IDFC First (India) Alpha and Beta Analysis
| IDFCFIRSTB | 58.39 0.83 1.40% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as IDFC First Bank. It also helps investors analyze the systematic and unsystematic risks associated with investing in IDFC First over a specified time horizon. Remember, high IDFC First'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 IDFC First's market risk premium analysis include:
Beta (0.32) | Alpha (0.16) | Risk 2.07 | Sharpe Ratio (0.06) | Expected Return (0.13) |
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.
IDFC |
IDFC First Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. IDFC First market risk premium is the additional return an investor will receive from holding IDFC First 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 IDFC First. 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 IDFC First's performance over market.| α | -0.16 | β | -0.32 |
IDFC First 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 IDFC First's Buy-and-hold return. Our buy-and-hold chart shows how IDFC First performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.IDFC First Market Price Analysis
Market price analysis indicators help investors to evaluate how IDFC First stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading IDFC First shares will generate the highest return on investment. By understating and applying IDFC First stock market price indicators, traders can identify IDFC First position entry and exit signals to maximize returns.
IDFC First Return and Market Media
The median price of IDFC First for the period between Mon, Dec 2, 2024 and Sun, Mar 2, 2025 is 62.65 with a coefficient of variation of 3.34. The daily time series for the period is distributed with a sample standard deviation of 2.09, arithmetic mean of 62.61, and mean deviation of 1.64. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | IDFCFIRSTB Outlook for the Week - EquityPandit | 12/06/2024 |
2 | A lot has to fall in place for IDFC First Banks stock to rebound - Qrius | 12/18/2024 |
3 | IDFC First Bank Shares Drop 3.93, Underperforming Sector Amid Bearish Trend - MarketsMojo | 01/06/2025 |
4 | IDFC First Bank shares hit 52-week low, heres what analysts say - MSN | 01/29/2025 |
5 | IDFC FIRST Bank allots 3.55 lakh equity shares under ESOS - Business Standard | 02/27/2025 |
About IDFC First 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 IDFC or other stocks. Alpha measures the amount that position in IDFC First 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.
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 IDFC First 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, IDFC First's short interest history, or implied volatility extrapolated from IDFC First options trading.
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Additional Tools for IDFC Stock Analysis
When running IDFC First's price analysis, check to measure IDFC First'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 IDFC First is operating at the current time. Most of IDFC First's value examination focuses on studying past and present price action to predict the probability of IDFC First's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move IDFC First's price. Additionally, you may evaluate how the addition of IDFC First to your portfolios can decrease your overall portfolio volatility.