ICICI Securities (India) Alpha and Beta Analysis
| ISEC Stock | 836.75 4.65 0.56% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ICICI Securities Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in ICICI Securities over a specified time horizon. Remember, high ICICI Securities' 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 Securities' market risk premium analysis include:
Beta 0.16 | Alpha (0.07) | Risk 1.16 | Sharpe Ratio (0.08) | Expected Return (0.09) |
ICICI Securities Quarterly Cash And Equivalents |
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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 Securities Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ICICI Securities market risk premium is the additional return an investor will receive from holding ICICI Securities 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 Securities. 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 Securities' performance over market.| α | -0.07 | β | 0.16 |
ICICI Securities 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 Securities' Buy-and-hold return. Our buy-and-hold chart shows how ICICI Securities performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ICICI Securities Market Price Analysis
Market price analysis indicators help investors to evaluate how ICICI Securities 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 Securities shares will generate the highest return on investment. By understating and applying ICICI Securities stock market price indicators, traders can identify ICICI Securities position entry and exit signals to maximize returns.
ICICI Securities Return and Market Media
The median price of ICICI Securities for the period between Mon, Dec 16, 2024 and Sun, Mar 16, 2025 is 832.4 with a coefficient of variation of 2.85. The daily time series for the period is distributed with a sample standard deviation of 23.81, arithmetic mean of 834.2, and mean deviation of 18.34. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | HDFC Life shares up 11 percent today stock price targets hint at more upside - Business Today | 01/15/2025 |
2 | Stocks to buy for short-term Jay Thakkar of ICICI Securities recommends these three shares to buy today Stock Market News - Mint | 01/21/2025 |
3 | ICICI Securities maintains Buy on Adani Energy, lowers target price to Rs 1,101 - The Economic Times | 02/03/2025 |
4 | Is NSE Planning an IPO - Know the details here - ICICI Direct | 02/10/2025 |
5 | ICICI Securities pays Rs 80.4 lakh to settle stock broker rule violation case with Sebi - The Economic Times | 02/14/2025 |
6 | Swiggy, Zomato shares have upside of up to 127 percent but with this time horizon, ICICI Securities says - CNBCTV18 | 03/03/2025 |
7 | tcs informed that it has acquired darshita southern india happy homes private limited - ICICI Direct | 03/11/2025 |
About ICICI Securities 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 Securities 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 Securities 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 Securities' short interest history, or implied volatility extrapolated from ICICI Securities options trading.
Build Portfolio with ICICI Securities
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
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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.