Bank | 2.37 | +3.4% |
| Nifty REITs & InvITs | -3.85 | +0.5% |
| Nifty REITs & InvITs 90:10 | -5.02 | +0.1% |
| Nifty REITs & Realty | -1.58 | +1.9% |
| Nifty Realty | 0.36 | +4.4% |
| Nifty Retail | 0.51 | +2.5% |
| Nifty Rural | 2.76 | +4.4% |
| Nifty Services Sector | 5.76 | +3.8% |
| Nifty Shariah 25 | 5.01 | +3.3% |
| Nifty Small Finance Banks & Microfinance Institutions | -6.13 | -0.5% |
| Nifty Smallcap 250 | -1.65 | +0.8% |
| Nifty Smallcap 50 | -0.48 | +1.5% |
| Nifty Smallcap 500 | -2.18 | +0.5% |
| Nifty Smallcap250 Momentum Quality 100 | -1.09 | +0.7% |
| Nifty Smallcap250 Quality 50 | -1.10 | +1.3% |
| Nifty Sugar & Ethanol | -1.12 | +2.4% |
| Nifty Telecommunications | 1.16 | -1.4% |
| Nifty Top 10 Equal Weight | 5.85 | +4.5% |
| Nifty Top 15 Equal Weight | 5.65 | +4.2% |
| Nifty Top 20 Equal Weight | 5.48 | +4.1% |
| Nifty Total Market | 2.00 | +3.4% |
| Nifty Total Market Momentum Quality 50 | 0.06 | +2.8% |
| Nifty Transportation & Logistics | 1.83 | +3.7% |
| Nifty Waves | 0.03 | -0.8% |
| Nifty100 ESG Sector Leaders | 3.87 | +4.6% |
| Nifty100 Equal Weight | 2.02 | +3.8% |
| Nifty100 Liquid 15 | 6.13 | +4.7% |
| Nifty100 Low Volatility 30 | 4.22 | +4.5% |
| Nifty200 Alpha 30 | 0.39 | +3.3% |
| Nifty200 Momentum 30 | 0.24 | +3.5% |
| Nifty200 Value 30 | 1.27 | +2.8% |
| Nifty50 Dividend Points | 7.41 | +1.0% |
| Nifty50 PR 1x Inverse | -4.33 | -4.5% |
| Nifty50 PR 2x Leverage | 4.30 | +8.9% |
| Nifty50 Shariah | 5.70 | +3.2% |
| Nifty50 TR 1x Inverse | -4.35 | -4.5% |
| Nifty50 TR 2x Leverage | 4.34 | +9.0% |
| Nifty50 USD | 5.42 | +4.9% |
| Nifty50 Value 20 | 4.08 | +4.1% |
| Nifty500 Ahimsa | 2.04 | +2.5% |
| Nifty500 Equal Weight | -1.11 | +1.7% |
| Nifty500 Flexicap Quality 30 | 3.27 | +3.4% |
| Nifty500 Growth 50 | 0.32 | +2.9% |
| Nifty500 Healthcare | 1.70 | +3.9% |
| Nifty500 LargeMidSmall Equal-Cap Weighted | 0.39 | +2.5% |
| Nifty500 Low Volatility 50 | 4.51 | +3.5% |
| Nifty500 Momentum 50 | -0.17 | +1.9% |
| Nifty500 Multicap 50:25:25 | 1.27 | +3.0% |
| Nifty500 Multicap India Manufacturing 50:30:20 | 1.36 | +3.5% |
| Nifty500 Multicap Infrastructure 50:30:20 | 2.28 | +3.9% |
| Nifty500 Multicap Momentum Quality 50 | -0.41 | +2.4% |
| Nifty500 Multifactor MQVLv 50 | 1.14 | +2.4% |
| Nifty500 Quality 50 | 1.63 | +2.5% |
| Nifty500 Shariah | 1.96 | +2.6% |
Nifty Market Regime & Stock Market Trend Analysis
This market regime tool classifies the current environment for the Indian stock market as a whole as trending, ranging, or volatile, using quantitative measures of recent price behaviour across its indices. There is one regime for the whole market, not one per index. Instead of asking simply whether the Nifty is “bullish or bearish,” it gives a model-estimated picture of the prevailing trend and how confident that classification is.
How to read it
Read the regime label and the probabilities behind it as context for the conditions you are operating in. Pick an index to see its own returns and volatility; the regime stays the same whichever index you pick. The classification describes the current environment from historical data — it is quantitative research, not a prediction of where the index will go, and not advice or a recommendation. Regimes can shift as new data arrives. Do your own research and consult a SEBI-registered adviser before acting.