Hdfc Bank Limited Stock Alpha and Beta Analysis
| HDB Stock | USD 36.24 0.26 0.71% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as HDFC Bank Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in HDFC Bank over a specified time horizon. Remember, high HDFC Bank'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 Bank's market risk premium analysis include:
Beta 0.0759 | Alpha (0.08) | Risk 1.08 | Sharpe Ratio (0.05) | Expected Return (0.05) |
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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.
Check out HDFC Bank Backtesting, HDFC Bank Valuation, HDFC Bank Correlation, HDFC Bank Hype Analysis, HDFC Bank Volatility, HDFC Bank History and analyze HDFC Bank Performance. HDFC Bank Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. HDFC Bank market risk premium is the additional return an investor will receive from holding HDFC Bank 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 Bank. 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 Bank's performance over market.| α | -0.08 | β | 0.08 |
HDFC Bank 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 Bank's Buy-and-hold return. Our buy-and-hold chart shows how HDFC Bank performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.HDFC Bank Market Price Analysis
Market price analysis indicators help investors to evaluate how HDFC Bank 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 Bank shares will generate the highest return on investment. By understating and applying HDFC Bank stock market price indicators, traders can identify HDFC Bank position entry and exit signals to maximize returns.
HDFC Bank Return and Market Media
The median price of HDFC Bank for the period between Wed, Aug 6, 2025 and Tue, Nov 4, 2025 is 35.97 with a coefficient of variation of 3.14. The daily time series for the period is distributed with a sample standard deviation of 1.13, arithmetic mean of 35.91, and mean deviation of 1.0. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| HDFC Bank dividend paid on 20th of August 2025 | 08/20/2025 |
1 | HDFC Bank Limited HDB Position Increased by Diversified Trust Co - MarketBeat | 09/22/2025 |
2 | Over S619,000 in outstanding fines recovered from 241 foreign motorists in three-day operation | 10/17/2025 |
3 | HDFC Bank vs ICICI Bank vs IDFC First Bank vs Yes Bank Which bank stock to buy after Q2 results 2025 | 10/20/2025 |
4 | Atria Wealth Solutions Inc. Cuts Stock Holdings in HDFC Bank Limited HDB | 10/21/2025 |
5 | AI startup UnifyApps raises 50 million, taps Sprinklr founder as co-CEO | 10/22/2025 |
6 | DekaBank Deutsche Girozentrale Cuts Position in HDFC Bank Limited HDB | 10/23/2025 |
7 | Sensex, Nifty snap 6-day winning run amid losses in banks 10 key highlights from Indian stock market today | 10/24/2025 |
8 | Motley Fool Wealth Management LLC Sells 14,840 Shares of HDFC Bank Limited HDB | 10/28/2025 |
9 | HDFC Bank Limited HDB Holdings Raised by Envestnet Asset Management Inc. - MarketBeat | 10/30/2025 |
10 | LIC portfolio SBI, HDFC Bank to HCL Tech Insurance behemoth raises stake in 76 stocks, adds 13 new shares | 11/04/2025 |
About HDFC Bank 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 Bank Limited 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.
| 2022 | 2023 | 2024 | 2025 (projected) | Dividend Yield | 0.009644 | 0.00832 | 0.011 | 0.00612 | Price To Sales Ratio | 7.93 | 4.55 | 2.86 | 2.72 |
HDFC Bank Upcoming Company Events
As portrayed in its financial statements, the presentation of HDFC Bank's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, HDFC Bank's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of HDFC Bank's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of HDFC Bank. Please utilize our Beneish M Score to check the likelihood of HDFC Bank's management manipulating its earnings.
| 15th of April 2024 Upcoming Quarterly Report | View | |
| 15th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 15th of April 2024 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of March 2023 Last Financial Announcement | View |
Build Portfolio with HDFC Bank
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Align your risk with return expectations
Check out HDFC Bank Backtesting, HDFC Bank Valuation, HDFC Bank Correlation, HDFC Bank Hype Analysis, HDFC Bank Volatility, HDFC Bank History and analyze HDFC Bank Performance. You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.
HDFC Bank technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.