ICICI Pru (India) Alpha and Beta Analysis Overview

120210 -- India Fund  

INR 100.68  0.03  0.0298%

This module allows you to check different measures of market premium for ICICI Pru Money Mkt Opt Dir Fr 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

α0.10β0.05
30 days against DJI
Risk Adjusted Performance  

0.14

Jensen Alpha  

0.023913

Total Risk Alpha  

0.034891

Sortino Ratio  

0.0

Treynor Ratio  

0.92

ICICI Pru Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare ICICI Pru to competition

ICICI Pru Fundamental Vs Peers

FundamentalsICICI PruPeer Average
One Year Return6.60 % 2.30 %
Net Asset28.63 B1.37 B
Minimum Initial Investment5008.09 M
Last Dividend Paid0.21.05
Cash Position Weight100.00 % 14.48 %

ICICI Pru Opportunities

ICICI Pru Return and Market Media

The median price of ICICI Pru for the period between Tue, Aug 21, 2018 and Thu, Sep 20, 2018 is 100.74 with a coefficient of variation of 79.28. The daily time series for the period is distributed with a sample standard deviation of 50.84, arithmetic mean of 64.12, and mean deviation of 46.63. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - 120210

ICICI Pru Money Investor Sentiment

Macroaxis portfolio users are unresponsive in their sentiment towards investing in ICICI Pru Money Mkt Opt Dir Fr Div. What is your judgment towards investing in ICICI Pru Money Mkt Opt Dir Fr Div? Are you bullish or bearish?
Bullish
Bearish
50% Bullish
50% Bearish
Skip

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 Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
Search macroaxis.com