Events & restrictions

Every number on this page is read from primary exchange data · download this view as CSV →

An ex-date is the first day a share trades WITHOUT the entitlement — buy on or after it and the dividend, bonus or split goes to the seller. Splits and bonuses shown here are the same events that adjust every price series on this site. Logistics, not a strategy.

Every number on this page is read from primary exchange data · download this view as CSV →

The calendar above looks forward and the tape beside it looks back a month. This is the same exchange record over whatever stretch you choose — the table holds every ex-date the feed has carried since 2004. Use it to answer history questions the calendar cannot: how often a company has split, whether buybacks cluster in some years, what a name's dividend rhythm has actually been. It is a record of what happened, not a forecast of what will.

Every board meeting in the next 30 days, as a file: download the upcoming results calendar (CSV).

Written against the rows below and reviewed at the desk before publishing. Nothing appears here unreviewed; every figure traces to a row in the table.

⚠ Tape not fresh: delivery and price data on this board run to 2026-10-01 — 1 weekday(s) behind (a market holiday or a pipeline lag). Every number below is honest as of that date; nothing here is presented as tonight's data.

Descriptive only. This board is the honest residue of the 2026-07-05 post-earnings study, whose TRADEABLE version was falsified — net return/vol 0.10 against the benchmark's 0.85. Every number below is realized history or an explicitly labelled base rate, never a forecast for any single name.

This run's cuts: a top beat is a surprise at or above 1.80, and delivery ✓ is delivered value at or above 2.82× the stock's own trailing median. Both are percentile cuts recomputed every run, not fixed thresholds.

Showing 150 of 2371 events in the snapshot.

Every number on this page is read from primary exchange data · download this view as CSV →

Realized history, not a forecast. The tradeable book on this drift FAILED — net return/vol 0.10 against the index's 0.85, hedged −0.58 — so this shape is published as description and nothing on this site ranks or sizes on it.

Snapshot generated 2026-10-02 18:12 · 1111 settled events in the study population.

Surprise is the seasonal net-profit surprise computed from the company's own history — no analyst estimates are used. Delivery is the reaction window's delivered value against the same stock's trailing median: the strong hand showing up rather than intraday churn. The 22- and 60-day columns are the REALIZED abnormal move versus the broad index, shown only once the window has actually elapsed.

This is the additive cut beside the two announced calendars: not what has been declared, but what a company's OWN past rhythm says should have arrived by now. Timing only, measured in weeks — factual event cadence, never a price prediction.

Your row is highlighted. Every other row is the same arithmetic at an acceptance ratio you did not choose — that spread is the honest answer, because the realized ratio is unknowable until the offer closes.

The acceptance ratio is YOUR assumption. Companies publish the realized accepted-versus-tendered ratio only after an offer closes and it is not in our data — we refuse to fabricate a prior, so change the number and watch the answer move. Eligibility for the reserved category is holdings worth ₹2,00,000 or less ON THE RECORD DATE, so size with a buffer: a rally into the record date can push you over the line. Arithmetic.

SEBI reserves 15% of every tender buyback for small shareholders — holdings worth ₹2,00,000 or less by market value on the record date. That reservation gives small holders a structurally better acceptance ratio than the general category, and it survives precisely BECAUSE it is capped per person: institutions cannot reach it. Personal-scale arithmetic.