HDFC Nifty (India) Performance
| HDFCSML250 | 171.38 0.26 0.15% |
The etf retains a Market Volatility (i.e., Beta) of 0.0382, 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.
Risk-Adjusted Performance
Soft
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in HDFC Nifty Smallcap are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. Despite quite persistent basic indicators, HDFC Nifty is not utilizing all of its potentials. The current stock price mess, may contribute to short-term losses for the institutional investors. ...more
HDFC |
HDFC Nifty Relative Risk vs. Return Landscape
If you would invest 16,711 in HDFC Nifty Smallcap on May 25, 2025 and sell it today you would earn a total of 427.00 from holding HDFC Nifty Smallcap or generate 2.56% return on investment over 90 days. HDFC Nifty Smallcap is generating 0.0423% of daily returns and assumes 0.766% volatility on return distribution over the 90 days horizon. Simply put, 6% of etfs are less volatile than HDFC, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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HDFC Nifty Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for HDFC Nifty's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as HDFC Nifty Smallcap, and traders can use it to determine the average amount a HDFC Nifty's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.0553
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | HDFCSML250 |
Estimated Market Risk
| 0.77 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.06 actual daily | 4 96% of assets perform better |
Based on monthly moving average HDFC Nifty is performing at about 4% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of HDFC Nifty by adding it to a well-diversified portfolio.
About HDFC Nifty Performance
By examining HDFC Nifty's fundamental ratios, stakeholders can obtain critical insights into HDFC Nifty's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that HDFC Nifty is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
HDFC Nifty is entity of India. It is traded as Etf on NSE exchange.