HDFC Bank (Sri Lanka) Performance
| HDFCN0000 | LKR 47.00 0.50 1.08% |
On a scale of 0 to 100, HDFC Bank holds a performance score of 9. The company retains a Market Volatility (i.e., Beta) of -0.72, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning HDFC Bank are expected to decrease at a much lower rate. During the bear market, HDFC Bank is likely to outperform the market. Please check HDFC Bank's downside variance, day median price, and the relationship between the treynor ratio and kurtosis , to make a quick decision on whether HDFC Bank's current trending patterns will revert.
Risk-Adjusted Performance
OK
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in HDFC Bank of are ranked lower than 9 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, HDFC Bank sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
HDFC |
HDFC Bank Relative Risk vs. Return Landscape
If you would invest 3,440 in HDFC Bank of on December 3, 2024 and sell it today you would earn a total of 1,260 from holding HDFC Bank of or generate 36.63% return on investment over 90 days. HDFC Bank of is generating 0.7228% of daily returns and assumes 6.2917% volatility on return distribution over the 90 days horizon. Simply put, 56% of stocks are less volatile than HDFC, and 86% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
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 of, 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 = 0.1149
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | HDFCN0000 | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 6.29 actual daily | 56 56% of assets are less volatile |
Expected Return
| 0.72 actual daily | 14 86% of assets have higher returns |
Risk-Adjusted Return
| 0.11 actual daily | 9 91% of assets perform better |
Based on monthly moving average HDFC Bank is performing at about 9% of its full potential. 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 it to a well-diversified portfolio.
About HDFC Bank Performance
By analyzing HDFC Bank's fundamental ratios, stakeholders can gain valuable insights into HDFC Bank's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if HDFC Bank has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if HDFC Bank has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
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 is way too risky over 90 days horizon | |
| HDFC Bank appears to be risky and price may revert if volatility continues |
- 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.
Complementary 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.
| Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities | |
| Economic Indicators Top statistical indicators that provide insights into how an economy is performing | |
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| Equity Valuation Check real value of public entities based on technical and fundamental data | |
| Portfolio Manager State of the art Portfolio Manager to monitor and improve performance of your invested capital | |
| Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| Options Analysis Analyze and evaluate options and option chains as a potential hedge for your portfolios | |
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets |