ICICI Pru (India) Risk Analysis And Volatility |
| 120210 -- India Fund | INR 100.66 0.02 0.0199% |
Our approach towards determining volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for ICICI Pru Money which you can use to evaluate future volatility of the entity. Please check out ICICI Pru to validate if risk estimate we provide are consistent with the epected return of 0.0%.
| Horizon | 30 Days Login to change |
ICICI Pru Market Sensitivity
| As returns on market increase, ICICI Pru returns are expected to increase less than the market. However during bear market, the loss on holding ICICI Pru will be expected to be smaller as well. 2 Months Beta |Analyze ICICI Pru Money Demand TrendCheck current 30 days ICICI Pru correlation with market (DOW) β = 0.0024 | ICICI Pru Central Daily Price Deviation |
ICICI Pru Money Technical Analysis
Transformation |
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ICICI Pru Projected Return Density Against Market
Assuming 30 trading days horizon, ICICI Pru has beta of 0.0024 . 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 Money Mkt Opt Dir Fr Div will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. ICICI Pru Money is significantly underperforming DOW.α | Alpha over DOW | = | 0.01 | |
β | Beta against DOW | = | 0.0024 | |
σ | Overall volatility | = | 0.00 | |
Ir | Information ratio | = | 0.38 |
ICICI Pru Return Volatility
the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9131% risk (volatility on return distribution) over the 30 days horizon.Market Risk Breakdown
ICICI Pru Volatility Factors
Investment Outlook
ICICI Pru Investment Opportunity
DOW has a standard deviation of returns of 1.91 and is 9.223372036854776E16 times more volatile than ICICI Pru Money Mkt Opt Dir Fr Div. 0% of all equities and portfolios are less risky than ICICI Pru. Compared to the overall equity markets, volatility of historical daily returns of ICICI Pru Money Mkt Opt Dir Fr Div is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use ICICI Pru Money Mkt Opt Dir Fr Div to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of ICICI Pru to be traded at 105.69 in 30 days. . As returns on market increase, ICICI Pru returns are expected to increase less than the market. However during bear market, the loss on holding ICICI Pru will be expected to be smaller as well. 
ICICI Pru correlation with market
Significant diversificationOverlapping area represents the amount of risk that can be diversified away by holding ICICI Pru Money Mkt Opt Dir Fr and equity matching DJI index in the same portfolio.
ICICI Pru Volatility Indicators
ICICI Pru Money Mkt Opt Dir Fr Div Current Risk Indicators
| Risk Adjusted Performance | (0.07) | ||
| Market Risk Adjusted Performance | (4.07) | ||
| Mean Deviation | 0.1192 | ||
| Coefficient Of Variation | 99254.05 | ||
| Standard Deviation | 0.2142 | ||
| Variance | 0.0459 | ||
| Information Ratio | (0.38) |
ICICI Pru Pair Correlation
ICICI Pru Suggested Diversification Pairs
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