|Horizon||30 Days Login to change|
ICICI Pru Market Sensitivity
ICICI Pru Money Technical Analysis
ICICI Pru Projected Return Density Against MarketAssuming 30 trading days horizon, ICICI Pru Money Mkt Opt Dir Fr Div has beta of -0.0134 . This suggests as returns on benchmark increase, returns on holding ICICI Pru are expected to decrease at a much smaller rate. During bear market, however, ICICI Pru Money Mkt Opt Dir Fr Div is likely to outperform the market. Additionally, ICICI Pru Money Mkt Opt Dir Fr Div has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
ICICI Pru Return VolatilityICICI Pru Money Mkt Opt Dir Fr Div accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1939% risk (volatility on return distribution) over the 30 days horizon.