ICICI Pru (India) Alpha and Beta Analysis Overview

130944 -- India Fund  

INR 14.23  0.00  0.00%

This module allows you to check different measures of market premium for ICICI Pru Regular Savings Dir Bns 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  

0.1025

Jensen Alpha  

0.0452

Total Risk Alpha  

0.029601

Sortino Ratio  

0.0

Treynor Ratio  

0.77

ICICI Pru Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare ICICI Pru to competition

ICICI Pru Fundamental Vs Peers

FundamentalsICICI PruPeer Average
Minimum Initial Investment5 K8.09 M
Cash Position Weight15.83 % 14.48 %
Bond Positions Weight84.17 % 14.72 %

ICICI Pru Opportunities

ICICI Pru Return and Market Media

The median price of ICICI Pru for the period between Wed, Aug 22, 2018 and Fri, Sep 21, 2018 is 0.0 with a coefficient of variation of 207.02. The daily time series for the period is distributed with a sample standard deviation of 5.86, arithmetic mean of 2.83, and mean deviation of 4.53. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - 130944

ICICI Pru Regular Investor Sentiment

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