NYSE:IBN ICICI Bank Limited

ISIN: US45104G1040
FinancialsBanks — Private (India)EM EquitiesADR
NYSE (ADR, 1 ADS = 2 ordinary) · NSE: ICICIBANK · Mumbai, India · CEO Sandeep Bakhshi · ~124,300 employees Analysis Status: On-Going
Currency & listing basis: all prices, targets and scenario levels are USD at the ADS level. One ADS = two ordinary shares (NSE: ICICIBANK, ₹1,417). Financials are reported in INR and converted at USD/INR 95.47. The ADR traded at a 0.2% premium to the local line. Pricing is as of the Friday 14 August 2026 close — this report is dated Saturday 15 August, when both New York and Mumbai are shut, so the 14 August print is the latest available.
$29.74
+0.88%
15 Aug 2026 · Signal v6

Changes since the last report (25 July 2026)

Three weeks on, nothing has crossed a boundary. The shares are up 0.8% to $29.74 and all three horizons stay HOLD, for the same reason as before: an excellent bank at a full price, with the Valuation-Ceiling gate still live. What has changed is the quality of the evidence underneath that verdict. The Indian credit cycle firmed — system credit growth hit a two-year high of 18.6%, the RBI held at 5.25% and raised its FY27 GDP forecast to 6.7%, and deposits rose ~₹11 lakh crore in six weeks — while the macro report upgraded EM Equities from SU/U/O to N/N/O, lifting Economic Alignment from a Headwind to Neutral. The valuation anchor was rebuilt on a stricter, RoTE-paired basis and the listed-subsidiary stakes were priced from the market at 15.5% of capitalisation rather than the previous "ballpark 20–25%"; the warranted ratio improved from 1.47 to 1.42, which is closer to the line but still the wrong side of it.

DISCLAIMER: This is a quantitative framework for educational purposes only. It is not financial advice. Always do your own research and consult a licensed financial advisor before making investment decisions.

ICICI Bank Limited

ICICI Bank is India's second-largest private-sector bank by assets, running a full-service franchise across retail, business and corporate lending, treasury, and — through separately listed subsidiaries — life insurance, general insurance and asset management. The core business is simple to state: gather deposits across a large branch and digital network, lend them to Indian households and companies, and keep the difference. What distinguishes it among the large Indian lenders is the combination it manages to hold at once — a net interest margin near 4.4% against a sector median in the low threes, a cost-to-income ratio around 40%, and a bad-loan book that keeps shrinking, with gross non-performing loans at 1.38% and net at 0.35%. The US listing is an ADR: one American Depositary Share represents two ordinary shares that trade in Mumbai as ICICIBANK, and because the bank reports in rupees, a dollar investor's return is the rupee return plus or minus the currency.

HorizonSignalComposite ScoreConfidenceKey Driver
Short-term (1–3 mo)HOLD6058%Expensive valuation caps a high-quality name; momentum rolling over under $30.30 resistance
Medium-term (6–12 mo)HOLD6160%Improving credit cycle and rising estimates cannot offset a price 42% above the warranted multiple
Long-term (3–5 yr)HOLD6764%Quality dominates at this horizon — but the entry price still does the damage
Next update: 2026-08-31 — default +14d (29 Aug falls on a Saturday, rolled to the next trading day) — no impactful dated company event in the window; the 21 Aug AGM was considered and rejected as routine, and Q2 FY27 results are ~late Oct
Table of Contents
1Five-Pillar Scorecard2Hard Gates & Do-Not-Buy Status3Pillar Detail: Business Quality4Pillar Detail: Valuation Attractiveness5Pillar Detail: Underlying Drivers6Pillar Detail: Economic Alignment7Pillar Detail: Entry/Exit Timing8Economic Event Risk9Multi-Timeframe Technical Analysis10Price Chart (6-Month Daily)11Scenario Summary12Entry / Exit Rules13Position Sizing Context14Calibration Snapshot15Data Sources & Methodology
1

Five-Pillar Scorecard

Five independent scores — each 0–100 with its own confidence. The three fundamental pillars (Quality / Valuation / Timing) set the base BUY/HOLD/SELL via the Decision Matrix; the two context pillars (Underlying Drivers, Economic Alignment) then amplify a BUY to STRONG BUY or a SELL to STRONG SELL when both corroborate.

Business Quality

83
high
conf 72%

Valuation Attractiveness

39
expensive
conf 62%

Entry/Exit Timing

62
improving
conf 60%

Underlying Drivers

73
tailwind
conf 60%

Economic Alignment

58
Neutral
conf 70%
2

Hard Gates & Do-Not-Buy Status

Binary safety checks — any TRIGGERED gate is a hard cap regardless of the scores above; CAUTION gates are sizing notes.
Gate 1 — Financial Distress
CET1 16.19%, gross NPAs 1.38%, net NPAs 0.35%, slippages 1.4%, provisions −30.5% YoY. FMP's 0.89× interest coverage and −43× price-to-FCF are industrial metrics misapplied to a bank and are deliberately NOT used.
Gate 2 — Earnings Event Risk
Q1 FY27 reported 18 Jul 2026 (the board met on Saturday 18 July). Next results ~late Oct 2026 — well outside the 14-day window.
Gate 3 — Valuation Ceiling
TRIGGERED. Actual P/TBV 2.75× against a warranted 1.93× = a ratio of 1.42, at or above the 1.40 Expensive line. Corroborated independently by the P/E arm of the same banks guardrail (≥16×): trailing 18.36×, forward 16.08×. Caps every horizon at HOLD regardless of momentum.
Gate 4 — Accounting / Dilution
Share count +0.6% over four quarters (employee stock units only). Step 7b found ₹0 of non-operating income — nothing inflating reported earnings, so no normalisation was required.
Gate 5 — Regulatory / Binary Event
No pending binary event. The 21 Aug 2026 AGM is routine (director reappointment; the ₹12 dividend was declared 22 Jul and went ex 3 Aug). RBI approvals for the director reappointment are already granted.
Severe Driver Collapse
Driver score 73 — a tailwind, nowhere near the ≤15 collapse threshold.
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FX / rupee translation
CAUTION. USD/INR 95.47. The ADR return is the local return plus or minus the currency; a move to 100 costs a dollar holder ~4.5% before the shares move. India imports ~85% of its crude, so the energy-shock regime transmits here.
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Deposit-cost competition
CAUTION. Axis grew deposits +18.2% YoY to ₹13.73 lakh crore, the system credit-deposit ratio is 82%, and the private-vs-PSU NIM gap narrowed through FY26. Kotak's CASA edge (40.3%, down from 40.9%) is real but small and shrinking. A spread story under mild pressure, not a share story.
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Analyst-panel quality
CAUTION. The ADR consensus is effectively degenerate (n=4, $35.30–$36.00). The headline consensus in this report is taken from the 41-analyst local NSE panel and converted.
Do-Not-Buy triggers
None fired. Trigger 2(a) needs ≥2.0× warranted (this is 1.42×) and Trigger 2(b) needs a live de-rating catalyst — the macro report's armed AI-concentration tail does not apply to an Indian domestic lender, and firing it here would be over-firing.

Why one gate is enough

Gate 3 is the only triggered gate, and it is decisive: it caps every horizon at HOLD however good the business is. The three caution flags do not cap anything — they are position-sizing and confidence notes. Note what is not here: no distress, no dilution, no binary event, no Do-Not-Buy trigger. This is not a broken company. It is a good one at a price the framework will not underwrite.

