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NSE
ITC Limited
ITC.NS
₹290.00
+4.90+1.72%Day High
₹291.90
Day Low
₹288.00
52W High
₹427.00
52W Low
₹275.05
Volume
58.3L
Prev Close
₹285.10
Currency
INR
Last update
18/06/26, 8:01 am
Composite signal
SELL
Score-27/100
- Price above 20-day SMA (short-term uptrend)
- 20-day SMA below 50-day SMA (bearish regime)
- Trading below 200-day SMA (long-term bear trend)
- RSI 48.0: bearish momentum
- MACD above signal line (bullish)
- Negative 1-month momentum (-5.9%)
Price · Moving averages · Bollinger bands
RSI (14)
MACD (12, 26, 9)
Descriptive statistics (1Y)
- Annualized return
- -34.57%
- Annualized volatility
- 19.34%
- Sharpe ratio (rf 6%)
- -2.10
- Max drawdown
- -34.76%
- Best day
- 5.03%
- Worst day
- -9.71%
- Skewness
- -1.75
- Excess kurtosis
- 15.67
- Value-at-Risk 95% (1d)
- 1.97%
- Conditional VaR 95%
- 3.04%
- Up/Down days
- 112 / 133
Daily return distribution (%)
Linear regression forecast (30d)
30d target
₹283.70
Trend
-2.17%
R²
0.163
OLS regression on last 60 trading days; shaded band shows 95% prediction interval.
Monte Carlo simulation · 1,000 paths · 30d
Expected
₹278.28
Median
₹277.67
5% – 95%
₹245 – ₹311
P(gain)
26.0%
Geometric Brownian Motion using historical drift & volatility. Probability of finishing above today's close after 30 trading days: 26.0%.
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