ICICI Pru (India) Alpha and Beta Analysis Overview

102060 -- India Fund  

INR 34.96  0.13  0.37%

This module allows you to check different measures of market premium for ICICI Pru Gilt Investment PF Gr 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

α0.00β0.00
30 days against DJI
Risk Adjusted Performance  

0.15

Jensen Alpha  

0.11

Total Risk Alpha  

0.17

Sortino Ratio  

0.0

Treynor Ratio  

377.65

ICICI Pru Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare ICICI Pru to competition

ICICI Pru Fundamental Vs Peers

FundamentalsICICI PruPeer Average
One Year Return3.63 % 2.30 %
Three Year Return6.26 % 3.97 %
Five Year Return11.58 % 1.27 %
Ten Year Return8.26 % 1.17 %
Net Asset840.76 M1.37 B
Minimum Initial Investment5 K8.09 M
Cash Position Weight15.60 % 14.48 %

ICICI Pru Opportunities

ICICI Pru Return and Market Media

The median price of ICICI Pru for the period between Sun, Aug 19, 2018 and Tue, Sep 18, 2018 is 34.96 with a coefficient of variation of 82.81. The daily time series for the period is distributed with a sample standard deviation of 18.12, arithmetic mean of 21.88, and mean deviation of 16.41. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - 102060

ICICI Pru Gilt Investor Sentiment

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