Liquidity & Technical

Liquidity & Technical Analysis

1. Portfolio Implementation Verdict

GRAVITA's ADV of $0.383M per day (~21,700 shares) limits five-day clearing capacity at 20% participation to $0.405M — a fund of under $8.1M can comfortably hold a 5% position; any mandate larger than that faces a multi-week build-and-exit problem. The tape is neutral with a near-term bullish lean: price has reclaimed the 200-day SMA after a 35% correction from the 2024 peak, but the January 2026 death cross persists structurally and the April–May 2026 recovery is running on below-average volume.

5-Day Capacity, 20% ADV (USD M)

0.405

Max Position vs Mkt Cap (%)

0.029

Supported Fund AUM at 5% Wt (USD M)

8.1

ADV as % of Market Cap

0.028

Technical Scorecard (−3 to +3)

1

2. Price Snapshot

Current Price (USD)

18.65

YTD Return (%)

-5.1

1-Year Return (%)

-7.2

52-Week Position (0=low, 100=high)

55

Beta is not available in the current data pull. The three-year return is +243%, reflecting the 2022–2024 re-rating cycle. The 1-year return of -7.2% captures the post-peak correction from the September 2024 high of $28.57.


3. Critical Chart: Price History with 50/200 SMA (~9 Years)

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Current price $18.65 is above the 200-day SMA ($17.61). This chart covers nine years of compounding: from a $0.34 stock in early 2017 to a $28.57 peak in September 2024, driven by the lead recycling re-rating cycle. The stock is now in a post-peak correction phase — it has retraced 35% from the all-time high — with price having reclaimed the 200 SMA in May 2026 but the 50 SMA ($16.28) still lagging below the 200 SMA, maintaining the death-cross structure.


4. Relative Strength vs Benchmark

No INDA (iShares MSCI India ETF) or sector benchmark data was available in this data run — the benchmark series was not captured in the ETL pipeline. Relative strength cannot be quantified against the broad Indian market.

Standalone context: GRAVITA's three-year total return is approximately +243% (rebased series from April 2023), reflecting the 2023–2024 re-rating. The stock peaked in September 2024 at $28.57 and has since delivered -35% from that high, underperforming the Nifty Smallcap250 peer group during the correction phase (qualitative assessment based on price history).


5. Momentum Panel — RSI + MACD (18 Months)

RSI(14)

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MACD Histogram

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The momentum picture is unambiguous near-term: RSI bounced from a panic low of 17.0 on 22 Jan 2026 (the death-cross trigger), and MACD histogram has been firmly positive since early April 2026 as price ripped +39% off the April low of $13.40. However, note that RSI is now at 67.0 — approaching but not yet breaching the 70 overbought line — having briefly touched 73.1 on 7 May 2026. That brief overbought touch followed by a pullback is typical of recovering stocks finding their first short-term resistance. The MACD histogram at +15.6 is unwinding from its April peak of +39.6, which means momentum is still positive but no longer accelerating.

Cross-reference with fundamentals: The Financials tab flagged ROCE compression from 32% to 17%, promoter stake reduction from 73% to 55.9%, and FCF turning negative in FY26. This fundamental deterioration explains why the 18-month RSI chart has been stuck in the 30–65 band for most of the period — no strong institutional conviction was present to push it into persistent overbought territory.


6. Volume, Volatility, and Sponsorship

Daily Volume — Last 12 Months (50-Day Average: 21,164 shares)

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The April–May 2026 recovery rally is not volume-confirmed. Daily trade counts of 20,000–28,000 shares are right around the 50-day average (21,164 shares) — there are no block-print level sessions supporting the +39% move from the April low. The last genuine institutional volume event was June 2024 (see spike table below).

Top Volume Spikes

No Results

The June 2024 spike (26.5× average volume, 1.6M shares in one session) is the defining institutional event. No comparable volume has appeared since. The current recovery has no such sponsorship signal.

30-Day Realized Volatility — 5 Years

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Volatility percentile bands: calm = below 34.2% (p20), normal = 34.2%–62.2% (p20–p80), stressed = above 62.2% (p80). Current 30-day RV of 45.1% sits at roughly the 39th percentile — normal regime. The 2024 re-rating spike (RV reaching 87% in August 2024) and the Jan 2026 correction (RV spiked to ~52%) are the dominant volatility events of the last two years. The market is not pricing in extreme stress at current levels; the risk premium is normal.


7. Institutional Liquidity Panel

A. ADV & Turnover Strip

ADV 20-Day (Shares)

21,722

ADV 20-Day (USD M)

0.383

ADV 60-Day (Shares)

19,364

ADV as % of Mkt Cap

0.028

Annual turnover not available (shares outstanding missing from data pull). The ADV/market-cap ratio of 0.028% is the critical metric: GRAVITA trades roughly 4–10× less liquid than a typical Nifty Midcap 100 constituent at comparable market cap.

B. Fund-Capacity Table

No Results

C. Liquidation Runway

No Results

D. Execution Friction

The median intraday range over the last 60 sessions is 3.47% — well above the 2% threshold for elevated execution impact. Large orders (above ~$53K) will face meaningful market impact and should be worked over multiple sessions using limit orders near the bid.

Conclusion on liquidity: A 0.5% market-cap position ($6.88M) requires roughly 85 trading days to exit at 20% ADV — approximately four calendar months. The largest position that clears within five trading days at 20% ADV is $0.405M (0.029% of market cap); at 10% ADV, it is $0.203M. Liquidity is the binding constraint for any fund with AUM above $21.2M.


8. Technical Scorecard & Stance

No Results

Total score: +1 (Neutral, slight positive lean)


Final Stance

Neutral on a 3–6 month horizon, with a near-term tactical tilt to bullish. The death-cross structure remains intact (50 SMA $16.28 below 200 SMA $17.61); a durable regime flip requires the 50 SMA to cross above the 200 SMA — at the current pace, approximately eight more weeks if price holds.

Bullish confirmation: above $21.16 — reclaims the February 2025 swing high and, with above-average volume, signals genuine institutional re-entry rather than short-covering. Bearish confirmation: below $16.40 — breaks the 50-day SMA and returns the stock to the downtrend in force since January 2026.

Liquidity is the constraint. For most institutional mandates above $21.2M, GRAVITA is a watchlist-only name to be built over 20–30 trading days at 20% ADV participation. Position sizes above $1.06M should use a structured accumulation plan; attempting to build quickly will move the price materially given the 3.47% median daily range.