HDFC Mutual Competition

Etfs . India . 
Etf . HDFC Mutual Fund
HDFCSENETF   700.42  0.00  0.00%   
  
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Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of HDFC Mutual'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 Mutual Competition Correlation Matrix

Typically, diversification allows investors to combine positions across different asset classes to reduce overall portfolio risk. Correlation between HDFC Mutual and its competitors represents the degree of relationship between the price movements of corresponding etfs. A correlation of about +1.0 implies that the price of HDFC and its corresponding peer move in tandem. A correlation of -1.0 means that prices move in opposite directions. A correlation of close to zero suggests that the price movements of assets are uncorrelated; in other words, the historical price movement of HDFC Mutual Fund does not affect the price movement of the other competitor.
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High positive correlations   
JPM
+ 0.81
CRM
XOM
+ 0.73
META
CRM
+ 0.71
META
CRM
+ 0.71
T
XOM
+ 0.68
CRM
MRK
+ 0.63
A
  
High negative correlations   
MRK
- 0.92
CRM
MRK
- 0.82
JPM
MRK
- 0.75
T
JPM
- 0.65
A
MRK
- 0.57
META
XOM
- 0.56
MRK

HDFC Mutual Competition Risk-Adjusted Indicators

There is a big difference between HDFC Etf performing well and HDFC Mutual ETF doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze HDFC Mutual's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.
Mean DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
META  1.05  0.01 (0.01) 0.12  1.40 
(1.14)
 2.62 
(3.15)
 8.02 
MSFT  0.90 (0.11) 0.00 (0.05) 0.00 
 0.00 
 2.09 
(2.02)
 8.19 
UBER  1.56 (0.16) 0.00 (0.06) 0.00 
 0.00 
 2.53 
(2.44)
 20.10 
F  1.39 (0.12)(0.03) 0.02  2.20 
(1.34)
 2.53 
(2.90)
 11.72 
T  0.92  0.26  0.15  57.17  0.86 
(1.04)
 2.56 
(1.72)
 6.47 
A  1.12 (0.13) 0.00 (0.16) 0.00 
 0.00 
 2.29 
(2.42)
 9.02 
CRM  1.28  0.27  0.23  0.33  0.92 
(1.51)
 3.18 
(1.91)
 9.09 
JPM  1.11  0.03  0.07  0.12  1.44 
(1.15)
 2.05 
(2.00)
 15.87 
MRK  0.85 (0.24) 0.00 (1.03) 0.00 
 0.00 
 1.73 
(2.13)
 4.89 
XOM  1.04  0.06  0.01  0.20  1.20 
(1.10)
 2.14 
(2.09)
 5.78 
All Fundamental Data

HDFC Mutual Competitive Analysis

The better you understand HDFC Mutual competitors, the better chance you have of utilizing it as a position in your portfolios. From an individual investor's perspective, HDFC Mutual's competitive analysis can cover a whole range of metrics. Some of these will be more critical depending on who you are as an investor and how you react to market volatility. However, if you are locking your investment sandscape to a long-term horizon, comparing the fundamental indicator across HDFC Mutual's competition over several years is one of the best ways to analyze its investment potential.
    