3

Pillar Detail: Business Quality

A deep dive into the Quality score: business economics, moat, ROIC and the industry benchmark.
Business Quality — Pillar Score
A best-in-class Indian bank: 4.4% NIM, ~40% cost-income, 1.38% gross NPAs, 16.19% CET1
83
conf 72% · mature · Financials / Banks (India)

Lifecycle & sector: Mature, profitable deposit-taking bank — Financials / Banks (private sector, India). The metric profile is therefore the banking one: RoE and RoTE, RoA, net interest margin, cost-to-income, asset quality (gross and net NPAs, slippages), CET1 and loan growth. Free cash flow, EBITDA, gross margin and interest-coverage are deliberately not used — for a bank, interest is simultaneously revenue and cost of goods, so those metrics are structurally misleading rather than merely imprecise. FMP reports IBN's Q1 FY27 "revenue" as ₹61,429 crore; that is total income — gross interest income of ₹52,241 crore plus roughly ₹9,188 crore of non-interest income — and it appears nowhere in this scorecard.

Sub-signalValuePeer / sector contextScoreRationale
Revenue trajectory (NII & loan growth)Consolidated NII ₹29,177cr, +12.3% YoY; loan book +19.6% YoYSystem bank credit +18.6% YoY (fortnight to 27 Jun 2026, a two-year high)80Lending faster than the system, so share is being taken. NII growth trails loan growth because the repo-linked book repriced down through the RBI's 125bp of cuts.
ProfitabilityNIM 4.4% (flat, up sequentially) · RoA 2.11% · consolidated RoTE 16.2% · standalone RoE ~17.5–18%Indian bank NIM median low-3s; RoE > 15% = exceptional on the SKILL's bank scale90The best profitability of the large Indian private banks. The NIM trough looks to be behind it now the RBI is on hold.
Balance-sheet health / asset qualityCET1 16.19% · GNPA 1.38% (1.67% a year ago, 1.40% in Q4 FY26) · NNPA 0.35% (0.33% at 31 Mar 2026, 0.41% a year ago) · slippages 1.4% · provisions −30.5% YoY to ₹1,260crCET1 > 10% = strong; private-bank GNPAs all below 2%92Asset quality is still improving into the fourth year of an upcycle. Capital is roughly 6 points above the regulatory floor — there is no funding constraint on growth.

Industry benchmark — ROE + Efficiency (the banking composite)

Consolidated RoTE 16.2% (exceptional: the SKILL's bar is > 15%) · cost-to-income ~40% (excellent: the bar is < 50%).
Rating: STRONG — profitable and operationally efficient, the combination the benchmark exists to detect.
Benchmark score: 92/100.
Context: the large-private-bank peer set clusters at RoE 13–16% and cost-income 42–50%; the public-sector median sits well below on both. ICICI is at or near the top of the private cohort on each leg simultaneously, which very few banks manage.

Pricing power
65
A 4.4% NIM against a low-3s sector median is real pricing power on the liability side. But roughly half the loan book is repo-linked and reprices mechanically when the RBI moves — on assets, the bank is a price-taker.
Network effects
60
A large merchant-acquiring and digital ecosystem (iMobile, InstaBIZ) with genuine two-sided dynamics in payments, but nothing approaching a marketplace lock-in.
Switching costs
70
Derived from the competitive read below, not asserted. Salary accounts, mortgages and corporate cash management are sticky. UPI has commoditised the payments layer and made account portability easy, so the lock-in is decaying at the retail edge — trimmed from a naive 78.
Cost advantage
82
A ~40% cost-to-income ratio is a structural, scale-plus-digital advantage. Trimmed from a naive 85 for one reason only: the private-vs-PSU NIM gap narrowed through FY26, so part of the spread edge was cyclical rather than structural. Not trimmed for Kotak’s funding cost — that CASA gap is small and shrinking.
Intangible assets
75
An Indian banking licence is a hard regulatory barrier; the ICICI brand carries a deposit-gathering premium; the listed insurance, AMC and securities franchises are genuinely difficult to rebuild.

Moat score = 70 — the average of the five (65 + 60 + 70 + 82 + 75 = 352; 352 ÷ 5 = 70.4).

Competitive Environment

ICICI is gaining share, and the evidence is direct: the loan book grew 19.6% year-on-year against system credit growth of 18.6%, and it earns the highest RoTE and the lowest cost-income of the large private banks. The threat is therefore not that it is losing lending share — it is that the two things underwriting its superior spread, cheap deposits and a wider NIM than public-sector rivals, are both being competed away at the margin. That is why the moat sub-scores above are trimmed on Switching Costs and Cost Advantage specifically, rather than across the board.

Named rivalThreat typeShare trajectory vs ICICIMoat-erosion vector
HDFC BankDirect scale rival — India's largest private bank (9,694 branches and a ₹43.97 lakh crore balance sheet at 30 Jun 2026, up from ₹39.54 lakh crore a year earlier)HDFC bigger; ICICI ahead on profitability (RoTE, cost-income) and holdingPost-merger loan-to-deposit normalisation has made HDFC an aggressive bidder for the same deposits
Axis BankDirect private rival, deposit-ledAxis out-growing on deposits (+18% YoY to ₹13.73 lakh crore in Q1 FY27)Funding-cost pressure: with the system CD ratio at 82%, deposit share bought with rate is the live battleground
Kotak Mahindra BankPremium low-cost-funding franchiseStable; Kotak modestly cheaper on funding, and that edge is shrinkingCASA 40.3% at 30 Jun 2026, down from 40.9% a year earlier — a couple of points over ICICI's high-30s, narrowing rather than widening. Weak as an erosion vector.
State Bank of India / PSU banksScale incumbents, previously the low-margin cohortICICI still gaining share from PSUs on assets and depositsThe private-vs-PSU NIM gap narrowed in FY26 because private banks' repo-linked books repriced down faster after 125bp of RBI cuts — a direct compression of ICICI's spread premium
UPI & fintech (PhonePe, Google Pay, Paytm, Jio Financial)Disruptive / low-cost entrant, payments and unsecured retailLosing payments economics (not deposits) to zero-MDR railsPayments commoditisation erodes fee income and makes account portability easy — the direct input to the Switching-Costs trim

→ Net effect on the moat: Switching Costs trimmed to 70, Cost Advantage to 82; moat 70. Overall competitive threat level: MODERATE — share trajectory gaining, spread trajectory under pressure. This propagates to the §11 Bear trigger (deposit-cost competition compressing NIM below 4.0%) and to the §12 thesis-invalidation rule.

ROIC-equivalent & capital allocation (the bank version)

A bank's ROIC analogue is its RoTE against its cost of equity. ICICI earns 16.2% against a computed COE of 11.28% — a ~490bp spread, sustained, which places it in the top quartile of Indian banks (sub-score 85). Capital allocation is disciplined: the payout ratio is only 14%, so ~86% of a 16%+ return is retained and compounded at that spread rather than distributed — book value compounds at roughly 13.9% a year on its own (sub-score 78). The main deduction is skin in the game (sub-score 62): ICICI is a professionally managed bank with no promoter and modest insider ownership; share count rose 0.6% over the last four quarters on employee stock units, which is immaterial dilution but also no meaningful alignment signal. Composite: 0.40 × 85 + 0.30 × 78 + 0.30 × 62 = 76.0.

How Quality 83 is built: sub-signals 45% (87.3, the average of 80 / 90 / 92 above) + industry benchmark 20% (92) + moat 20% (70) + ROIC-equivalent & capital allocation 15% (76) = 83.1 → 83.

Why Quality fell 85 → 83 — and it is not because the bank got worse

This deserves stating precisely, because two earlier drafts of this report explained the fall by naming components that had in fact gone up. Set this run's components against the ones the 25 July report actually published:

Component25 Jul 2026This runMove
Pricing power6565
Network effects5560+5
Switching costs7870−8
Cost advantage7282+10
Intangibles7075+5
Moat6870+2
Industry benchmark9092+2

Every comparable published component rose. The moat is up two points, the benchmark that consumes return on equity is up two, and Cost Advantage — which an earlier draft cited as a cause of the decline — is up ten. None of those can produce a fall, and the underlying franchise plainly did not deteriorate: gross NPAs improved 1.40% → 1.38%, provisions fell 30.5%, and the margin was stable to up.

