Hdfc Bank Beta

HDB
 Stock
  

USD 55.51  0.55  1.00%   

Hdfc Bank fundamentals help investors to digest information that contributes to Hdfc Bank's financial success or failures. It also enables traders to predict the movement of Hdfc Bank Stock. The fundamental analysis module provides a way to measure Hdfc Bank's intrinsic value by examining its available economic and financial indicators, including the cash flow records, the balance sheet account changes, the income statement patterns, and various microeconomic indicators and financial ratios related to Hdfc Bank stock. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools.
  
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Hdfc Bank Beta Analysis

Hdfc Bank's Beta is one of the most important measures of equity market volatility. Beta can be thought of as asset elasticity or sensitivity to market. In other words, it is a number that shows the relationship of an equity instrument to the financial market in which this instrument is traded. For example, if Beta of equity is 2, it will be expected to significantly outperform market when the market is going up and significantly underperform when the market is going down. Similarly, Beta of 1 indicates that an asset and market will generate similar returns over time.
 2019 2020 2021 2022 (projected)
Net Income260.27 B325.98 B374.87 B404.47 B
Gross Profit674.12 B782.43 B899.79 B721.24 B
Beta 
 = 
Covariance 
Variance 
More About Beta | All Equity Analysis

Current Hdfc Bank Beta

    
  0.88  
Most of Hdfc Bank's fundamental indicators, such as Beta, are part of a valuation analysis module that helps investors searching for stocks that are currently trading at higher or lower prices than their real value. If the real value is higher than the market price, Hdfc Bank is considered to be undervalued, and we provide a buy recommendation. Otherwise, we render a sell signal.

Hdfc Bank Beta Driver Correlations

Understanding the fundamental principles of building solid financial models for Hdfc Bank is extremely important. It helps to project a fair market value of Ford stock properly, considering its historical fundamentals such as Beta. Since Hdfc Bank's main accounts across its financial reports are all linked and dependent on each other, it is essential to analyze all possible correlations between related accounts. However, instead of reviewing all of Hdfc Bank's historical financial statements, investors can examine the correlated drivers to determine its overall health. This can be effectively done using a conventional correlation matrix of Hdfc Bank's interrelated accounts and indicators.
In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.
Compare to competition

In accordance with the recently published financial statements, Hdfc Bank has a Beta of 0.88. This is 7.32% higher than that of the Financial Services sector and significantly higher than that of the Banks—Regional industry. The beta for all United States stocks is notably lower than that of the firm.

Hdfc Bank Beta Peer Comparison

Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Hdfc Bank's direct or indirect competition against its Beta to detect undervalued stocks with similar characteristics or determine the stocks which would be a good addition to a portfolio. Peer analysis of Hdfc Bank could also be used in its relative valuation, which is a method of valuing Hdfc Bank by comparing valuation metrics of similar companies.
Hdfc Bank is currently under evaluation in beta category among related companies.

Hdfc Bank Current Valuation Drivers

We derive many important indicators used in calculating different scores of Hdfc Bank from analyzing Hdfc Bank's financial statements. These drivers represent accounts that assess Hdfc Bank's ability to generate profits relative to its revenue, operating costs, and shareholders' equity. Below are some of Hdfc Bank's important valuation drivers and their relationship over time.
201720182019202020212022 (projected)
Earnings Before Interest Taxes and Depreciation Amortization EBITDA286.47 B351.75 B378.55 B453.66 B521.71 B562.89 B
Earnings Before Interest Taxes and Depreciation Amortization USD4.4 B5.08 B5.02 B6.18 B7.11 B5.79 B
Earnings before Tax276.79 B339.5 B365.75 B439.8 B505.77 B545.7 B
Average Equity1,100.11 B1,403.37 B1,762.83 B2,026.36 B2,330.31 B2,514.28 B
Enterprise Value93.99 B118.74 B86.37 B159.21 B183.09 B197.55 B
Free Cash Flow85.19 B167.13 B153.07 B904.12 B1,039.74 B1,121.83 B
Market Capitalization84.28 B100.17 B69.76 B141.86 B163.14 B176.01 B

