ICICI Pru (India) Alpha and Beta Analysis Overview

103313 -- India Fund  

INR 24.49  0.64  2.55%

This module allows you to check different measures of market premium for ICICI Pru Exports and Other Srvs Div 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

α0.61β0.24
30 days against DJI
Risk Adjusted Performance  

0.35

Jensen Alpha  

2.51

Total Risk Alpha  

3.32

Sortino Ratio  

0.0

Treynor Ratio  

2.04

ICICI Pru Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare ICICI Pru to competition

ICICI Pru Fundamental Vs Peers

FundamentalsICICI PruPeer Average
Net Asset11.24 B1.37 B
Minimum Initial Investment5 K8.09 M
Last Dividend Paid2.81.05
Cash Position Weight9.53 % 14.48 %
Equity Positions Weight90.47 % 40.68 %

ICICI Pru Opportunities

ICICI Pru Return and Market Media

The median price of ICICI Pru for the period between Sun, Aug 26, 2018 and Tue, Sep 25, 2018 is 25.13 with a coefficient of variation of 5.39. The daily time series for the period is distributed with a sample standard deviation of 1.4, arithmetic mean of 25.91, and mean deviation of 1.2. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - 103313

ICICI Pru Exports Investor Sentiment

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