The fall is a methodology change, and it has two parts. First, the 25 July report published no weighted component build for Quality — its 85 was a holistic judgement across a seven-row sub-signal table. This run computes an explicit four-component weighted build. So the comparison between 85 and 83 is structural, not arithmetic: the two numbers were not produced the same way, and no line-by-line reconciliation between them exists.

Second, and specifically: this run's ROIC-equivalent & capital-allocation block (78, carrying 15% of the weight) applies a skin-in-the-game deduction of 62 for the absence of a controlling promoter and modest insider ownership. The 25 July report applied no such deduction — it scored that dimension qualitatively and read the very same fact the other way, describing “no controlling promoter, professional management” as evidence of disciplined capital allocation. Scored as the prior report read it, this block would come out near 81 and Quality would round to 84. That single methodological choice, not any deterioration at the bank, is what separates 83 from 85.

An earlier draft of this paragraph called the choice “genuinely arguable” and left it there. That was too generous to the older number. The framework already settles it: it makes Management skin in the game a mandatory 30% of the ROIC & Capital Allocation sub-signal, scored explicitly off insider ownership, stock-based compensation and recent insider buying versus selling. Applying that deduction is required, not discretionary — and the 25 July treatment, which scored the dimension only in prose, omitted a mandated 30% sub-dimension outright. So 83 is the framework-conformant number and 84 is the non-conformant one. The underlying tension is still real — a professionally managed bank with no dominant shareholder has better governance optics and weaker owner-alignment at the same time — but the framework has already made that call, and this report follows it rather than re-opening it. Quality is comfortably High (≥ 65) on either reading, so the Decision Matrix row, the gates and all three signals are unaffected.

4

Pillar Detail: Valuation Attractiveness

Sector-appropriate multiples, FCF yield, reverse-DCF implied growth, embedded optionality, and the analyst-consensus cross-check.
Valuation Attractiveness — Pillar Score
Expensive on six of seven consistent frames — but only 1.4% past the line
39
conf 62% · P/TBV 2.75× vs warranted 1.93× = 1.42

The anchor — justified P/TBV, built entirely in rupees

For a bank the warranted-multiple anchor instantiates as justified P/TBV = (RoTE − g) / (r − g). Every input is in the currency the earnings are actually made in:

InputValueSource / discipline
Risk-free (r base)6.78%India 10-year G-sec, 13 Aug 2026. Not the US 10-Y.
Equity risk premium4.50%The framework's fixed global constant — one knob, not a per-country dial.
Risk add-on0.00%Quality 83 ≥ 65; beta 0.26; large cap.
Discount rate r11.28%6.78 + 4.50 + 0.00
Terminal growth gterm6.00%
analyst judgement
This is a judgement call, not a framework mandate, and it is worth being precise about why. The framework caps gnear at 6% for defensive/mature banks and caps gterm at 3%. But that 3% is calibrated to US / developed-market long-run nominal GDP, whereas the discount rate here is an INR rate built on India's 6.78% risk-free. Pairing a dollar-calibrated terminal growth with a rupee discount rate is a unit mismatch of exactly the same species as dividing a Canadian price by US earnings — the error this framework exists to catch. So the INR-consistent 6.0% is used as primary: still well below India's ~10% long-run nominal GDP, and comfortably below r. The framework-literal 3% frame is computed and shown in the sensitivity table below, and it is more punitive (warranted 1.60×, ratio 1.72), so this choice does not flatter the stock. The framework does not currently specify how to set gterm for a foreign-currency issuer; that is a gap, and it is flagged rather than papered over.
RoTE16.2%Derived, not taken on trust: TTM consolidated PAT ₹56,194cr ÷ average tangible shareholders' equity ₹3,46,097cr = 16.24%.
Warranted P/TBV1.93×(16.2 − 6.0) / (11.28 − 6.0)
Actual P/TBV2.75×Price per ADS ₹2,839.3 ($29.74 × 95.47; NSE cross-check ₹1,417 × 2 = ₹2,834, a 0.2% ADR premium) ÷ tangible shareholders' equity per ADS ₹1,032.30.
Ratio1.42 → EXPENSIVE2.75 ÷ 1.93. The Expensive line is 1.40.

Say the uncomfortable part out loud: 1.42 is only 1.4% above the line. A 2% de-rating in the multiple, or a consolidated RoTE printing about 16.5% instead of 16.2%, moves this name into the Full band — and with it the Decision Matrix moves from HOLD to BUY on the medium and long horizons. That is the single most consequential number in this report, and it is close. It is stated here rather than buried in a footnote.

Frame sensitivity — seven ways of asking the same question

Because the answer is close, it is worth showing that it is not an artefact of one set of assumptions. The 25 July report was corrected by audit for mixing a US-frame discount rate with an Indian growth rate; this run runs every frame consistently.

FramergReturnWarrantedActualRatioBand
INR consolidated (primary)11.28%6.0%RoTE 16.2%1.93×2.75×1.42Expensive
INR consolidated, plain RoE on total equity11.28%6.0%RoE 15.8%1.86×2.75×1.48Expensive
Most generous provider return (GuruFocus, Jun-26)11.28%6.0%RoE 16.43%1.98×2.75×1.39Full (boundary)
Framework-literal gterm = 3% (the SKILL's stated cap, USD-calibrated)11.28%3.0%RoTE 16.24%1.60×2.75×1.72Expensive
The 25 Jul report's frame (India ERP 5.0%)11.70%6.0%RoE 16.5%1.84×2.70×1.47Expensive
USD-consistent ADR frame (INR depreciating ~3.5%/yr, deducted from both return and growth)9.13%2.5%RoTE 12.7%1.54×2.75×1.79Expensive
SOTP core-bank (the bull frame — listed subs stripped out)11.28%6.0%standalone RoTE ~17.5%2.18×2.83×1.30Full

Six of seven frames read Expensive; the most favourable frame available reaches Full. None reaches Fair, and none comes close to Attractive. Note that the primary frame deliberately uses RoTE (16.2%) rather than plain RoE (15.8%) — RoTE is the correct pairing for a tangible-book multiple, and it is the more generous of the two. The verdict survives using the number that helps the bull case.

The second arm of the guardrail — and it is not close

The framework's "rich for this industry" line for banks is P/TBV ≥ 3.0× or P/E ≥ 16×. On the first arm ICICI passes: 2.75× is below 3.0×. On the second arm it does not: trailing P/E 18.36× (a 15% breach) and forward P/E 16.08× are both at or above the line. Two independent tests, built from different inputs, reach the same answer. Gate 3 is fired on the warranted-ratio arm; the P/E arm is the corroboration.

Relative cross-checkWeightReadingScore
The anchor40%Ratio 1.42 — Expensive, but at the shallow end of the band30
Sector / peer median20%Large Indian private banks trade ~2.0–2.9× TBV (Axis nearer 2.0×, HDFC 2.7–2.9×, Kotak ~2.6×, SBI ~1.5×). At 2.75× ICICI sits at the upper end of the private cohort, which its RoTE largely earns.50
Own 5-year decile15%Roughly the 4th–5th decile of its own 2.2–3.6× five-year P/B range — mid-range, not a historic extreme. This is exactly the lens the intrinsic anchor exists to override.55
Growth-adjusted (PEG)10%Yahoo's PEG field reads 0.52, but computed from this report's own inputs — forward P/E 16.08× over ~15.4% FY28 consensus EPS growth (FY27 ₹159.2 → FY28 ₹183.8 per ADS) — PEG is ~1.04. The internally consistent figure is 1.04, fair rather than cheap, and it is the one scored. The provider figure is shown because it is what a reader will see quoted elsewhere.55
Analyst consensus15%See below — +22.2% to the local-panel mean.85

Blended, the relative lenses compute out near 48. They cannot lift the score out of the band — the anchor and the guardrail are supreme, and their job is only to order names within a band. Final Valuation score: 39, the top of the Expensive band (35 on the anchor, plus a +4 embedded-optionality tilt).

