IDBI Bank's market value is the price at which a share of IDBI Bank trades on a public exchange. It measures the collective expectations of IDBI Bank Limited investors about its performance. IDBI Bank is selling for under 101.12 as of the 5th of July 2025; that is 0.28 percent decrease since the beginning of the trading day. The stock's lowest day price was 100.7. With this module, you can estimate the performance of a buy and hold strategy of IDBI Bank Limited and determine expected loss or profit from investing in IDBI Bank over a given investment horizon. Check out IDBI Bank Correlation, IDBI Bank Volatility and IDBI Bank Alpha and Beta module to complement your research on IDBI Bank.
Please note, there is a significant difference between IDBI Bank's value and its price as these two are different measures arrived at by different means. Investors typically determine if IDBI Bank is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IDBI Bank's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
IDBI Bank 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to IDBI Bank's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of IDBI Bank.
0.00
05/06/2025
No Change 0.00
0.0
In 2 months and 1 day
07/05/2025
0.00
If you would invest 0.00 in IDBI Bank on May 6, 2025 and sell it all today you would earn a total of 0.00 from holding IDBI Bank Limited or generate 0.0% return on investment in IDBI Bank over 60 days. IDBI Bank is related to or competes with Manaksia Coated, HDFC Life, Motilal Oswal, JM Financial, IDFC First, Abans Financial, and Max Financial. IDBI Bank is entity of India. It is traded as Stock on NSE exchange. More
IDBI Bank Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure IDBI Bank's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess IDBI Bank Limited upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for IDBI Bank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IDBI Bank's standard deviation. In reality, there are many statistical measures that can use IDBI Bank historical prices to predict the future IDBI Bank's volatility.
IDBI Bank appears to be very steady, given 3 months investment horizon. IDBI Bank Limited retains Efficiency (Sharpe Ratio) of 0.23, which attests that the entity had a 0.23 % return per unit of return volatility over the last 3 months. By examining IDBI Bank's technical indicators, you can evaluate if the expected return of 0.55% is justified by implied risk. Please utilize IDBI Bank's Semi Deviation of 1.99, downside deviation of 2.36, and Market Risk Adjusted Performance of 1.62 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, IDBI Bank holds a performance score of 18. The company owns a Beta (Systematic Risk) of 0.26, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IDBI Bank's returns are expected to increase less than the market. However, during the bear market, the loss of holding IDBI Bank is expected to be smaller as well. Please check IDBI Bank's downside deviation, standard deviation, and the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether IDBI Bank's current price history will revert.
Auto-correlation
0.03
Virtually no predictability
IDBI Bank Limited has virtually no predictability. Overlapping area represents the amount of predictability between IDBI Bank time series from 6th of May 2025 to 5th of June 2025 and 5th of June 2025 to 5th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of IDBI Bank Limited price movement. The serial correlation of 0.03 indicates that only 3.0% of current IDBI Bank price fluctuation can be explain by its past prices.
Correlation Coefficient
0.03
Spearman Rank Test
0.32
Residual Average
0.0
Price Variance
21.66
IDBI Bank Limited lagged returns against current returns
Autocorrelation, which is IDBI Bank stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting IDBI Bank's stock expected returns. We can calculate the autocorrelation of IDBI Bank returns to help us make a trade decision. For example, suppose you find that IDBI Bank has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values
Timeline
IDBI Bank regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If IDBI Bank stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IDBI Bank stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IDBI Bank stock over time.
Current vs Lagged Prices
Timeline
IDBI Bank Lagged Returns
When evaluating IDBI Bank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IDBI Bank stock have on its future price. IDBI Bank autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, IDBI Bank autocorrelation shows the relationship between IDBI Bank stock current value and its past values and can show if there is a momentum factor associated with investing in IDBI Bank Limited.
Regressed Prices
Timeline
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
When running IDBI Bank's price analysis, check to measure IDBI 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 IDBI Bank is operating at the current time. Most of IDBI Bank's value examination focuses on studying past and present price action to predict the probability of IDBI 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 IDBI Bank's price. Additionally, you may evaluate how the addition of IDBI Bank to your portfolios can decrease your overall portfolio volatility.