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Capsule – 05 Nov: Bulk & Block Deals and Delivery Volume Shockers!

We are starting a new “Capsule” series which will come to you on a regular basis, of data that is revealed in the markets but needs to be collated, cleaned and filtered to make tradeable sense. We’d love your feedback.

Here is a summary of Bulk & Block Deal transactions in this week. A Bulk Deal is a trade, where total quantity bought or sold is more than 0.5% of the number of equity shares of the company. A trade, with a minimum quantity of 5,00,000 shares or minimum value of Rs.5 crore executed through a single transaction on this separate window of the stock exchange will constitute a Block Deal.

The snapshot below excludes the Intra Day Trade, Promoter Exchange and Deals which are not significant in terms of Stock price or Deal value.

Bulk_Block_051115

  • Arvind Infrastructure: Ace Investor Porinju Veliyath of Equity Intelligence has bought 130,000 shares worth 82 lakhs. This is his 4thpurchase in the past 3 months. With this purchase, his total holding is currently at 420,000 shares or 1.63%.
  • Eros International Media Ltd.: After being in the news for all the wrong reasons, Handelsbanken Global Fond sold 701,691 shares or 0.76% on the open market today. As per the quarterly disclosure, it held 967,989 shares or 1.05% as of 30-Sep. Grandeur Peak Fund which recently launches 3 separate funds has gobbled up 523,500 shares or 0.57% at a peak rate of 260.49 per unit. Grandeur Peak Fund also holds stake in Time Technoplast (Time Tech) – a leading manufacturer of polymer products. 
  • Shyam Telecom: Renu Ashok Bablani – one of the investor holding more than 1%, purchased an additional 109,144 shares or 0.97% thereby increasing her holdings to 4.92% or 553,940 shares.

Delivery Volume Shockers!

We have compiled a list of those stocks which have seen massive increases in the “deliverable quantity to traded quantity %”.

Stocks are traded every day and most stocks see intraday trading (buy and sell on the same day). Intraday trades don’t result in delivery – if a two people buy and sell from each other and square off within the day, there will be volume, but no actual shares will change hands.

Delivery volumes as a percentage of total volume shows us how much of the stock is traded versus held for more than a day. It’s not very useful to use this data to trade per se.

But what is useful is if the delivery percentage JUMPS. If a stock is thinly delivered (say 30% delivery) and jumps up to 80% delivery then we are likely to be seeing some action in that stock because either a big buyer is in or a big seller is. 

Listed below, are the Top 25 for today (5th Nov 2015):

Trading Volumes_05Nov-v2

  divider Next Gen Financial Analytics