Cash-return anchor (FCF yield is not meaningful for a bank)

FMP reports IBN's price-to-free-cash-flow as −43× and its interest coverage as 0.89×. Both are artefacts of applying industrial metrics to a balance-sheet business and neither is used anywhere in this report. The bank equivalent is dividend yield + book-value growth: a 0.85% yield (one annual dividend, ₹12 per share / $0.2492 per ADS, gone ex on 3 Aug 2026 — a re-declaration in line with last year's $0.2491, not a raise) plus book compounding at ~13.9% a year from a 16.2% RoTE on a 14% payout. The yield is thin; the compounding is the whole return.

Embedded optionality / free upside

Net framing: stripping the listed stakes at a 20% holdco discount leaves the core bank at about 2.83× standalone tangible book against a warranted 2.18× — so the core is still above warranted even after you hand the investor the subsidiaries for nothing. That is why this is a +4 tilt inside the band, not a re-rating out of it: the framework is explicit that optionality must never turn an expensive core into a cheap one.

Analyst price targets — and why the ADR panel was discarded

The ADR consensus came back effectively degenerate: n = 4, high $36.00, low $35.30, median $36.00, consensus $35.825, on a yfinance fallback. A four-analyst panel with a 70-cent spread carries no information, so per the framework's mandatory fallback it was discarded in favour of the local NSE panel on ICICIBANK: 41 analysts, mean ₹1,734.59, median ₹1,732, high ₹1,970, low ₹1,592, recommendation "strong buy" (1.12). Converted at USD/INR 95.47 and two ordinary shares per ADS:

LevelINR (per share)USD (per ADS)vs $29.74
High₹1,970$41.27+38.8%
Mean (headline)₹1,734.59$36.34+22.2%
Median₹1,732$36.28+22.0%
Low₹1,592$33.35+12.1%

Deep coverage (41 analysts) and a genuinely dispersed panel, which raises confidence. But note the every-single-analyst-is-bullish extreme: the ADR grades distribution is 6 Buy, 0 Hold, 0 Sell (100% bullish) and the local recommendation mean of 1.12 is about as close to unanimous as these datasets get. At that extreme, consensus stops being information and starts being positioning — the framework treats it as a mild contrarian flag, and the entire panel sits above the intrinsic anchor, which is the disagreement this report is reporting.

Earnings quality (step 7b) — run, and clean

Q1 FY27 shows ₹0 of non-operating income and ₹0 of other income/expense net; income before tax equals operating income at ₹21,373.6cr. Non-operating income is therefore 0% of net income, no normalisation is required, and the clean P/E equals the reported P/E at 18.36× by construction. The check is run every time regardless of the answer.

Implied-growth read (narrative colour, not the score): at 2.75× tangible book with an 11.28% cost of equity, the price implies a sustainable return of roughly 20% on tangible equity in perpetuity — or, holding RoTE at 16.2%, a perpetual growth rate near 8.4% rather than the 6.0% the framework will underwrite. Neither is impossible for an Indian bank in a nominal-GDP-10% economy. Both are more than the fundamentals will currently support.

FMP financial-health cross-reference: rating B (overall 3/5) — RoE 4/5, RoA 4/5, DCF 4/5, but P/E 2/5 and P/B 1/5. An independent framework reaching the same split verdict: a good business, priced richly.

5

Pillar Detail: Underlying Drivers

The dominant external force the stock is tethered to, scored 0–100. A context pillar: it does not change the base signal — it feeds amplification (tailwind ≥65 can lift BUY→STRONG BUY; headwind ≤35 can push SELL→STRONG SELL).
Primary Driver
Indian credit cycle + RBI rate regime (secondary: INR/USD)
73
Tailwind

ICICI Bank's fortunes sit above its own execution in one place: the Indian credit cycle and the RBI's rate regime. A bank is a geared bet on credit demand, funding costs and loan losses, and all three are set by the central bank and the domestic economy rather than by management. The secondary driver — which matters to a dollar holder specifically — is the rupee: the ADR return is the local return plus or minus the currency, and India imports roughly 85% of its crude, so an energy shock transmits to this stock through INR and CPI rather than through the loan book.

This is explicitly not the Fed's cycle. The macro report's XLF signal (N / U / N) describes US banks facing a Fed that has priced cuts out. ICICI faces the RBI, which has already delivered 125bp of cuts and is now on hold at 5.25%. Scoring an Indian lender off a US sector map would be a category error, so the driver below is scored on Indian data and the sector map is used only as a cross-check.

HorizonWeightEvidence (with dates)Score
Historical (last 12–24m)25%The RBI cut 125bp through FY26, compressing repo-linked asset yields and pushing private-bank NIMs down faster than public-sector NIMs. Against that, system credit growth accelerated to 18.6% YoY in the fortnight to 27 Jun 2026 — a two-year high — and asset quality kept improving across the private cohort.75
Current50%RBI held the repo at 5.25% at the August 2026 MPC, raised its FY27 GDP forecast to 6.7% AND cut its FY27 CPI forecast to 5.0% from 5.1%. That last point cuts against this report's own bear case and is stated for exactly that reason: a central bank trimming its inflation forecast is not one about to be forced into hiking. On hold ends the mechanical repricing drag. Deposits rose ~₹11 lakh crore in the six weeks to 31 Jul 2026 on FCNR inflows, easing the funding squeeze. ICICI's own NIM held at 4.4% and ticked up sequentially; provisions fell 30.5% YoY. India's 10-year sits at 6.78% (13 Aug 2026).78
Forward (next 6–12m)25%Consensus expects FY27 credit growth to moderate to 13–15% from 18.6% — still healthy, but the acceleration is behind us. The system CD ratio at 82% keeps deposit competition fierce as household savings migrate to mutual funds. The RBI itself flagged elevated food and fuel inflation, manufacturing cost pressure, tariff risk and monsoon uncertainty — the credible path to a hawkish turn.62

Driver score = 75 × 0.25 + 78 × 0.50 + 62 × 0.25 = 73.25 → 73 — a TAILWIND.

HorizonDriver stateWhy
Short (1–3mo)Mild TailwindRBI on hold and credit growth at a two-year high, offset by an oil-driven inflation risk to India and a merely-neutral EM tape.
Medium (6–12mo)TailwindThe NIM trough is passing, credit costs are falling and the deposit market has loosened materially.
Long (3–5yr)Strong TailwindIndia's nominal GDP compounding near 10%, low credit penetration, and continued private-bank share gain from the public-sector cohort.

Amplification role: at 73 the driver is eligible to amplify (the bar is ≥ 65). It does not, for two independent reasons: the base signal is HOLD, and HOLD is never amplified; and Economic Alignment's pressure is Neutral rather than Tailwind, which is the second condition. The driver does not adjust the three fundamental pillar scores — Quality, Valuation and Timing are unchanged by it.

Thesis-invalidation floor: the case breaks if the RBI is forced back into hiking by food and fuel inflation while system credit growth falls below 10% — the combination that turns a widening-spread, falling-credit-cost story into a compressing-spread, rising-slippage one. Watch India CPI (~12 Sep) and the next MPC (~early Oct). Driver confidence: 60% (base 70, less 10 because the forward leg rests on a consensus range from secondary sources rather than a published RBI projection).

