Hdfc Bank Stock Alpha and Beta Analysis

HDB
 Stock
  

USD 54.96  0.60  1.08%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Hdfc Bank. It also helps investors analyze the systematic and unsystematic risks associated with investing in Hdfc Bank over a specified time horizon. Remember, high Hdfc Bank's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation.
Please check Hdfc Bank Backtesting, Hdfc Bank Valuation, Hdfc Bank Correlation, Hdfc Bank Hype Analysis, Hdfc Bank Volatility, Hdfc Bank History and analyze Hdfc Bank Performance.
  
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Please note that although Hdfc Bank alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Hdfc Bank did 0.09  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Hdfc Bank stock's relative risk over its benchmark. Hdfc Bank has a beta of 0.96  . 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.
The current year Enterprise Value is expected to grow to about 197.5 B, whereas Book Value per Share is forecasted to decline to 1,083.
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.

Enterprise Value

197.55 Billion

Share

Hdfc Bank Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Hdfc Bank market risk premium is the additional return an investor will receive from holding Hdfc Bank long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Hdfc Bank. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Hdfc Bank's performance over market.
α0.09   β0.96
90 days against DJI

Hdfc Bank expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Hdfc Bank's Buy-and-hold return. Our buy-and-hold chart shows how Hdfc Bank performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Hdfc Bank Market Price Analysis

Market price analysis indicators help investors to evaluate how Hdfc Bank stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Hdfc Bank shares will generate the highest return on investment. By understating and applying Hdfc Bank stock market price indicators, traders can identify Hdfc Bank position entry and exit signals to maximize returns.

Hdfc Bank Return and Market Media

The median price of Hdfc Bank for the period between Sat, Apr 2, 2022 and Fri, Jul 1, 2022 is 55.56 with a coefficient of variation of 6.04. The daily time series for the period is distributed with a sample standard deviation of 3.4, arithmetic mean of 56.36, and mean deviation of 2.78. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Heres why Mehul Kothari recommends buying HDFC Bank, Sunteck...04/07/2022
2
Other04/12/2022
3
Other04/19/2022
4
Other04/25/2022
5
HDFC Bank Upgraded to Hold at Zacks Investment Research - De...04/28/2022
6
Sensex, Nifty crash as global markets lose nerve end week in...05/06/2022
7
This Insider Has Just Sold Shares In HDFC Bank Limited - Sim...05/12/2022
8
Other05/18/2022
9
Other06/13/2022
10
HDFC Bank to open 1,500-2,000 branches every year till 2027 ...06/22/2022

About Hdfc Bank Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Hdfc Bank has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
 2019 2021 2022 (projected)
Book Value per Share1.04 K1.36 K1.08 K
Asset Turnover0.0460.04140.043

Hdfc Bank Upcoming Company Events

As portrayed in its financial statements, the presentation of Hdfc Bank's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Hdfc Bank's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Hdfc Bank's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Hdfc Bank. Please utilize our Beneish M Score to check the likelihood of Hdfc Bank's management manipulating its earnings.
Upcoming Quarterly Report21st of January 2022
Next Financial Report15th of April 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End15th of April 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Hdfc Bank

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Please check Hdfc Bank Backtesting, Hdfc Bank Valuation, Hdfc Bank Correlation, Hdfc Bank Hype Analysis, Hdfc Bank Volatility, Hdfc Bank History and analyze 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 Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.

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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...