ICICI Bank (India) Alpha and Beta Analysis
| ICICIBANK | 1,251 6.55 0.53% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ICICI Bank Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in ICICI Bank over a specified time horizon. Remember, high ICICI Bank's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to ICICI Bank's market risk premium analysis include:
Beta (0.12) | Alpha 0.1 | Risk 1.32 | Sharpe Ratio 0.0428 | Expected Return 0.0567 |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
ICICI |
ICICI Bank Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ICICI Bank market risk premium is the additional return an investor will receive from holding ICICI Bank long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in ICICI Bank. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate ICICI Bank's performance over market.| α | 0.10 | β | -0.12 |
ICICI Bank expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of ICICI Bank's Buy-and-hold return. Our buy-and-hold chart shows how ICICI Bank performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ICICI Bank Market Price Analysis
Market price analysis indicators help investors to evaluate how ICICI Bank stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ICICI Bank shares will generate the highest return on investment. By understating and applying ICICI Bank stock market price indicators, traders can identify ICICI Bank position entry and exit signals to maximize returns.
ICICI Bank Return and Market Media
The median price of ICICI Bank for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 1254.7 with a coefficient of variation of 2.98. The daily time series for the period is distributed with a sample standard deviation of 37.52, arithmetic mean of 1256.93, and mean deviation of 28.66. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | ICICI Bank Ltd spurts 1.66, rises for fifth straight session - Business Standard | 09/20/2024 |
2 | ICICI Bank Share Price Target 2025 UBS bullish despite premium valuations 3 reasons to BUY - ET Now | 09/26/2024 |
About ICICI Bank Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including ICICI or other stocks. Alpha measures the amount that position in ICICI Bank Limited has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards ICICI Bank in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, ICICI Bank's short interest history, or implied volatility extrapolated from ICICI Bank options trading.
Build Portfolio with ICICI Bank
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out ICICI Bank Backtesting, ICICI Bank Valuation, ICICI Bank Correlation, ICICI Bank Hype Analysis, ICICI Bank Volatility, ICICI Bank History and analyze ICICI Bank Performance. You can also try the Bond Analysis module to evaluate and analyze corporate bonds as a potential investment for your portfolios..
ICICI Bank technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.