Commodity price-trend overlay: not applicable — this is not a commodity-leveraged producer, so there is no spot-versus-50-day-average test to run. Oil enters only at second order, through the rupee and Indian CPI, and it is captured in the forward leg above and in the §11 bear case.

6

Pillar Detail: Economic Alignment

How the current economic climate sits relative to this stock, read from the latest Macro-Economic report. Classifies the macro pressure (Tailwind / Neutral / Headwind) — the second amplification input — and frames a long entry as Trend-Following or Contrarian with a 0–100 conviction.
Stance · Pressure
Neutral · Neutral
58
conviction

IBN does not carry its own line in the macro report's Economic Watchlist Forecast, so the alignment is mapped. The primary read is the EM Equities (EEM) asset class: Short N / Medium N / Long O — an upgrade from the SU / U / O carried on 20 July, which is what moves this pillar from Contrarian-into-a-Headwind to Neutral. The GICS sector map (XLF: N / U / N) is shown as a cross-check but is explicitly not treated as governing: XLF describes US banks facing a Fed with cuts priced out, whereas ICICI faces an RBI that has already cut 125bp and is now on hold at 5.25% with its FY27 growth forecast raised to 6.7%. Anchoring on the Medium horizon, the economic pressure is Neutral, so the stance is Neutral with a conviction of 58 — macro is currently neither the reason to own this nor the reason to avoid it; the valuation is. Because the pressure is Neutral rather than Tailwind, no amplification to STRONG BUY was reachable on any horizon even before the base signal came back HOLD. The long-horizon EM signal is Outperform, which is consistent with the Long driver being scored a Strong Tailwind. Macro report dated 12 August 2026 — two days old, so no staleness haircut.

Source: sector-map — EM Equities (EEM) asset class, cross-checked against XLF · Macro report 2026-08-12

7

Pillar Detail: Entry/Exit Timing

The risk-reward framework, relative strength vs SPY and the sector ETF, the macro overlay, news-derived sentiment, and the catalyst cluster.
Entry/Exit Timing — Pillar Score
Above the 50- and 200-day, but coiled under resistance with momentum rolling over
62
conf 60% · RSI 51.1 · MACD hist −0.131 · volume light

Risk-reward assessment — a coiled range, not a setup

The tape is doing something specific and worth naming: the shares ran from $29.24 (22 Jul) to $30.48 (5 Aug), then faded back to $29.74. Price now sits 1.9% below the $30.30–$30.67 resistance shelf and 0.6% above weekly support at $29.56–$29.66, with the 50-day ($29.04) and 200-day ($28.93) averages clustered just beneath. That is a coil, not an entry: the reward to the nearest resistance is smaller than the risk to a sensible stop, and the momentum is pointing the wrong way (MACD histogram −0.131 and still falling for a fourth session). Risk-reward sub-score: 48.

Position risk: a logical stop sits below the $28.79–$29.04 swing-low shelf at $28.60 — 3.8% away, or 2.4 ATR (ATR 0.468 = 1.57% of price). That is a moderate-to-wide stop: you have to risk 2.4 units of daily noise to find out whether you are right, which is what the framework penalises. Being within 3% of weekly support earns the offsetting bonus; being within 3% of resistance takes it back.

IndicatorValueRead
RSI (14, daily)51.07 (from 62.5 on 6 Aug)Neutral — the early-August overbought condition has fully unwound without a price break
MACD (daily)0.217 / signal 0.348 / histogram −0.131Bearish: still positive but decelerating, histogram negative and widening for four sessions
Price vs SMA50 / SMA200$29.74 vs $29.04 / $28.93Above both — the primary uptrend is intact
Price vs SMA20$29.74 vs $29.94Below — short-term pullback within that uptrend
Bollinger (5, 2)$29.37 – $30.24, mid $29.80Mid-band; no squeeze, no extreme
VolumeLight on any reading: Polygon shows ~5.05m for the session, Yahoo's quote ~2.10m, against a ~7.08m three-month averageThe providers disagree and the Polygon daily series lags its date labels by one session in this feed, so no single ratio is asserted. Under either count, participation is confirming nothing.
52-week position$29.74 within $25.08–$33.39 (56th percentile)Mid-range: neither extended nor beaten down
OBVFalling since early AugustMild distribution into the $30.4 highs

Relative strength — three-month leader, one-month laggard

Benchmark1-month3-month
IBN+1.2%+14.2%
vs SPY (+3.5% / +4.0%)−2.3pp+10.2pp
vs XLF (+3.4% / +13.8%)−2.2pp+0.4pp
vs EEM (+5.3% / +2.4%)−4.1pp+11.8pp

Read honestly: the big relative move was made in May–July and has since stalled. Over the last month IBN has lagged every relevant benchmark, including EM equities, which is the tape telling you the re-rating leg is done for now. Relative-strength sub-score: 52.

Macro overlay (weight 20% — Banks are a High macro-sensitivity sector)

Indian: RBI on hold at 5.25%, FY27 GDP raised to 6.7% and the FY27 CPI forecast trimmed to 5.0% from 5.1% — supportive on both legs. India 10-year 6.78%, range-bound, held up by elevated oil. Global: the macro report's regime is an energy-shock stagflation with Fed cuts priced out; VIX 14.63 (risk-on, not stressed); the US 2s10s curve is normal and steepening (+0.51). For an Indian domestic lender the global read matters mainly through EM risk appetite and the rupee, both currently neutral. Macro sub-score: 58.

Sentiment layer

Sentiment sub-score: 62.

Catalyst layer (0–12 months)

DateEventImpact
17–18 Aug 2026Investor meetsLow — no new disclosure expected
21 Aug 202632nd AGM (virtual) — director reappointment, ₹12 dividend already declared and gone ex 3 AugLow — routine
~12 Sep 2026India CPIMedium — the input to whether the RBI stays on hold
~early Oct 2026RBI Monetary Policy CommitteeHigh — the driver's hinge
~late Oct 2026Q2 FY27 resultsHigh — NIM trajectory, slippages, deposit costs

Nothing of consequence inside 30 days, which is calm rather than good: it also means there is no scheduled event to resolve the valuation question before late October. Catalyst clustering score: 68 (calm calendar, no position-size reduction warranted).

How Timing 62 is built: multi-timeframe trend 70 × 0.30 + risk-reward 48 × 0.20 + macro 58 × 0.20 + sentiment 62 × 0.15 + catalysts 68 × 0.15 = 61.7 → 62. That clears the Improving (≥ 55) threshold — which matters, because on a non-Expensive valuation this row of the Decision Matrix would read BUY. Timing confidence: 60% (base 75, less 10 for a high-impact macro release inside 7 days on a High-sensitivity sector, less 5 for the absent analyst-grade sentiment signal).

8

Economic Event Risk

High-impact macro releases in the next 14 days that could swing this stock, plus the last 7 days of surprises.

