ICICI Securities (India) Performance
| ISEC Stock | 829.25 1.20 0.14% |
The firm retains a Market Volatility (i.e., Beta) of 0.24, which attests to not very significant fluctuations relative to the market. As returns on the market increase, ICICI Securities' returns are expected to increase less than the market. However, during the bear market, the loss of holding ICICI Securities is expected to be smaller as well. At this point, ICICI Securities has a negative expected return of -0.0409%. Please make sure to check out ICICI Securities' treynor ratio, value at risk, and the relationship between the total risk alpha and maximum drawdown , to decide if ICICI Securities performance from the past will be repeated in the future.
Risk-Adjusted Performance
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Over the last 90 days ICICI Securities Limited has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, ICICI Securities is not utilizing all of its potentials. The recent stock price uproar, may contribute to short-horizon losses for the private investors. ...more
Forward Dividend Yield 0.0418 | Payout Ratio 0.4591 | Forward Dividend Rate 34 | Ex Dividend Date 2024-04-26 |
1 | - ICICI Direct - ICICI Direct | 11/14/2024 |
2 | Buy Nazara Technologies., target price Rs 1,080 ICICI Securities - The Economic Times | 11/21/2024 |
3 | 4 defence cos to gain from Rs 21,772 cr AoNs here are ICICI Securities top stock picks - Business Today | 12/03/2024 |
4 | Buy Power Finance Corporation, target price Rs 550 ICICI Securities - The Economic Times | 01/16/2025 |
| Begin Period Cash Flow | 2.4 B |
ICICI |
ICICI Securities Relative Risk vs. Return Landscape
If you would invest 85,310 in ICICI Securities Limited on November 2, 2024 and sell it today you would lose (2,385) from holding ICICI Securities Limited or give up 2.8% of portfolio value over 90 days. ICICI Securities Limited is generating negative expected returns and assumes 1.0664% volatility on return distribution over the 90 days horizon. Simply put, 9% 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 Securities Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ICICI Securities' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as ICICI Securities Limited, and traders can use it to determine the average amount a ICICI Securities' 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 = -0.0383
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| Negative Returns | ISEC |
Estimated Market Risk
| 1.07 actual daily | 9 91% of assets are more volatile |
Expected Return
| -0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average ICICI Securities 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 Securities by adding ICICI Securities to a well-diversified portfolio.
ICICI Securities Fundamentals Growth
ICICI Stock prices reflect investors' perceptions of the future prospects and financial health of ICICI Securities, and ICICI Securities fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on ICICI Stock performance.
| Return On Equity | 0.53 | ||||
| Return On Asset | 0.0785 | ||||
| Profit Margin | 0.43 % | ||||
| Operating Margin | 0.55 % | ||||
| Current Valuation | 356.04 B | ||||
| Shares Outstanding | 325.06 M | ||||
| Price To Book | 6.03 X | ||||
| Price To Sales | 5.60 X | ||||
| Revenue | 40.67 B | ||||
| Gross Profit | 43.6 B | ||||
| EBITDA | 33.99 B | ||||
| Net Income | 22.78 B | ||||
| Cash And Equivalents | 67.91 B | ||||
| Total Debt | 168.76 B | ||||
| Book Value Per Share | 121.31 X | ||||
| Cash Flow From Operations | (56.21 B) | ||||
| Earnings Per Share | 64.34 X | ||||
| Total Asset | 256.23 B | ||||
| Retained Earnings | 35.57 B | ||||
About ICICI Securities Performance
Assessing ICICI Securities' fundamental ratios provides investors with valuable insights into ICICI Securities' financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the ICICI Securities is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
ICICI Securities is entity of India. It is traded as Stock on NSE exchange.Things to note about ICICI Securities performance evaluation
Checking the ongoing alerts about ICICI Securities for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for ICICI Securities help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| ICICI Securities generated a negative expected return over the last 90 days | |
| ICICI Securities is unlikely to experience financial distress in the next 2 years | |
| ICICI Securities Limited has accumulated about 67.91 B in cash with (56.21 B) of positive cash flow from operations. | |
| Over 90.0% of the company shares are owned by institutional investors | |
| Latest headline from news.google.com: Buy Power Finance Corporation, target price Rs 550 ICICI Securities - The Economic Times |
- Analyzing ICICI Securities' 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 Securities' stock is overvalued or undervalued compared to its peers.
- Examining ICICI Securities' 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 Securities' management team can have a significant impact on its success or failure. Reviewing the track record and experience of ICICI Securities' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of ICICI Securities' stock. These opinions can provide insight into ICICI Securities' potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for ICICI Stock Analysis
When running ICICI Securities' price analysis, check to measure ICICI Securities' 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 Securities is operating at the current time. Most of ICICI Securities' value examination focuses on studying past and present price action to predict the probability of ICICI Securities' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ICICI Securities' price. Additionally, you may evaluate how the addition of ICICI Securities to your portfolios can decrease your overall portfolio volatility.