|Horizon||30 Days Login to change|
ICICI Pru Market Sensitivity
ICICI Pru US Technical Analysis
ICICI Pru Projected Return Density Against MarketAssuming 30 trading days horizon, ICICI Pru US Bluechip Equity Div has beta of -0.335 suggesting 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 US Bluechip Equity Div is likely to outperform the market. In addition to that, ICICI Pru US Bluechip Equity Div has an alpha of 1.2614 implying that it can potentially generate 1.2614% excess return over DOW after adjusting for the inherited market risk (beta).
ICICI Pru Return VolatilityICICI Pru US Bluechip Equity Div accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.225% risk (volatility on return distribution) over the 30 days horizon.