Upcoming events (next 30 days)

DateEventImpactForecastPreviousRelevant?Why
2026-08-17/18ICICI Bank investor meetsLowCompanyNo new disclosure expected
2026-08-18US Housing Starts / Building Permits (Jul)High1.35m / 1.37m1.427m / 1.374mNoUS housing has no read-through to an Indian domestic lender
2026-08-19FOMC MinutesHighIndirectMatters only through EM risk appetite and the dollar, not through ICICI's rate cycle
2026-08-21ICICI Bank 32nd AGM (virtual)LowCompanyRoutine: director reappointment; the ₹12 dividend already went ex on 3 Aug
2026-08-26US Core PCE (Jul)High0.3% m/m0.1%IndirectFeeds the Fed path → the dollar → the rupee
2026-09-04US Non-Farm Payrolls (Aug)High+12k−23kIndirectSame channel: dollar and EM risk appetite
~2026-09-12India CPI (Aug)HighYESThe direct input to whether the RBI can stay on hold — the most relevant release for this stock
~2026-10-earlyRBI Monetary Policy CommitteeHighhold expected5.25%YESThe driver's hinge: NIM trajectory and repo-linked repricing

Recent surprises (last 7 days)

DateEventActualForecastSurpriseImpact
2026-08-07US Non-Farm Payrolls (Jul)−23k+80k−128.8% (below)Risk-off for the dollar; mildly supportive for EM and the rupee
2026-08-12US CPI YoY (Jul)3.4%3.4%in lineNeutral — no change to the Fed path, so no change to EM flows
2026-08-13US PPI MoM (Jul)0.0%+0.2%−100% (below)Mildly disinflationary at the margin
2026-08-14US Retail Sales MoM (Jul)−0.6%+0.1%−700% (below)A weak US consumer; no direct read-through to Indian credit demand
2026-08 (early)RBI MPC — repo held at 5.25%, FY27 GDP raised to 6.7%holdholdin lineDirectly relevant: ends the repo-linked repricing drag on NIM

Banks sit in the framework's High macro-sensitivity tier, so the calendar carries a 20% weight in the Timing pillar. The important correction to make here is which calendar. The dense high-impact run in the table is American, and for an Indian domestic lender the US releases matter only at second order — through the dollar, EM risk appetite and therefore the rupee. The releases that can actually move ICICI's pillar scores are Indian, and both fall outside this window: India CPI around 12 September and the RBI MPC in early October. That is also why the 3-day WAIT-for-event override was considered and not applied: FOMC minutes on 19 August are inside the window but are not high-impact for this name. A timing-confidence penalty of 10 points was still taken, honestly, for a high-impact release inside 7 days on a high-sensitivity sector.

9

Multi-Timeframe Technical Analysis

Trend, RSI and breakout status across monthly / weekly / daily / hourly / 15-minute, with a confluence verdict.
TimeframeTrendDirectionRSIMACDKey S/RBreakoutVol
MonthlyUptrend ↑Bullish52.70.33 / hist −0.43S: $20.32 R: $31.77Resistance breakout0.40×
WeeklyUptrend ↑Bullish55.80.28 / hist +0.42S: $28.82 R: $31.68Resistance breakout0.55×
DailyStrong uptrend ↑Bullish, fading47.20.25 / hist −0.13S: $28.79 R: $30.30None — consolidating0.46×
HourlyDowntrend ↓Bearish, turning52.7−0.04 / hist +0.04S: $29.41 R: $30.15None
15-minRecovering →Neutral66.00.03 / hist +0.01S: $29.41 R: $29.68None
Confluence: Higher-timeframe uptrend, lower-timeframe pullback · MTF Score 70

The monthly, weekly and daily charts all point the same way and none of them is broken: the price at $29.74 is above its 50-day ($29.04) and 200-day ($28.93) averages, which is the definition of an intact primary uptrend. The disagreement is entirely at the short end. Since the $30.48 close on 5 August the daily MACD histogram has gone negative and widened for four consecutive sessions (−0.02 → −0.09 → −0.13), the price has slipped below its 20-day average at $29.94, and the hourly chart has rolled into a downtrend — all on light volume (well under the ~7.08m three-month average on either provider's count, and 0.46× on the daily measure). The pattern is the classic higher-timeframe-bullish, lower-timeframe-pullback setup, which is normally a buy signal. It is not treated as one here for a specific reason: the pullback has not yet reached anything. Price is still 2.4% above the $29.04 support shelf where the 50-day and 200-day converge, and only 1.9% below the $30.30–$30.67 resistance band. The level to watch on the downside is that $28.79–$29.04 shelf, which is where two moving averages and the recent swing lows all cluster, and where the Technical entry path would open on a tested bounce with a higher low. MTF trend score: 70.

10

Price Chart (6-Month Daily)

A 6-month daily close line with SMA50 and key support/resistance — the visual companion to the MTF table.

Six months of daily closes to 14 August 2026 (125 sessions, Polygon), with the 50-day simple moving average in orange. The March low at $25.20 and the recovery through April–August are the shape of the year: the shares round-tripped a 19% drawdown and are now back in the upper half of the $25.08–$33.39 52-week range, at the 56th percentile. The dashed lines mark the $30.67 resistance shelf, the $29.04 support where the 50-day and 200-day averages converge, the $28.60 stop and the $32.50 base-case target.

11

Scenario Summary

Bull / Base / Bear 12-month price paths with triggers and probability weights.

Bull — $37.00, 12-month (25%)

Trigger: the RBI stays on hold through the monsoon, credit growth settles in the mid-teens rather than falling to 13%, the cheap-deposit surge feeds through so NIM expands past 4.4%, credit costs stay at cycle lows, and the rupee holds near 95. EM equities deliver on the macro report's Long Outperform signal. Mechanism: tangible book compounds ~15.5% to $12.49 per ADS while the multiple re-rates from 2.75× to about 2.96× — back toward where it traded at the 52-week high. 2.96 × 12.49 = $37.00, which is close to the 41-analyst local mean of $36.34 and well inside their $41.27 high. Note what this scenario requires: it needs the multiple to go further above the 1.93× warranted level, not back toward it. That is a real possibility — it is what the market has done for three years — but it is a re-rating bet, not a valuation bet.

Base — $32.50, 12-month (55%)

Trigger: the consensus path. Credit growth moderates to 13–15%, NIM holds near 4.3–4.4%, asset quality stays benign with slippages around 1.4%, the RBI holds through the year, and the rupee drifts modestly weaker. Mechanism: tangible book compounds 13.9% (a 16.2% RoTE on a 14% payout) to $12.31 per ADS, while the multiple de-rates only mildly, 2.75× → 2.64×. 2.64 × 12.31 = $32.50, or +9.3%. Be clear about what this means: the base case does not assume mean reversion to the $23.56 intrinsic anchor. It assumes the market keeps paying a large premium to warranted while the book compounds underneath it — which is what has happened, and is the honest description of the bull case for this stock. The gap between that assumption and the anchor is the valuation risk, and it is why the signal is HOLD rather than BUY.

Bear — $25.00, 12-month (20%)

Trigger — the RBI's own list. The August MPC statement flagged elevated food and fuel inflation, manufacturing cost pressure, tariff risk and monsoon uncertainty — though the same statement cut the FY27 CPI forecast to 5.0% from 5.1%, which is evidence against this branch and is part of why it carries only a 20% weight. If oil stays near $83 and food inflation runs, an economy importing ~85% of its crude forces the RBI back toward hiking; credit growth falls below 12%, slippages rise from 1.4%, and the rupee slides toward 100. Competitive leg (from the §3 read): the deposit war intensifies — Axis compounding deposits at 18.2% and a system credit-deposit ratio of 82% force ICICI to pay up for funding, NIM compresses through 4.0%, and the private-vs-PSU spread advantage keeps narrowing. Mechanism: book grows only 11% and the multiple de-rates toward warranted, 2.75× → ~2.18×, with a further 4.5% translation hit from the rupee. That lands at $25.00, −15.9% — essentially the 52-week low of $25.08 and just above the $23.56 intrinsic anchor. Systemic tail, assessed and rejected: the macro report carries an armed 'S&P 500 concentration / AI earnings-quality unwind' tail with a receding trigger. It is deliberately not inherited here — an Indian domestic lender is not in the AI cohort, has no AI-levered earnings and is not an index top-weight, and firing it would be over-firing the rule.

