ICICI Pru (India) Alpha and Beta Analysis Overview

F00000PH29 -- India Fund  

INR 10.31  0.00  0.00%

This module allows you to check different measures of market premium for ICICI Pru Banking PSU Debt Dir Wk Dv as well as systematic risk associated with investing in ICICI Pru over a specified time horizon. Additionally see Investing Opportunities.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

ICICI Pru Market Premiums

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

0.0665

Jensen Alpha  

0.0052

Total Risk Alpha  

0.002447

Sortino Ratio  

0.0

Treynor Ratio  

0.5506

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
Last Dividend Paid0.011.05
Cash Position Weight15.21 % 14.48 %
Bond Positions Weight84.79 % 14.72 %

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 10.39 with a coefficient of variation of 77.46. The daily time series for the period is distributed with a sample standard deviation of 5.36, arithmetic mean of 6.93, and mean deviation of 4.62. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000PH29

ICICI Pru Banking Investor Sentiment

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