ICICI Pru (India) Risk Analysis And Volatility Evaluation

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

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ICICI Pru Projected Return Density Against Market

Assuming 30 trading days horizon, ICICI Pru has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and ICICI Pru are completely uncorrelated. Furthermore, ICICI Pru Regular Income Dir Mn DivIt does not look like ICICI Pru alpha can have any bearing on the equity current valuation.
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.00

ICICI Pru Return Volatility

ICICI Pru Regular Income Dir Mn Div accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1692% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

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Investment Outlook

ICICI Pru Investment Opportunity

DOW has a standard deviation of returns of 1.17 and is 9.223372036854776E16 times more volatile than ICICI Pru Regular Income Dir Mn 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 Regular Income Dir Mn Div is lower than 0 (%) of all global equities and portfolios over the last 30 days.

ICICI Pru Volatility Indicators

ICICI Pru Regular Income Dir Mn Div Current Risk Indicators

Additionally see Investing Opportunities. Please also try Price Ceiling Movement module to calculate and plot price ceiling movement for different equity instruments.
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