Hdfc Bank Institutional Holders

Institutional Holdings refers to the ownership stake in Hdfc Bank that is held by large financial organizations, pension funds or endowments. Institutions may purchase large blocks of Hdfc Bank's outstanding shares and can exert considerable influence upon its management. Institutional holders may also work to push the share price higher once they own the stock. Extensive social media coverage, TV shows, articles in high-profile magazines, and presentations at investor conferences help move the stock higher, increasing Hdfc Bank's value.
Security TypeSharesValue
Jpmorgan Chase CoCommon Shares34.1 M2.1 B
Morgan StanleyCommon Shares20 M1.2 B
Capital Research Global InvestorsCommon Shares10.9 M671.4 M
Schroder Investment Management GroupCommon Shares10.8 M661.5 M
Harding Loevner LpCommon Shares11.7 M607.4 M
Fil LtdCommon Shares9.6 M589.8 M
Fiera Capital CorpCommon Shares9.1 M560.7 M
Let's try to break down what Hdfc Bank's beta means in this case. Hdfc Bank returns are very sensitive to returns on the market. As the market goes up or down, Hdfc Bank is expected to follow.

Hdfc Bank Fundamentals

About Hdfc Bank Fundamental Analysis

The Macroaxis Fundamental Analysis modules help investors analyze Hdfc Bank's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Hdfc Bank using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Hdfc Bank based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
HDFC Bank Limited provides various banking and financial services to individuals and businesses in India, Bahrain, Hong Kong, and Dubai. HDFC Bank Limited was incorporated in 1994 and is based in Mumbai, India. Hdfc Bank operates under BanksRegional classification in the United States and is traded on New York Stock Exchange. It employs 141579 people.

Hdfc Bank Investors Sentiment

The influence of Hdfc Bank's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Hdfc Bank. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.

Hdfc Bank Implied Volatility

    
  36.69  
Hdfc Bank's implied volatility exposes the market's sentiment of Hdfc Bank stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Hdfc Bank's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Hdfc Bank stock will not fluctuate a lot when Hdfc Bank's options are near their expiration.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Hdfc Bank in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Hdfc Bank's short interest history, or implied volatility extrapolated from Hdfc Bank options trading.

Current Sentiment - HDB

Hdfc Bank Investor Sentiment

Greater number of Macroaxis users are currently bullish on Hdfc Bank. What is your judgment towards investing in Hdfc Bank? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish

Becoming a Better Investor with Macroaxis

Macroaxis puts the power of mathematics on your side. We analyze your portfolios and positions such as Hdfc Bank using complex mathematical models and algorithms, but make them easy to understand. There is no real person involved in your portfolio analysis. We perform a number of calculations to compute absolute and relative portfolio volatility, correlation between your assets, value at risk, expected return as well as over 100 different fundamental and technical indicators.

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Please check Hdfc Bank Piotroski F Score and Hdfc Bank Altman Z Score analysis. Note that the Hdfc Bank information on this page should be used as a complementary analysis to other Hdfc Bank's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.

Complementary Tools for Hdfc Bank Stock analysis

When running Hdfc Bank price analysis, check to measure Hdfc Bank's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Hdfc Bank is operating at the current time. Most of Hdfc Bank's value examination focuses on studying past and present price action to predict the probability of Hdfc Bank's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Hdfc Bank's price. Additionally, you may evaluate how the addition of Hdfc Bank to your portfolios can decrease your overall portfolio volatility.
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Is Hdfc Bank's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Hdfc Bank. If investors know Hdfc Bank will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Hdfc Bank listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth YOY
0.23
Market Capitalization
102.7 B
Quarterly Revenue Growth YOY
0.17
Return On Assets
0.0195
Return On Equity
0.17
The market value of Hdfc Bank is measured differently than its book value, which is the value of Hdfc Bank that is recorded on the company's balance sheet. Investors also form their own opinion of Hdfc Bank's value that differs from its market value or its book value, called intrinsic value, which is Hdfc Bank's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Hdfc Bank's market value can be influenced by many factors that don't directly affect Hdfc Bank's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Hdfc Bank's value and its price as these two are different measures arrived at by different means. Investors typically determine Hdfc Bank value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Hdfc Bank's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.