HDFC Amc's market value is the price at which a share of HDFC Amc trades on a public exchange. It measures the collective expectations of HDFC Amc Ltd investors about its performance. HDFC Amc is selling at 1022.81 as of the 9th of August 2025; that is 0.04 percent increase since the beginning of the trading day. The etf's last reported lowest price was 1022.5. With this module, you can estimate the performance of a buy and hold strategy of HDFC Amc Ltd and determine expected loss or profit from investing in HDFC Amc over a given investment horizon. Check out Risk vs Return Analysis to better understand how to build diversified portfolios. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in bureau of economic analysis.
Symbol
HDFC
HDFC Amc '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 HDFC Amc's etf 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 HDFC Amc.
0.00
05/11/2025
No Change 0.00
0.0
In 3 months and 1 day
08/09/2025
0.00
If you would invest 0.00 in HDFC Amc on May 11, 2025 and sell it all today you would earn a total of 0.00 from holding HDFC Amc Ltd or generate 0.0% return on investment in HDFC Amc over 90 days.
HDFC Amc 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 HDFC Amc's etf 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 HDFC Amc Ltd 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 HDFC Amc's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as HDFC Amc's standard deviation. In reality, there are many statistical measures that can use HDFC Amc historical prices to predict the future HDFC Amc's volatility.
Currently, HDFC Amc Ltd is very steady. HDFC Amc holds Efficiency (Sharpe) Ratio of 1.65, which attests that the entity had a 1.65 % return per unit of return volatility over the last 3 months. We have found twenty-two technical indicators for HDFC Amc, which you can use to evaluate the volatility of the entity. Please check out HDFC Amc's Coefficient Of Variation of 60.49, market risk adjusted performance of 3.83, and Risk Adjusted Performance of 0.5831 to validate if the risk estimate we provide is consistent with the expected return of 0.018%. The etf retains a Market Volatility (i.e., Beta) of 0.0021, which attests to not very significant fluctuations relative to the market. As returns on the market increase, HDFC Amc's returns are expected to increase less than the market. However, during the bear market, the loss of holding HDFC Amc is expected to be smaller as well.
Auto-correlation
1.00
Perfect predictability
HDFC Amc Ltd has perfect predictability. Overlapping area represents the amount of predictability between HDFC Amc time series from 11th of May 2025 to 25th of June 2025 and 25th of June 2025 to 9th of August 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 HDFC Amc price movement. The serial correlation of 1.0 indicates that 100.0% of current HDFC Amc price fluctuation can be explain by its past prices.
Correlation Coefficient
1.0
Spearman Rank Test
1.0
Residual Average
0.0
Price Variance
3.13
HDFC Amc lagged returns against current returns
Autocorrelation, which is HDFC Amc etf'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 HDFC Amc's etf expected returns. We can calculate the autocorrelation of HDFC Amc returns to help us make a trade decision. For example, suppose you find that HDFC Amc has exhibited high autocorrelation historically, and you observe that the etf 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
HDFC Amc 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 HDFC Amc etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if HDFC Amc etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in HDFC Amc etf over time.
Current vs Lagged Prices
Timeline
HDFC Amc Lagged Returns
When evaluating HDFC Amc's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of HDFC Amc etf have on its future price. HDFC Amc 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, HDFC Amc autocorrelation shows the relationship between HDFC Amc etf current value and its past values and can show if there is a momentum factor associated with investing in HDFC Amc Ltd.
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.