Hdfc Bank Stock Market Value

HDB
 Stock
  

USD 55.36  1.48  2.60%   

Hdfc Bank's market value is the price at which a share of Hdfc Bank stock trades on a public exchange. It measures the collective expectations of Hdfc Bank investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Hdfc Bank and determine expected loss or profit from investing in Hdfc Bank over a given investment horizon. Please check Hdfc Bank Hype Analysis, Hdfc Bank Correlation, Hdfc Bank Valuation, Hdfc Bank Volatility, as well as analyze Hdfc Bank Alpha and Beta and Hdfc Bank Performance.
Symbol
Backtest


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
107 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.

Hdfc Bank 'What if' Analysis

In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Hdfc Bank's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Hdfc Bank.
0.00
05/29/2022
No Change 0.00  0.0 
In 31 days
06/28/2022
0.00
If you would invest  0.00  in Hdfc Bank on May 29, 2022 and sell it all today you would earn a total of 0.00 from holding Hdfc Bank or generate 0.0% return on investment in Hdfc Bank over 30 days. Hdfc Bank is related to or competes with Plus500. HDFC Bank Limited provides various banking and financial services to individuals and businesses in India, Bahrain, Hong ...More

Hdfc Bank Upside/Downside Indicators

Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Hdfc Bank's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Hdfc Bank upside and downside potential and time the market with a certain degree of confidence.

Hdfc Bank Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Hdfc Bank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hdfc Bank's standard deviation. In reality, there are many statistical measures that can use Hdfc Bank historical prices to predict the future Hdfc Bank's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Hdfc Bank's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of Hdfc Bank in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
54.1256.7259.32
Details
Intrinsic
Valuation
LowReal ValueHigh
51.1665.8668.46
Details
Naive
Forecast
LowNext ValueHigh
55.6358.2360.83
Details
4 Analysts
Consensus
LowTarget PriceHigh
90.0092.1094.30
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Hdfc Bank. Your research has to be compared to or analyzed against Hdfc Bank's peers to derive any actionable benefits. When done correctly, Hdfc Bank's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Hdfc Bank.

Hdfc Bank Backtested Returns

We consider Hdfc Bank very steady. Hdfc Bank holds Efficiency (Sharpe) Ratio of 0.0259, which attests that the entity had 0.0259% of return per unit of risk over the last 2 months. Our standpoint towards determining the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for Hdfc Bank, which you can use to evaluate the future volatility of the firm. Please check out Hdfc Bank Market Risk Adjusted Performance of 0.0818, risk adjusted performance of 0.0555, and Downside Deviation of 2.34 to validate if the risk estimate we provide is consistent with the expected return of 0.0628%.
Hdfc Bank has a performance score of 1 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.9286, which attests to possible diversification benefits within a given portfolio. 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. Although it is important to respect Hdfc Bank current price history, it is better to be realistic regarding the information on the equity's current price movements. The philosophy towards determining future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By evaluating Hdfc Bank technical indicators, you can presently evaluate if the expected return of 0.0628% will be sustainable into the future. Hdfc Bank right now retains a risk of 2.43%. Please check out Hdfc Bank downside deviation, total risk alpha, value at risk, as well as the relationship between the information ratio and treynor ratio to decide if Hdfc Bank will be following its current trending patterns.

Auto-correlation

    
  -0.56  

Good reverse predictability

Hdfc Bank has good reverse predictability. Overlapping area represents the amount of predictability between Hdfc Bank time series from 29th of May 2022 to 13th of June 2022 and 13th of June 2022 to 28th of June 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Hdfc Bank price movement. The serial correlation of -0.56 indicates that roughly 56.0% of current Hdfc Bank price fluctuation can be explain by its past prices.
Correlation Coefficient-0.56
Spearman Rank Test-0.16
Residual Average0.0
Price Variance4.5

Hdfc Bank lagged returns against current returns

Autocorrelation, which is Hdfc Bank stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Hdfc Bank's stock expected returns. We can calculate the autocorrelation of Hdfc Bank returns to help us make a trade decision. For example, suppose you find that Hdfc Bank stock has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
 Current and Lagged Values 
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      Timeline 

Hdfc Bank regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Hdfc Bank stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hdfc Bank stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hdfc Bank stock over time.
 Current vs Lagged Prices 
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      Timeline 

Hdfc Bank Lagged Returns

When evaluating Hdfc Bank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hdfc Bank stock have on its future price. Hdfc Bank autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Hdfc Bank autocorrelation shows the relationship between Hdfc Bank stock current value and its past values and can show if there is a momentum factor associated with investing in Hdfc Bank.
 Regressed Prices 
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      Timeline 

Be your own money manager

Our tools can tell you how much better you can do entering a position in Hdfc Bank without increasing your portfolio risk or giving up expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate.risk-adjusted returns of your individual positions relative to your overall portfolio.

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Please check Hdfc Bank Hype Analysis, Hdfc Bank Correlation, Hdfc Bank Valuation, Hdfc Bank Volatility, as well as analyze Hdfc Bank Alpha and Beta and Hdfc Bank Performance. 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 Bond Directory module to find actively traded corporate debentures issued by US companies.

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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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Hdfc Bank technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of Hdfc Bank technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Hdfc Bank trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...