ICICI Pru (India) Risk Analysis And Volatility

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 Regular 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 Regular Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

ICICI Pru Projected Return Density Against Market

Assuming 30 trading days horizon, ICICI Pru has beta of 0.0 . This suggests the returns on DOW and ICICI Pru do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of ICICI Pru is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of ICICI Pru Regular Savings Dir Bns is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.7
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

ICICI Pru Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6518% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

ICICI Pru Investment Opportunity

DOW has a standard deviation of returns of 0.65 and is 9.223372036854776E16 times more volatile than ICICI Pru Regular Savings Dir Bns. 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 Regular Savings Dir Bns is lower than 0 (%) of all global equities and portfolios over the last 30 days.

ICICI Pru Current Risk Indicators

ICICI Pru Suggested Diversification Pairs

See also Trending Equities. Please also try Portfolio Manager module to state of the art portfolio manager to monitor and improve performance of your invested capital.
Search macroaxis.com