ICICI Pru (India) Alpha and Beta Analysis Overview

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
Symbol
Run Premiums

ICICI Pru Market Premiums

α1.31β0.57
30 days against DJI
Risk Adjusted Performance  

0.14

Jensen Alpha  

0.45

Total Risk Alpha  

0.67

Sortino Ratio  

0.0

Treynor Ratio  

0.40

ICICI Pru Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare ICICI Pru to competition

ICICI Pru Fundamental Vs Peers

FundamentalsICICI PruPeer Average
Net Asset2.76 B1.37 B
Minimum Initial Investment5 K8.09 M
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 Fri, Aug 24, 2018 and Sun, Sep 23, 2018 is 0.0 with a coefficient of variation of 161.04. The daily time series for the period is distributed with a sample standard deviation of 52.58, arithmetic mean of 32.65, and mean deviation of 45.71. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - 101349

ICICI Pru Nifty Investor Sentiment

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