Probability-weighted 12-month value: $32.12 (0.25 × $37.00 + 0.55 × $32.50 + 0.20 × $25.00), or +8.0% from $29.74. Weights sum to 100% with the base case the most probable. Worth holding two numbers side by side without flinching: the probability-weighted price is $32.12, while the intrinsic anchor is $23.56. The first is a forecast of what the tape will pay; the second is what the cash flows justify at an 11.28% cost of equity. The distance between them is the premium the market has been paying for this franchise for years — it may well keep paying it, which is why the base case is positive and the signal is HOLD rather than SELL.

12

Entry / Exit Rules

Three independent entry paths (Fundamental · Technical · Catalyst) and three exit triggers (Stop-Loss · Thesis · Profit-Target). Any one entry path is a valid entry — the more that agree, the larger the position the conviction ladder suggests. Exits are graded by severity, not count.

How to read this — the Conviction Ladder

The three entry groups are alternative paths to a buy, not a checklist. A group counts only when all its sub-conditions hold. How many groups are satisfied sets the suggested size — it does not gate whether you may enter: 1 group = Half-Size (a valid starter/scale-in), 2 = Full-Size, 3 = Over-Size (highest conviction); 0 = Wait (no path open yet). A strong overall signal can still read Wait here when the stock is well above its entry zones — that flags "good business, no entry edge right now," not a contradiction. Exits are graded by severity of what is live, not by a count: a hard stop is an Exit on its own.
Entry conviction: Wait0 of 3 groups met — no entry path open

Fundamental — not MET

Shut: the price is 26% above the intrinsic anchor. This is the path a valuation-driven buyer needs, and it is the one that is furthest from opening.
⛔ Price $29.74 below the $23.56 fair-value estimate
✅ No earnings within 7 calendar days (next results ~late Oct 2026)
✅ Underlying-Driver score ≥ 50 (currently 73)

Technical — not MET

Shut on two of three legs: momentum is negative and the volume confirmation is absent. This is the realistic near-term path.
⛔ Daily close above the 50-day ($29.04) on volume > 1.5× the average (~10.6m against the 7.08m three-month average) — price qualifies at $29.74, volume does not on any provider's count (~2.1m–5.1m)
⛔ OR a tested bounce off the $28.79–$29.04 support shelf with a confirmed higher low
✅ RSI 14 between 35 and 65 (currently 51.07)
⛔ MACD histogram positive for ≥ 2 consecutive days, or turning up off support (currently −0.131 and widening for a fourth session)

Catalyst — not MET

Shut until late October — there is no event in the window capable of confirming anything.
⛔ Post-results move greater than +5% within 24 hours (the 18 Jul Q1 FY27 print moved the ADR only ~+1% across the following sessions)
✅ Guidance raised or maintained (asset-quality and growth commentary reaffirmed at Q1)
⛔ Volume > 2× the average (~14.2m; the session traded ~2.1m–5.1m depending on provider)

Forecast:

ENTRY — Technical group: daily close above the 50-day on >1.5× volume, with the MACD histogram positive
FORECAST: ~2–3 weeks, and conditional.
BASIS: the price leg is already satisfied ($29.74 vs a 50-day at $29.04, which is itself rising ~$0.08/day). The binding legs are momentum and volume. The MACD histogram is at −0.131 and has widened by roughly −0.02 a day for four sessions; on that trajectory a crossover back to positive requires the price to hold above about $30.00 for three to five consecutive sessions. Volume conditions cannot be time-projected — they are event-driven, and with no company catalyst before late October the most likely volume trigger is an India CPI print around 12 September or the early-October RBI meeting.
CONFIDENCE: Moderate. The higher-timeframe trend supports it, but a close below $29.04 resets the clock entirely.

ENTRY — Technical group, alternative branch: a tested bounce off $28.79–$29.04 with a higher low
FORECAST: ~1–4 weeks if the current fade continues.
BASIS: price is 2.4% above that shelf and drifting toward it at roughly 0.3% a session since 5 August; at that pace it reaches the zone inside two weeks. The shelf is unusually well-defined — the 50-day ($29.04), the 200-day ($28.93) and the recent swing lows ($28.79, $28.83) all sit inside 25 cents of each other.
CONFIDENCE: Moderate-High. This is the branch most likely to open first, and it is the better entry of the two: it buys support rather than chasing resistance. It would still leave the Valuation-Ceiling gate live — a technical entry does not clear a valuation cap.

ENTRY — Fundamental group: price below the $23.56 anchor
FORECAST: Unlikely within 6 months.
BASIS: $23.56 is 20.8% below the current price and below the 52-week low of $25.08. It requires the full bear path — an RBI forced back into hiking, credit growth below 12%, and the rupee toward 100. Note also that the anchor itself rises with book value: at ~13.9% annual tangible-book compounding, the $23.56 figure becomes roughly $26.85 in twelve months, so this rule can be met by the anchor rising to meet a flat price as much as by the price falling.
CONFIDENCE: Low — possible only via a macro reversal.
WHAT WOULD CHANGE IT: a hawkish RBI turn on food and fuel inflation, or a rupee break through 100.

ENTRY — Catalyst group
FORECAST: Catalyst-dependent — no earlier than Q2 FY27 results in late October 2026.
BASIS: the ADR has not moved more than 5% on a results day in the last four quarters (the 18 July Q1 FY27 print produced roughly +1% across the following sessions), so even the October print is a low-probability trigger for this specific rule. Historical beat rate is high but the reaction is muted — this is a low-drama compounder, not an event stock.
CONFIDENCE: Low.

Exit action: Holdno exit trigger is live — hold the position

Stop-Loss — not LIVE

⛔ Two consecutive daily closes below $28.60 (beneath the $28.79–$29.04 shelf where the 50-day and 200-day converge)

Thesis Invalidation — not LIVE

⛔ Net interest margin falls below 4.0% for two consecutive quarters (currently 4.4%, flat to up)
⛔ Loan growth decelerates below system credit growth for two quarters (currently 19.6% vs 18.6%)
⛔ The primary driver turns headwind — the RBI resumes hiking AND system credit growth falls below 10%
⛔ COMPETITIVE: gross NPAs rise back above 2.0% while Axis and Kotak continue to out-grow ICICI on deposits, i.e. the bank buys growth with spread and credit quality
⛔ CATASTROPHIC (fires alone): a financial-distress, dilution or going-concern gate triggers. Note the live Gate 3 is a VALUATION gate and does not qualify.

Profit-Target — not LIVE

⛔ Price reaches the $36.34 local-panel consensus target
⛔ AND RSI above 70
⛔ AND Quality has not improved enough to justify the higher multiple

Forecast:

EXIT — Stop-Loss: two closes below $28.60
FORECAST: Unlikely in the next 4–6 weeks.
BASIS: $28.60 is 3.8% below the price and 2.4 ATR away, and it sits beneath both the rising 50-day ($29.04) and the 200-day ($28.93). Getting there requires breaking a support shelf that three separate technical constructs are defending.
RISK TRIGGER: an India CPI upside surprise around 12 September, or a rupee break through 98.

EXIT — Thesis Invalidation
FORECAST: Unlikely before Q2 FY27 results in late October — and structurally hard to trigger before then, because three of the four conditions are only observable at a results date.
BASIS: NIM at 4.4% would have to fall 40bp and stay there for two quarters; loan growth at 19.6% would have to drop below a system rate that consensus expects to fall to 13–15%, which makes the test easier for the bank to pass, not harder.
CONFIDENCE: High that it stays clear through the next two quarters.

EXIT — Profit-Target: $36.34 with RSI > 70
FORECAST: Unlikely within 12 months — it needs +22.2%, which is the bull path, and the RSI condition then requires it to arrive fast rather than by drifting.
CONFIDENCE: Low.

