The article analyzes stock return predictability in the Indian stock market from 1994 to 2018. They used portfolio and cross-sectional regression methods and found that size, cash-flow-to-price ratio, momentum, and short-term reversal can predict future stock returns. Book-to-market ratio and price-earnings ratio also show some predictive power. However, total volatility, idiosyncratic volatility, and beta are not consistent predictors. In cross-sectional analysis, size, short-term reversal, momentum, and cash-flow-to-price ratio are reliable predictors of future stock returns. Overall, momentum and cash flow to price ratio are the most consistent predictors across different methods and sample sizes.