HDFC Bank (Germany) Performance
| HDFA Stock | 56.00 0.50 0.90% |
The company retains a Market Volatility (i.e., Beta) of 0.35, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, HDFC Bank's returns are expected to increase less than the market. However, during the bear market, the loss of holding HDFC Bank is expected to be smaller as well. At this point, HDFC Bank has a negative expected return of -0.0628%. Please make sure to check out HDFC Bank's semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and information ratio , to decide if HDFC Bank performance from the past will be repeated in the future.
Risk-Adjusted Performance
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Over the last 90 days HDFC Bank has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, HDFC Bank is not utilizing all of its potentials. The current stock price uproar, may contribute to short-horizon losses for the private investors. ...more
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HDFC Bank Relative Risk vs. Return Landscape
If you would invest 5,850 in HDFC Bank on October 24, 2024 and sell it today you would lose (250.00) from holding HDFC Bank or give up 4.27% of portfolio value over 90 days. HDFC Bank is generating negative expected returns and assumes 1.4248% volatility on return distribution over the 90 days horizon. Simply put, 12% of stocks are less volatile than HDFC, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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HDFC Bank Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for HDFC Bank's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as HDFC Bank, and traders can use it to determine the average amount a HDFC Bank's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0441
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| Negative Returns | HDFA |
Estimated Market Risk
| 1.42 actual daily | 12 88% of assets are more volatile |
Expected Return
| -0.06 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average HDFC Bank is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of HDFC Bank by adding HDFC Bank to a well-diversified portfolio.
Things to note about HDFC Bank performance evaluation
Checking the ongoing alerts about HDFC Bank for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for HDFC Bank help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| HDFC Bank generated a negative expected return over the last 90 days |
- Analyzing HDFC Bank's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether HDFC Bank's stock is overvalued or undervalued compared to its peers.
- Examining HDFC Bank's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating HDFC Bank's management team can have a significant impact on its success or failure. Reviewing the track record and experience of HDFC Bank's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of HDFC Bank's stock. These opinions can provide insight into HDFC Bank's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for HDFC Stock Analysis
When running HDFC Bank's 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 the 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.