ICICI Pru (India) Alpha and Beta Analysis

101349 -- India Fund  

INR 103.65  0.77  0.75%

This module allows you to check different measures of market premium for ICICI Pru Nifty Index as well as systematic risk associated with investing in ICICI Pru over a specified time horizon. Check also Trending Equities.
Horizon     30 Days    Login   to change
Run Premiums

ICICI Pru Market Premiums

α0.00   β0.00
30 days against DJI

ICICI Pru Fundamentals

 Better Than Average     
 Worse Than Average Compare ICICI Pru to competition

ICICI Pru Fundamental Vs Peers

FundamentalsICICI PruPeer Average
Net Asset2.76B1.37B
Minimum Initial Investment5K8.09M
Cash Position Weight3.06% 14.48%
Equity Positions Weight96.94% 40.68%

ICICI Pru Opportunities

ICICI Pru Return and Market Media

The median price of ICICI Pru for the period between Sat, Nov 17, 2018 and Wed, Jan 16, 2019 is 107.71 with a coefficient of variation of 84.53. The daily time series for the period is distributed with a sample standard deviation of 54.82, arithmetic mean of 64.85, and mean deviation of 51.88. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  

Current Sentiment - 101349

ICICI Pru Nifty Investor Sentiment

Macroaxis portfolio users are unresponsive in their sentiment towards investing in ICICI Pru Nifty Index. What is your judgment towards investing in ICICI Pru Nifty Index? Are you bullish or bearish?
50% Bullish
50% Bearish

Build Diversified Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Check also Trending Equities. Please also try Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
Search macroaxis.com