ICICI BANK has performance score of 0 on a scale of 0 to 100. The corporation retains Market Volatility (i.e. Beta) of 0.0 which attests that the returns on MARKET and ICICI BANK are completely uncorrelated. Although it is extremely important to respect ICICI BANK LIMITED
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 stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators
. By inspecting ICICI BANK LIMITED technical indicators
you can right now evaluate if the expected return of 0.0% will be sustainable into the future. ICICI BANK LIMITED
at this time retains a risk of 0.0%. Please check out ICICI BANK Variance
and the relationship
between Treynor Ratio
and Expected Short fall
to decide if ICICI BANK will be following its current trending patterns.
ICICI BANK LIMITED Relative Risk vs. Return Landscape
If you would invest 0.00
in ICICI BANK LIMITED on October 15, 2018
and sell it today you would earn a total of 0.00
from holding ICICI BANK LIMITED or generate 0.0%
return on investment over 30
days. ICICI BANK LIMITED is generating negative expected returns and assumes 0.0% volatility on return distribution over the 30 days horizon. Simply put, 0% of equities are less volatile than ICICI BANK LIMITED and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
Daily Expected Return (%)
ICICI BANK Market Risk Analysis
Sharpe Ratio = 0.0
Based on monthly moving average ICICI BANK is performing at about 0% 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 BANK
by adding it to a well-diversified
Over the last 30 days ICICI BANK LIMITED has generated negative risk-adjusted returns adding no value to investors with long positions.
|ICICI BANK LIMITED is not yet fully synchronised with the market data|
|ICICI BANK LIMITED has some characteristics of a very speculative penny stock|