HDFC Nifty (India) Market Value
| HDFCSML250 | 174.09 0.29 0.17% |
| Symbol | HDFC |
Please note, there is a significant difference between HDFC Nifty's value and its price as these two are different measures arrived at by different means. Investors typically determine if HDFC Nifty is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, HDFC Nifty'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.
HDFC Nifty '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 Nifty'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 Nifty.
| 05/02/2025 |
| 07/31/2025 |
If you would invest 0.00 in HDFC Nifty on May 2, 2025 and sell it all today you would earn a total of 0.00 from holding HDFC Nifty Smallcap or generate 0.0% return on investment in HDFC Nifty over 90 days. More
HDFC Nifty 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 Nifty'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 Nifty Smallcap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9659 | |||
| Information Ratio | 0.039 | |||
| Maximum Drawdown | 5.93 | |||
| Value At Risk | (1.28) | |||
| Potential Upside | 1.42 |
HDFC Nifty Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for HDFC Nifty's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as HDFC Nifty's standard deviation. In reality, there are many statistical measures that can use HDFC Nifty historical prices to predict the future HDFC Nifty's volatility.| Risk Adjusted Performance | 0.1578 | |||
| Jensen Alpha | 0.1519 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | 0.039 | |||
| Treynor Ratio | 0.8007 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of HDFC Nifty's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
HDFC Nifty Smallcap Backtested Returns
HDFC Nifty appears to be very steady, given 3 months investment horizon. HDFC Nifty Smallcap holds Efficiency (Sharpe) Ratio of 0.2, which attests that the entity had a 0.2 % return per unit of return volatility over the last 3 months. We have found twenty-nine technical indicators for HDFC Nifty Smallcap, which you can use to evaluate the volatility of the entity. Please utilize HDFC Nifty's Semi Deviation of 0.7527, market risk adjusted performance of 0.8107, and Risk Adjusted Performance of 0.1578 to validate if our risk estimates are consistent with your expectations. The etf retains a Market Volatility (i.e., Beta) of 0.23, which attests to not very significant fluctuations relative to the market. As returns on the market increase, HDFC Nifty's returns are expected to increase less than the market. However, during the bear market, the loss of holding HDFC Nifty is expected to be smaller as well.
Auto-correlation | 0.72 |
Good predictability
HDFC Nifty Smallcap has good predictability. Overlapping area represents the amount of predictability between HDFC Nifty time series from 2nd of May 2025 to 16th of June 2025 and 16th of June 2025 to 31st 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 HDFC Nifty Smallcap price movement. The serial correlation of 0.72 indicates that around 72.0% of current HDFC Nifty price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.72 | |
| Spearman Rank Test | 0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 10.32 |
HDFC Nifty Smallcap lagged returns against current returns
Autocorrelation, which is HDFC Nifty 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 Nifty's etf expected returns. We can calculate the autocorrelation of HDFC Nifty returns to help us make a trade decision. For example, suppose you find that HDFC Nifty 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 Nifty 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 Nifty etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if HDFC Nifty etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in HDFC Nifty etf over time.
Current vs Lagged Prices |
| Timeline |
HDFC Nifty Lagged Returns
When evaluating HDFC Nifty's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of HDFC Nifty etf have on its future price. HDFC Nifty 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 Nifty autocorrelation shows the relationship between HDFC Nifty etf current value and its past values and can show if there is a momentum factor associated with investing in HDFC Nifty Smallcap.
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.Other Information on Investing in HDFC Etf
HDFC Nifty financial ratios help investors to determine whether HDFC Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in HDFC with respect to the benefits of owning HDFC Nifty security.