ICICI BANK (India) Performance

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.

Risk-Adjusted Performance

Over the last 30 days ICICI BANK LIMITED has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, ICICI BANK is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short term losses for the investors.
Horizon     30 Days    Login   to change

ICICI BANK LIMITED Relative Risk vs. Return Landscape

If you would invest  0.00  in ICICI BANK LIMITED on May 19, 2019 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 and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
 Daily Expected Return (%) 
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ICICI BANK Market Risk Analysis

Sharpe Ratio = 0.0
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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 portfolio.


Equity Alerts and Improvement Suggestions

ICICI BANK LIMITED is not yet fully synchronised with the market data
ICICI BANK LIMITED has some characteristics of a very speculative penny stock
Please also check Risk vs Return Analysis. Please also try Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
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