 Better Than Average     
    
 Worse Than Peers    View Performance Chart
HDFCSENETF KINGFA INDOAMIN RICOAUTO GATECHDVR COSMOFIRST DELTAMAGNT EIDPARRY LAKPRE TBZ
 0.00 
 700.42 
HDFC
 1.47 
 2,836 
Kingfa
 4.53 
 164.01 
Indo
 2.54 
 84.05 
Rico
 1.12 
 0.90 
GACM
 1.87 
 727.80 
COSMO
 3.25 
 94.15 
Delta
 0.41 
 825.65 
EID
 3.20 
 5.45 
Lakshmi
 2.43 
 228.45 
Tribhovandas
Market Volatility
(90 Days Market Risk)
Very steady
Very steady
Very steady
Out of control
Out of control
Very steady
Very steady
Very steady
Slightly risky
Very steady
Market Performance
(90 Days Performance)
Very Weak
Very Weak
Weak
Very Weak
Very Weak
Very Weak
Weak
Weak
Modest
Modest
Odds of Financial Distress
(Probability Of Bankruptcy)
Unknown
Very Small
Low
Below Average
Very High
Low
Below Average
Very Small
Quite High
Very Low
Current Valuation
(Equity Enterprise Value)
Fairly Valued
Over Valued
Over Valued
Under Valued
Under Valued
Over Valued
Over Valued
Over Valued
Over Valued
Over Valued
Buy or Sell Advice
(Average Analysts Consensus)
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Trade Advice
(90 Days Macroaxis Advice)
Strong Buy
Strong Buy
Buy
Not Rated
Not Rated
Strong Hold
Strong Hold
Hold
Cautious Hold
Cautious Hold
Net Asset
9.94 B
6.33 B
18.95 B
123.46 M
35.28 B
951.58 M
214.93 B
N/A
14.59 B
Profit Margin
0.0822
0.0518
0.0174
0.19
0.0303
-0.13
0.0303
-0.15
0.0259
EBITDA
1.88 B
955.58 M
2.34 B
N/A
2.5 B
(12.5 M)
29.17 B
38.06 M
1.52 B
Operating Margin
0.12
0.0881
0.0385
0.24
0.0632
-0.0911
0.0543
0.0882
0.059
Current Valuation
35.07 B
14.5 B
18.59 B
925.02 M
26.29 B
1.35 B
122.1 B
51.32 M
21.75 B
Price To Book
5.34
4.15
1.62
12.43
1.32
4.75
1.97
0.16
2.53
Retained Earnings
3.15 B
1.95 B
4.36 B
(637.16 M)
12.21 B
(233.8 M)
61.97 B
N/A
3.67 B
Beta
0.98
0.89
1.0
0.21
0.6
0.41
0.63
-0.12
1.06
Number Of Employees
257
557
2.4 K
5
1.24 K
378
2.32 K
N/A
997
Shares Outstanding
12.11 M
70.7 M
135.28 M
118.22 M
25.97 M
10.85 M
177.57 M
10.94 M
66.73 M
Cash Flow From Operations
161.02 M
696.71 M
2.47 B
3.55 M
2.45 B
16.08 M
19.72 B
301.83 M
396.89 M
Annual Yield
0.0035
0.0028
0.007
N/A
0.0039
N/A
N/A
N/A
0.0072
Total Debt
325.46 M
2.17 B
6.88 B
190.4 M
10.48 B
398.56 M
17.4 B
N/A
6.14 B
Return On Equity
0.23
0.18
0.0549
N/A
0.047
-0.32
0.16
-0.86
0.0937
Return On Asset
0.11
0.0816
0.0316
N/A
0.0176
-0.0358
0.0681
-3.0E-4
0.0493
Book Value Per Share
538.95
37.25
52.75
0.18
513.34
24.75
398.12
23.6
90.14
Total Asset
9.94 B
6.33 B
18.95 B
123.46 M
35.28 B
951.58 M
214.93 B
N/A
14.59 B
Target Price
37.0
N/A
N/A
N/A
N/A
N/A
949.0
N/A
120.0
Shares Owned By Institutions
0.007
N/A
1.3
N/A
2.04
N/A
20.94
N/A
0.24
Market Capitalization
34.96 B
11.66 B
11.39 B
839.38 M
19.26 B
1.03 B
146.61 B
59.63 M
15.24 B
Price To Sales
2.11
1.21
0.52
12.69
0.74
1.24
0.5
0.0231
0.66
Net Income
1.23 B
580.58 M
383.4 M
(11.77 M)
621.9 M
(103.71 M)
9 B
(409.31 M)
544.27 M
Earnings Per Share
110.82
7.3
2.85
0.03
39.3
-10.31
41.36
-53.43
9.46
Shares Owned By Insiders
86.38
78.65
51.36
N/A
49.0
73.6
48.11
71.93
78.66
Revenue
14.87 B
9.44 B
21.6 B
103.86 M
25.87 B
835.74 M
294.13 B
2.59 B
22.99 B
Working Capital
3.23 B
2.1 B
(986.6 M)
29.7 M
2.18 B
(147.99 M)
58.61 B
N/A
5.11 B
Cash And Equivalents
N/A
N/A
N/A
N/A
N/A
5.26 M
13.08 B
N/A
375.76 M
Gross Profit
2.83 B
2.83 B
6.61 B
N/A
10.63 B
499.32 M
73.32 B
1.4 B
2.84 B
Day Typical Price
700.42
2833.87
166.3
84.68
0.91
732.03
93.05
818.45
5.56
229.72
Accumulation Distribution
N/A
0.0373
0.0505
0.0347
0.043
0.0259
0.0525
0.0362
0.0949
0.0454
Market Facilitation Index
N/A
107.55
8.68
3.0
0.04
19.3
4.99
30.0
0.56
10.7
Daily Balance Of Power
0.0
(0.39)
(0.90)
(0.73)
0.25
(0.72)
0.5932
0.1133
(0.32)
(0.53)
Period Momentum Indicator
N/A
(42.40)
(7.78)
(2.19)
0.01
(13.85)
2.96
3.4
(0.18)
(5.70)
Rate Of Daily Change
1.0
0.99
0.95
0.97
1.01
0.98
1.03
1.0
0.97
0.98
Day Median Price
700.42
2832.73
167.44
85.0
0.91
734.15
92.51
814.85
5.62
230.35
Price Action Indicator
N/A
(17.77)
(7.32)
(2.05)
(0.01)
(13.28)
3.13
12.5
(0.26)
(4.75)
Relative Strength Index
N/A
39.02
45.46
31.68
31.45
43.12
51.98
52.86
37.03
44.84
Coefficient Of Variation
N/A
(687.71)
7260.3
(434.62)
(332.58)
(699.63)
2083.11
3299.52
2177.67
1039.1
Mean Deviation
N/A
1.7
3.03
1.69
3.09
1.78
2.23
1.5
1.52
3.47
Jensen Alpha
N/A
(0.35)
(0.03)
(0.55)
(1.06)
(0.37)
0.1275
0.0576
0.175
0.5339
Total Risk Alpha
N/A
(0.62)
(0.47)
(0.82)
(1.55)
(0.69)
(0.28)
(0.22)
(0.24)
(0.18)
Sortino Ratio
N/A
N/A
(0.01)
N/A
N/A
N/A
0.0218
(0.02)
0.0028
0.0968
Downside Variance
N/A
N/A
13.86
N/A
N/A
N/A
5.31
4.48
37.33
14.98
Standard Deviation
N/A
2.21
3.97
2.24
3.56
2.48
3.33
2.08
2.76
5.03
Kurtosis
N/A
0.1294
0.4865
0.7906
(1.27)
1.63
5.4
2.02
2.41
3.71
Potential Upside
N/A
3.6
6.24
3.21
4.08
3.02
5.34
3.18
4.92
10.0
Treynor Ratio
N/A
(1.64)
0.0612
(2.21)
6.32
(56.13)
0.6697
(1.16)
(0.20)
(0.79)
Maximum Drawdown
N/A
9.31
21.64
11.81
12.29
13.96
19.73
9.18
14.85
27.64
Variance
N/A
4.87
15.78
5.01
12.68
6.16
11.07
4.33
7.62
25.32
Market Risk Adjusted Performance
N/A
(1.63)
0.0712
(2.20)
6.33
(56.12)
0.6797
(1.15)
(0.19)
(0.78)
Risk Adjusted Performance
N/A
(0.10)
0.0186
(0.17)
(0.22)
(0.10)
0.0443
0.0295
0.0423
0.0819
Skewness
N/A
0.3759
0.1449
0.1402
0.1171
(0.31)
1.83
0.118
(0.66)
1.47
Semi Deviation
N/A
N/A
3.5
N/A
N/A
N/A
2.09
1.97
2.19
3.41
Information Ratio
N/A
(0.20)
(0.01)
(0.28)
(0.33)
(0.19)
0.0151
(0.02)
0.0063
0.0745
Value At Risk
N/A
(3.69)
(5.25)
(4.52)
(5.56)
(3.92)
(3.72)
(3.46)
(5.11)
(5.61)
Expected Short fall
N/A
N/A
(3.73)
N/A
N/A
N/A
(2.98)
(1.56)
(4.32)
(4.05)
Downside Deviation
N/A
N/A
3.72
N/A
N/A
N/A
2.3
2.12
6.11
3.87
Semi Variance
N/A
N/A
12.27
N/A
N/A
N/A
4.39
3.89
4.8
11.66

