Where are we in the cycle?
Composite of CAPE, Buffett indicator, yield curve, policy rates, vol, and geopolitical risk — read against history. Live ticks come from Yahoo (15-min cache); CAPE, P/E, and policy data are reference values pending FRED/NSE wiring.
| Signal | Value | Reference | Z | Regime |
|---|---|---|---|---|
| Nifty 50 P/E | 22.8 | 20Y avg 20.1 | +1.1σ | FROTHY |
| Shiller CAPE (India) | 29.3 | avg 20.1 · peak 31.6 (2007) | +1.8σ | FROTHY |
| Mkt Cap / GDP | 130% | frothy >100 | +1.6σ | FROTHY |
| India 10Y G-Sec | 7.05% | +25 bps vs 2Y | +0.2σ | NEUTRAL |
| RBI Repo Rate | 6.50% | on hold 14 months | +0.4σ | NEUTRAL |
| India VIX | 11.1 | 5Y avg 16.4 | -0.8σ | NEUTRAL |
| USD/INR | 95.40 | ▼ 0.10% | +1.2σ | FROTHY |
| FII flow (5d) | -₹8,420 Cr | outflow streak: 5d | -1.4σ | NEUTRAL |
Oil benign, but USD/INR + sovereign CDS drift signal external pressure.
| Indicator | Value | Δ | Z | Signal | Note |
|---|---|---|---|---|---|
| Geopolitical Risk (GPR) | 148 | +12 m/m | +1.4σ | risk-off | Above 5Y avg of 105 |
| Brent Crude | $85.98 | ▼ 8.32% | -0.3σ | neutral | India imports 85% of oil — every $10 = 40bps CPI |
| USD/INR | 95.40 | ▼ 0.10% | +1.2σ | risk-off | Pressure on RBI reserves, FII outflows |
| Gold (INR) | ₹76,420 | ▲ 0.6% | +2.0σ | risk-off | Domestic safe-haven bid |
| India 5Y Sovereign CDS | 82 bps | ▲ 4 bps | +0.7σ | neutral | Still well below 2013 taper-tantrum 280bps |
| Baltic Dry Index | 1,420 | ▼ 3% | -0.4σ | neutral | Trade volumes softening |
Data · Quotes are delayed by at least 15 minutes and sourced from Yahoo Finance. Reference values (CAPE, policy rates, geopolitical composites) refresh daily and can lag the underlying release by up to 24 hours.
Analytical caveat · Every regime signal shown here is a statistical observation, not a recommendation. Historical analogs rhyme — they do not repeat. Models mis-fire on structural breaks (regime shifts, policy shocks, liquidity events), and a composite that flashed red before three prior tops can stay red for years before the next one. Nothing here is investment, tax, or legal advice.
Your call · Position sizing, hedging, and timing decisions require judgement that accounts for your horizon, liabilities, and risk tolerance — none of which this page knows. Read the numbers, weigh the caveats, then decide with appropriate professional counsel.