ICICI Pru (India) Manager Performance Evaluation

F00000H5Y9 -- India Fund  

INR 19.90  0.003901  0.0196%

The entity retains Market Volatility (i.e. Beta) of 0.0 which attests that the returns on MARKET and ICICI Pru are completely uncorrelated. Although it is extremely important to respect ICICI Pru Life 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 Life technical indicators you can right now evaluate if the expected return of 0.0265% will be sustainable into the future.
Horizon     30 Days    Login   to change

ICICI Pru Life Relative Risk vs. Return Landscape

If you would invest  1,976  in ICICI Pru Life Money Market on January 18, 2019 and sell it today you would earn a total of  13.64  from holding ICICI Pru Life Money Market or generate 0.69% return on investment over 30 days. ICICI Pru Life Money Market is generating 0.0265% of daily returns and assumes 0.0166% volatility on return distribution over the 30 days horizon. Simply put, 0% 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 11.3 times less return on investment than the market. But when comparing it to its historical volatility, the company is 116.0 times less risky than the market. It trades about 1.6 of its potential returns per unit of risk. The DOW is currently generating roughly 0.16 of returns per unit of risk over similar time horizon.

ICICI Pru Current Valuation

Not valued
February 17, 2019
19.90
Market Value
0.00
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0.00
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ICICI Pru is Unknown risk asset. ICICI Pru Life regular Real Value cannot be determined due to lack of data. The prevalent price of ICICI Pru Life is 19.9. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of ICICI Pru Life 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 = 1.5921
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F00000H5Y9
Based on monthly moving average ICICI Pru is performing at about 96% 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 Life Money Market Risk Adjusted Performance Analysis

96

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in ICICI Pru Life Money Market are ranked lower than 96 (%) of all funds and portfolios of funds over the last 30 days.

ICICI Pru Alerts

Equity Alerts and Improvement Suggestions

ICICI Pru Life is not yet fully synchronised with the market data
The fund retains about 68.63% of its assets under management (AUM) in cash

ICICI Pru Performance Indicators

ICICI Pru Life Basic Price Performance Measures

Fifty Two Week Low18.6611
Fifty Two Week High19.8961
Additionally see Investing Opportunities. Please also try Commodity Channel Index module to use commodity channel index to analyze current equity momentum.
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