|Horizon||30 Days Login to change|
ICICI Pru Market Sensitivity
|One Month Beta |Analyze ICICI Pru Corp Demand TrendCheck current 30 days ICICI Pru correlation with market (DOW)|
β = -0.8828
ICICI Pru Corp Technical Analysis
ICICI Pru Projected Return Density Against MarketAssuming 30 trading days horizon, ICICI Pru Corp Bond B HY Div has beta of -0.8828 . This suggests Moreover, ICICI Pru Corp Bond B HY Div has an alpha of 0.3675 implying that it can potentially generate 0.3675% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
ICICI Pru Return VolatilityICICI Pru Corp Bond B HY Div accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.4487% risk (volatility on return distribution) over the 30 days horizon.