HDFC Asset (India) Alpha and Beta Analysis
| HDFCAMC Stock | 3,747 21.55 0.58% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as HDFC Asset Management. It also helps investors analyze the systematic and unsystematic risks associated with investing in HDFC Asset over a specified time horizon. Remember, high HDFC Asset'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. Key technical indicators related to HDFC Asset's market risk premium analysis include:
Beta (0.12) | Alpha (0.28) | Risk 1.87 | Sharpe Ratio (0.13) | Expected Return (0.25) |
HDFC Asset Quarterly Cash And Equivalents |
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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.
HDFC |
HDFC Asset Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. HDFC Asset market risk premium is the additional return an investor will receive from holding HDFC Asset 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 Asset. 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 Asset's performance over market.| α | -0.28 | β | -0.12 |
HDFC Asset 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 Asset's Buy-and-hold return. Our buy-and-hold chart shows how HDFC Asset performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.HDFC Asset Market Price Analysis
Market price analysis indicators help investors to evaluate how HDFC Asset 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 Asset shares will generate the highest return on investment. By understating and applying HDFC Asset stock market price indicators, traders can identify HDFC Asset position entry and exit signals to maximize returns.
HDFC Asset Return and Market Media
The median price of HDFC Asset for the period between Tue, Dec 17, 2024 and Mon, Mar 17, 2025 is 3879.6 with a coefficient of variation of 6.44. The daily time series for the period is distributed with a sample standard deviation of 256.63, arithmetic mean of 3983.7, and mean deviation of 216.79. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | HDFC AMC Q3 results Net profit rises 31 percent YoY to 641 crore, revenue up percent Stock Market News - Mint | 01/14/2025 |
2 | Buy HDFC Asset Management Co target of Rs 5095 KR Choksey - Moneycontrol | 01/17/2025 |
3 | HDFC Asset Management Shows Short-Term Recovery Amid Long-Term Performance Concerns - MarketsMojo | 01/29/2025 |
4 | HDFC Asset Management Insiders Sold 1.1b Of Shares Suggesting Hesitancy - Simply Wall St | 02/05/2025 |
5 | Capital market shares extend decline amid broader market downturn BSE, HDFC AMC, 360 One Wam down up to... - Moneycontrol | 03/10/2025 |
About HDFC Asset 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 financial instruments including HDFC or other stocks. Alpha measures the amount that position in HDFC Asset Management 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.
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 Asset 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 Asset's short interest history, or implied volatility extrapolated from HDFC Asset options trading.
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Other Information on Investing in HDFC Stock
HDFC Asset financial ratios help investors to determine whether HDFC Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in HDFC with respect to the benefits of owning HDFC Asset security.