ICICI Prudential (India) Performance
| ICICINF100 | 23.76 0.00 0.00% |
The entity retains a Market Volatility (i.e., Beta) of 0.0, which attests to not very significant fluctuations relative to the market. the returns on MARKET and ICICI Prudential are completely uncorrelated.
Risk-Adjusted Performance
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Over the last 90 days ICICI Prudential Mutual has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable basic indicators, ICICI Prudential is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
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ICICI Prudential Relative Risk vs. Return Landscape
If you would invest 2,376 in ICICI Prudential Mutual on September 4, 2024 and sell it today you would earn a total of 0.00 from holding ICICI Prudential Mutual or generate 0.0% return on investment over 90 days. ICICI Prudential Mutual is generating negative expected returns and assumes 0.0% volatility on return distribution over the 90 days horizon. Simply put, 0% of etfs 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 |
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ICICI Prudential Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ICICI Prudential's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as ICICI Prudential Mutual, and traders can use it to determine the average amount a ICICI Prudential'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 = 0.0
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Based on monthly moving average ICICI Prudential 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 Prudential by adding ICICI Prudential to a well-diversified portfolio.
| ICICI Prudential generated a negative expected return over the last 90 days |