ICICI Bank (Brazil) Performance
| I1BN34 Stock | 163.60 6.40 3.76% |
The firm retains a Market Volatility (i.e., Beta) of 0.36, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, ICICI Bank's returns are expected to increase less than the market. However, during the bear market, the loss of holding ICICI Bank is expected to be smaller as well. At this point, ICICI Bank Limited has a negative expected return of -0.0349%. Please make sure to check out ICICI Bank's coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the standard deviation and total risk alpha , to decide if ICICI Bank Limited performance from the past will be repeated in the future.
Risk-Adjusted Performance
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Over the last 90 days ICICI Bank Limited has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong fundamental drivers, ICICI Bank is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
ICICI |
ICICI Bank Relative Risk vs. Return Landscape
If you would invest 16,820 in ICICI Bank Limited on October 25, 2024 and sell it today you would lose (460.00) from holding ICICI Bank Limited or give up 2.73% of portfolio value over 90 days. ICICI Bank Limited is generating negative expected returns and assumes 1.6168% volatility on return distribution over the 90 days horizon. Simply put, 14% of stocks are less volatile than ICICI, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
ICICI Bank Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ICICI Bank's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as ICICI Bank Limited, and traders can use it to determine the average amount a ICICI Bank's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0216
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| Negative Returns | I1BN34 |
Estimated Market Risk
| 1.62 actual daily | 14 86% of assets are more volatile |
Expected Return
| -0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average ICICI Bank is not performing at its full potential. However, 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 ICICI Bank to a well-diversified portfolio.
Things to note about ICICI Bank Limited performance evaluation
Checking the ongoing alerts about ICICI Bank for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for ICICI Bank Limited help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| ICICI Bank Limited generated a negative expected return over the last 90 days |
- Analyzing ICICI Bank's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether ICICI Bank's stock is overvalued or undervalued compared to its peers.
- Examining ICICI Bank's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating ICICI Bank's management team can have a significant impact on its success or failure. Reviewing the track record and experience of ICICI Bank's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of ICICI Bank's stock. These opinions can provide insight into ICICI Bank's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for ICICI Stock analysis
When running ICICI Bank's price analysis, check to measure ICICI Bank'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 Bank is operating at the current time. Most of ICICI Bank's value examination focuses on studying past and present price action to predict the probability of ICICI Bank's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ICICI Bank's price. Additionally, you may evaluate how the addition of ICICI Bank to your portfolios can decrease your overall portfolio volatility.
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