HDFC Mutual Competition Performance Charts

Five steps to successful analysis of HDFC Mutual Competition

HDFC Mutual's competitive analysis is the process of researching and evaluating its competitive landscape. It provides an understanding of the strengths, weaknesses, opportunities, and threats (SWOT) faced by HDFC Mutual Fund in relation to its competition. HDFC Mutual's competition analysis typically involves several steps, including:
  • Identifying the key players in the market: This involves identifying the major competitors of HDFC Mutual in the market, both direct and indirect, as well as new entrants and disruptive technologies.
  • Assessing the strengths and weaknesses of each competitor: This involves evaluating each competitor's strengths and weaknesses in areas such as product offerings, market share, brand recognition, financial performance, and distribution channels.
  • Understanding the competitive environment: This involves evaluating the regulatory environment, economic conditions, and other factors that may impact HDFC Mutual's competitive landscape.
  • Identifying opportunities and threats: This involves using the information gathered during the analysis to identify opportunities and threats to HDFC Mutual Fund, and developing a strategy to address them.
  • Evaluating the competitive landscape: This involves understanding the competitive dynamics of the market, such as pricing, marketing, and distribution strategies, as well as analyzing the competitive advantage of each competitor.
Competitive analysis is an essential tool for businesses to stay ahead of the competition and can be used to inform decision-making and strategy development. By understanding the competitive landscape and staying informed about the activities of competitors, a company can make more informed decisions and improve its overall performance.

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