Icici Bank Limited Stock Probability of Future Stock Price Finishing Over 25.82
| IBN Stock | USD 27.21 0.11 0.41% |
Closest to current price ICICI long CALL Option Payoff at Expiration
ICICI |
ICICI Bank Target Price Odds to finish over 25.82
The tendency of ICICI Stock price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to stay above $ 25.82 in 90 days |
| 27.21 | 90 days | 25.82 | about 70.41 |
Based on a normal probability distribution, the odds of ICICI Bank to stay above $ 25.82 in 90 days from now is about 70.41 (This ICICI Bank Limited probability density function shows the probability of ICICI Stock to fall within a particular range of prices over 90 days) . Probability of ICICI Bank Limited price to stay between $ 25.82 and its current price of $27.21 at the end of the 90-day period is about 63.44 .
Considering the 90-day investment horizon ICICI Bank Limited has a beta of -0.0355. This usually indicates as returns on the benchmark increase, returns on holding ICICI Bank are expected to decrease at a much lower rate. During a bear market, however, ICICI Bank Limited is likely to outperform the market. Additionally ICICI Bank Limited has an alpha of 0.1492, implying that it can generate a 0.15 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta). ICICI Bank Price Density |
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Predictive Modules for ICICI Bank
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as ICICI Bank Limited. Regardless of method or technology, however, to accurately forecast the stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of ICICI Bank's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
ICICI Bank Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. ICICI Bank is not an exception. The market had few large corrections towards the ICICI Bank's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold ICICI Bank Limited, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of ICICI Bank within the framework of very fundamental risk indicators.α | Alpha over NYSE Composite | 0.15 | |
β | Beta against NYSE Composite | -0.04 | |
σ | Overall volatility | 0.69 | |
Ir | Information ratio | 0.07 |
ICICI Bank Alerts and Suggestions
In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of ICICI Bank for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for ICICI Bank Limited can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Latest headline from investing.com: ICICI Bank shareholders approve executive appointments and remuneration |
ICICI Bank Price Density Drivers
Market volatility will typically increase when nervous long traders begin to feel the short-sellers pressure to drive the market lower. The future price of ICICI Stock often depends not only on the future outlook of the current and potential ICICI Bank's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. ICICI Bank's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 7.1 B | |
| Cash And Short Term Investments | 1.6 T |
ICICI Bank Technical Analysis
ICICI Bank's future price can be derived by breaking down and analyzing its technical indicators over time. ICICI Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of ICICI Bank Limited. In general, you should focus on analyzing ICICI Stock price patterns and their correlations with different microeconomic environments and drivers.
ICICI Bank Predictive Forecast Models
ICICI Bank's time-series forecasting models is one of many ICICI Bank's stock analysis techniques aimed to predict future share value based on previously observed values. Time-series forecasting models are widely used for non-stationary data. Non-stationary data are called the data whose statistical properties, e.g., the mean and standard deviation, are not constant over time, but instead, these metrics vary over time. This non-stationary ICICI Bank's historical data is usually called time series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the stock market movement and maximize returns from investment trading.
Things to note about ICICI Bank Limited
Checking the ongoing alerts about ICICI Bank for important developments is a great way to find new opportunities for your next move. Our 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.
| Latest headline from investing.com: ICICI Bank shareholders approve executive appointments and remuneration |
Check out ICICI Bank Backtesting, ICICI Bank Valuation, ICICI Bank Correlation, ICICI Bank Hype Analysis, ICICI Bank Volatility, ICICI Bank History as well as ICICI Bank Performance. Note that the ICICI Bank Limited information on this page should be used as a complementary analysis to other ICICI Bank's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Fundamental Analysis module to view fundamental data based on most recent published financial statements.
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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Is ICICI Bank's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of ICICI Bank. If investors know ICICI will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about ICICI Bank listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.185 | Dividend Share 10 | Earnings Share 1.49 | Revenue Per Share 451.81 | Quarterly Revenue Growth 0.776 |
The market value of ICICI Bank Limited is measured differently than its book value, which is the value of ICICI that is recorded on the company's balance sheet. Investors also form their own opinion of ICICI Bank's value that differs from its market value or its book value, called intrinsic value, which is ICICI Bank's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because ICICI Bank's market value can be influenced by many factors that don't directly affect ICICI Bank's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between ICICI Bank's value and its price as these two are different measures arrived at by different means. Investors typically determine if ICICI Bank is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ICICI Bank's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.