ICICI Prudential (India) Probability of Future Fund Price Finishing Over 19.91

0P0000ZLWY
  

INR 19.91  0.05  0.25%   

ICICI Prudential's future price is the expected price of ICICI Prudential instrument. It is based on its current growth rate as well as the projected cash flow expected by the investors. This tool provides a mechanism to make assumptions about the upside potential and downside risk of ICICI Prudential All performance during a given time horizon utilizing its historical volatility.
  
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Please continue to ICICI Prudential Backtesting, Portfolio Optimization, ICICI Prudential Correlation, ICICI Prudential Hype Analysis, ICICI Prudential Volatility, ICICI Prudential History as well as ICICI Prudential Performance. Please specify ICICI Prudential time horizon, a valid symbol (red box) and a target price (blue box) you would like ICICI Prudential odds to be computed.
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ICICI Prudential Target Price Odds to finish over 19.91

The tendency of ICICI Fund price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
Current PriceHorizonTarget PriceOdds to move above the current price in 90 days
 19.91 90 days 19.91  about 64.37
Based on a normal probability distribution, the odds of ICICI Prudential to move above the current price in 90 days from now is about 64.37 (This ICICI Prudential All probability density function shows the probability of ICICI Fund to fall within a particular range of prices over 90 days) .
Assuming the 90 days trading horizon ICICI Prudential has a beta of 0.0043. This suggests as returns on the market go up, ICICI Prudential average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding ICICI Prudential All will be expected to be much smaller as well. Additionally The company has a negative alpha, implying that the risk taken by holding this instrument is not justified. ICICI Prudential All is significantly underperforming DOW.
 ICICI Prudential Price Density 
      Price 

Predictive Modules for ICICI Prudential

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as ICICI Prudential All. Regardless of method or technology, however, to accurately forecast the stock or bond market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of ICICI Prudential's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of ICICI Prudential in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
0.000.000.21
Details
Intrinsic
Valuation
LowReal ValueHigh
0.000.000.21
Details
Naive
Forecast
LowNext ValueHigh
19.6619.8720.08
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
19.2119.9720.74
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as ICICI Prudential. Your research has to be compared to or analyzed against ICICI Prudential's peers to derive any actionable benefits. When done correctly, ICICI Prudential's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in ICICI Prudential All.

ICICI Prudential Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. ICICI Prudential is not an exception. The market had few large corrections towards the ICICI Prudential's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold ICICI Prudential All, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of ICICI Prudential within the framework of very fundamental risk indicators.
α
Alpha over DOW
-0.11
β
Beta against DOW0.0043
σ
Overall volatility
0.57
Ir
Information ratio 0.09

ICICI Prudential Alerts and Suggestions

In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of ICICI Prudential for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for ICICI Prudential All can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.
ICICI Prudential All generated a negative expected return over the last 90 days
ICICI Prudential All is unlikely to experience financial distress in the next 2 years
The fund holds about 96.31% of its total net assets in fixed income securities

ICICI Prudential Technical Analysis

ICICI Prudential's future price can be derived by breaking down and analyzing its technical indicators over time. ICICI Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of ICICI Prudential All. In general, you should focus on analyzing ICICI Fund price patterns and their correlations with different microeconomic environments and drivers.

ICICI Prudential Predictive Forecast Models

ICICI Prudential time-series forecasting models is one of many ICICI Prudential's fund analysis techniquest aimed to predict future share value based on previously observed values. Time-series forecasting models ae widely used for non-stationary data. Non-stationary data are called the data whose statistical properties e.g. the mean and standard deviation are not constant over time but instead, these metrics vary over time. These non-stationary ICICI Prudential's historical data is usually called time-series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the stock market movement and maximize returns from investment trading.

Things to note about ICICI Prudential All

Checking the ongoing alerts about ICICI Prudential for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for ICICI Prudential All help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

ICICI Prudential Alerts

ICICI Prudential Alerts and Suggestions

ICICI Prudential All generated a negative expected return over the last 90 days
ICICI Prudential All is unlikely to experience financial distress in the next 2 years
The fund holds about 96.31% of its total net assets in fixed income securities
Please continue to ICICI Prudential Backtesting, Portfolio Optimization, ICICI Prudential Correlation, ICICI Prudential Hype Analysis, ICICI Prudential Volatility, ICICI Prudential History as well as ICICI Prudential Performance. Note that the ICICI Prudential All information on this page should be used as a complementary analysis to other ICICI Prudential's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.

Other Tools for ICICI Fund

When running ICICI Prudential All price analysis, check to measure ICICI Prudential's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy ICICI Prudential is operating at the current time. Most of ICICI Prudential's value examination focuses on studying past and present price action to predict the probability of ICICI Prudential's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move ICICI Prudential's price. Additionally, you may evaluate how the addition of ICICI Prudential to your portfolios can decrease your overall portfolio volatility.
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