|Horizon||30 Days Login to change|
ICICI Pru Market Sensitivity
ICICI Pru Corp Technical Analysis
ICICI Pru Projected Return Density Against MarketAssuming 30 trading days horizon, ICICI Pru has beta of 0.079 . This suggests as returns on market go up, ICICI Pru average returns are expected to increase less than the benchmark. However during bear market, the loss on holding ICICI Pru Corp Bond B HY Div will be expected to be much smaller as well. Moreover, ICICI Pru Corp Bond B HY Div has an alpha of 0.1757 implying that it can potentially generate 0.1757% excess return over DOW after adjusting for the inherited market risk (beta).
ICICI Pru Return VolatilityICICI Pru Corp Bond B HY Div accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1967% risk (volatility on return distribution) over the 30 days horizon.