ICICI Pru (India) Manager Performance Evaluation

F000000CBY -- India Fund  

INR 13.61  0.0011  0.0081%

The entity retains Market Volatility (i.e. Beta) of 0.0045 which attests that 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. Although it is extremely important to respect ICICI Pru Equity current price history, it is better to be realistic regarding the information on equity current price movements. The approach towards determining future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By inspecting ICICI Pru Equity technical indicators you can right now evaluate if the expected return of 0.0151% will be sustainable into the future.
Horizon     30 Days    Login   to change

ICICI Pru Equity Relative Risk vs. Return Landscape

If you would invest  1,352  in ICICI Pru Equity Arbitrage Div on January 20, 2019 and sell it today you would earn a total of  8.76  from holding ICICI Pru Equity Arbitrage Div or generate 0.65% return on investment over 30 days. ICICI Pru Equity Arbitrage Div is generating 0.0151% of daily returns and assumes 0.1587% volatility on return distribution over the 30 days horizon. Simply put, 1% of equities are less volatile than ICICI Pru and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming 30 trading days horizon, ICICI Pru is expected to generate 28.16 times less return on investment than the market. But when comparing it to its historical volatility, the company is 12.0 times less risky than the market. It trades about 0.1 of its potential returns per unit of risk. The DOW is currently generating roughly 0.22 of returns per unit of risk over similar time horizon.

ICICI Pru Current Valuation

Fairly Valued
February 19, 2019
13.61
Market Value
13.61
Real Value
Target Odds
Odds Odds
14.09
Upside
ICICI Pru is not too risky asset. ICICI Pru Equity retains regular Real Value of 13.61 per share. The prevalent price of the fund is 13.61. At this time the entity appears to be fairly valued. We determine the value of ICICI Pru Equity from inspecting fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we encourage to acquire undervalued assets and to sell overvalued assets since in the future stocks prices and their ongoing real values will come together.

ICICI Pru Market Risk Analysis

Sharpe Ratio = 0.0954
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CashSmall
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ICICI Pru Relative Performance Indicators

Estimated Market Risk
 0.16
  actual daily
 
 1 %
of total potential
 
1
Expected Return
 0.02
  actual daily
 
 0 %
of total potential
 
0
Risk-Adjusted Return
 0.1
  actual daily
 
 6 %
of total potential
 
6
Based on monthly moving average ICICI Pru is performing at about 6% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of ICICI Pru by adding it to a well-diversified portfolio.

ICICI Pru Performance Rating

ICICI Pru Equity Arbitrage Div Risk Adjusted Performance Analysis

6

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in ICICI Pru Equity Arbitrage Div are ranked lower than 6 (%) of all funds and portfolios of funds over the last 30 days.

ICICI Pru Alerts

Equity Alerts and Improvement Suggestions

The fund retains about 58.44% of its assets under management (AUM) in cash

ICICI Pru Performance Indicators

ICICI Pru Equity Basic Price Performance Measures

Fifty Two Week Low13.5801
Fifty Two Week High13.7998
Annual Report Expense Ratio1.04%
Additionally see Investing Opportunities. Please also try Price Transformation module to use price transformation models to analyze depth of different equity instruments across global markets.
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