Our approach towards determining volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for ICICI PRUDENTIAL SENSEX which you can use to evaluate future volatility of the entity. Please check out ICICI PRUDENTIAL Downside Deviation of 2.26 and Semi Deviation of 1.94 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
ICICI PRUDENTIAL Market Sensitivity
|As returns on market increase, returns on owning ICICI PRUDENTIAL are expected to decrease at a much smaller rate. During bear market, ICICI PRUDENTIAL is likely to outperform the market. 2 Months Beta |Analyze ICICI PRUDENTIAL SENSEX Demand TrendCheck current 30 days ICICI PRUDENTIAL correlation with market (DOW)|
β = -0.055
ICICI PRUDENTIAL Central Daily Price Deviation
ICICI PRUDENTIAL SENSEX Technical Analysis
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ICICI PRUDENTIAL Projected Return Density Against MarketAssuming 30 trading days horizon, ICICI PRUDENTIAL SENSEX iWIN E has beta of -0.055 . This entails as returns on benchmark increase, returns on holding ICICI PRUDENTIAL are expected to decrease at a much smaller rate. During bear market, however, ICICI PRUDENTIAL SENSEX iWIN E is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. ICICI PRUDENTIAL SENSEX is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.0038|
|Beta against DOW||=||0.06|
ICICI PRUDENTIAL Return Volatilitythe entity accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9504% risk (volatility on return distribution) over the 30 days horizon.