NSE

HDFC Bank Limited

HDFCBANK.NS

₹795.70

+23.25+3.01%

Day High

₹802.95

Day Low

₹786.20

52W High

₹1,020.50

52W Low

₹726.65

Volume

1.77Cr

Prev Close

₹772.45

Currency

INR

Last update

18/06/26, 6:29 am

Composite signal

HOLD

Score-5/100

Price above 20-day SMA (short-term uptrend)
20-day SMA below 50-day SMA (bearish regime)
Trading below 200-day SMA (long-term bear trend)
RSI 63.8: bullish momentum
MACD above signal line (bullish)

Price · Moving averages · Bollinger bands

RSI (14)

MACD (12, 26, 9)

Descriptive statistics (1Y)

Annualized return: -17.81%
Annualized volatility: 19.60%
Sharpe ratio (rf 6%): -1.21
Max drawdown: -27.78%
Best day: 5.71%
Worst day: -5.32%
Skewness: 0.11
Excess kurtosis: 3.49
Value-at-Risk 95% (1d): 1.91%
Conditional VaR 95%: 2.80%
Up/Down days: 110 / 136

Daily return distribution (%)

Linear regression forecast (30d)

30d target

₹750.41

Trend

-5.69%

R²

0.088

OLS regression on last 60 trading days; shaded band shows 95% prediction interval.

Monte Carlo simulation · 1,000 paths · 30d

Expected

₹779.42

Median

₹778.04

5% – 95%

₹694 – ₹866

P(gain)

36.1%

Geometric Brownian Motion using historical drift & volatility. Probability of finishing above today's close after 30 trading days: 36.1%.

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