Imagine you act at the current price of $29.74 · as of 15 Aug 2026

What if you bought now?

You are risking about 3.8% to your stop — and roughly 16% if the bear case runs — to gain about 9% to base case and 24% to bull.

What you're risking. Buying at $29.74 puts you 3.8% ($1.14, 2.4 ATR) above the hard stop at $28.60, and 15.9% above the $25.00 bear case. You would be entering with zero of three entry paths open: the Fundamental path is shut because the price is 26% above the $23.56 intrinsic anchor; the Technical path is shut because the MACD histogram is negative and widening on light volume with the price pinned under $30.30 resistance; the Catalyst path is shut until Q2 FY27 results in late October. You would also be paying up on a name the framework rates Expensive, with a Valuation-Ceiling gate live — and taking unhedged rupee risk on top, where a move from 95.5 to 100 costs a dollar holder 4.5% before the shares move at all.

What you're gaining. You start compounding immediately with a genuinely excellent bank: tangible book growing ~13.9% a year off a 16.2% RoTE with a 14% payout, gross NPAs at 1.38% and still falling, provisions down 30.5% year-on-year, and CET1 at 16.19%. You capture the $32.50 base case (+9.3%) and the $37.00 bull (+24.4%), plus a 0.85% dividend and the listed-subsidiary stakes worth ~16% of market cap. Forty-one local analysts average ₹1,734.59 — +22.2%. Risk-reward to the stop is about 2.4 : 1 against base case.

The read: the trade-off is not absurd, but you are not being paid to hurry. There is no catalyst before late October, no technical confirmation, and the entry sits under resistance. Waiting for either a pullback into the $29.04–$28.79 shelf or a volume-confirmed close above $30.67 materially improves the deal without much risk of the move leaving without you. That is an assessment, not a verdict.

What if you sold now?

You are giving up roughly 9% of base-case upside and a 16%-a-year book compounder to protect against a 16% bear case that nothing has yet triggered.

What you're giving up. Selling (or staying out) at $29.74 forfeits the $32.50 base case (+9.3%) and the $37.00 bull (+24.4%), the 0.85% dividend, the ~13.9% annual tangible-book compounding, and the embedded value in the listed insurance and asset-management stakes. You would also be selling a bank in the strongest part of its credit cycle — system credit growth at a two-year high, the RBI on hold, credit costs falling — against a consensus in which every one of 41 analysts is positive.

What you're protecting. The 15.9% drop to the $25.00 bear case, which is the path where the RBI is forced back into hiking by food and fuel inflation and the multiple reverts toward its 1.93× warranted level. But be precise about the mechanics: no exit rule is triggered right now. The stop at $28.60 is 3.8% below the price and has not been touched; the profit-target rule needs $36.34 and RSI above 70; and the thesis-invalidation test — NIM below 4.0% for two consecutive quarters, or system credit growth below 10% — is nowhere near live, with NIM at 4.4% and credit growing 18.6%. Note also that the live Gate 3 is a valuation gate, not one of the distress/dilution/going-concern gates that fire thesis invalidation on their own.

The read: there is no mechanical reason to sell. This is a hold-and-watch zone: an excellent business at a full price, where the sensible response is to wait for the price to come to the anchor rather than to abandon the name.

13

Position Sizing Context

Illustrative portfolio math (not advice) translating conviction into an allocation given risk-per-share and volatility.

No portfolio allocation or role was specified for this analysis, so a position size is not computed — the framework does not invent a default allocation. What can be given is the risk arithmetic behind any size you choose.

The Conviction Ladder reads Wait (0 of 3 entry paths open), which in the sizing formula is a ladder factor of . The honest output is therefore not a percentage but a pair of levels: the Technical path opens on a tested bounce in the $28.79–$29.04 shelf with a higher low, or on a volume-confirmed daily close above $30.67. Even then, the Valuation-Ceiling gate remains live and independently caps the signal at HOLD.

Volatility context. ATR is $0.468, or 1.57% of price — a typical daily move. The stop at $28.60 is 2.4 ATR away, so a 3.8% adverse move is roughly two and a half ordinary sessions, not a crash. Beta to the S&P 500 is 0.26, which understates the real risk: the low beta reflects an Indian-domestic earnings stream that is poorly correlated with the US market, not low volatility — the shares fell 19% from $30.95 to $25.20 between February and March 2026, and a dollar holder carries unhedged rupee risk on top of that. The catalyst-clustering score of 68 is calm, so no event-driven size reduction applies.

14

Calibration Snapshot

Machine-readable snapshot of every score, level and signal, saved alongside the HTML so the next run can compute deltas.
{
  "ticker": "IBN",
  "date": "2026-08-15",
  "version": "v6",
  "brand": "ICICI Bank",
  "analysis_status": "on-going",
  "status_badge": "On-Going",
  "exchange": "NYSE",
  "exchange_ticker": "NYSE:IBN",
  "isin": "US45104G1040",
  "api_ticker": "IBN",
  "company": "ICICI Bank Limited",
  "currency": "USD",
  "finder_ticker": "IBN",
  "finder_exchange": "\ud83c\uddfa\ud83c\uddf8 NYSE",
  "finder_section": "EM Equities",
  "user_horizon": null,
  "user_allocation_pct": null,
  "portfolio_role": null,
  "sector": "Financials \u2014 Banks (Private / India)",
  "gics_sector": "Financials",
  "lifecycle_stage": "mature",
  "price_at_rating": 29.74,
  "eps_trailing": 1.62,
  "trailing_pe": 18.36,
  "signal_short": "HOLD",
  "signal_medium": "HOLD",
  "signal_long": "HOLD",
  "primary_signal": "HOLD",
  "score_short": 60,
  "score_medium": 61,
  "score_long": 67,
  "quality_score": 83,
  "quality_detail": {
    "industry_benchmark_name": "ROE + Efficiency (Banks)",
    "industry_benchmark_value": "consolidated RoTE ~16.2% / cost-income ~40%",
    "industry_benchmark_score": 92,
    "moat_score": 70,
    "moat_pricing_power": 65,
    "moat_network_effects": 60,
    "moat_switching_costs": 70,
    "moat_cost_advantage": 82,
    "moat_intangibles": 75,
    "nim_pct": 4.4,
    "roa_consolidated_pct": 2.11,
    "roe_consolidated_avg_equity_pct": 15.8,
    "rote_consolidated_pct": 16.2,
    "roe_standalone_pct_est": 17.5,
    "gnpa_pct": 1.38,
    "nnpa_pct": 0.35,
    "nnpa_note": "0.35% is ICICI's own reported net NPA for the quarter ended 30 Jun 2026 (Performance Review, icici.bank.in), against 0.33% at 31 Mar 2026 and 0.41% a year earlier. An earlier draft of THIS report carried 0.40% and framed it as a correction of the 25 Jul report \u2014 that was wrong in both directions: 0.40% appears to have been a mis-transcription of the year-ago 0.41%, and the 25 Jul report's 0.35% was correct all along. Corrected on audit; the prior report is vindicated, not superseded.",
    "slippage_ratio_pct": 1.4,
    "cet1_pct": 16.19,
    "cost_income_pct_est": 40,
    "loan_growth_yoy_pct": 19.6,
    "system_credit_growth_yoy_pct": 18.6,
    "q1fy27_pat_standalone_cr": 14804,
    "q1fy27_pat_consol_cr": 15440,
    "q1fy27_nii_consol_cr": 29177,
    "q1fy27_provisions_cr": 1260,
    "quality_weights": "sub-signals 45% (87.3 = avg of 80/90/92) \u00b7 industry benchmark 20% (92) \u00b7 moat 20% (70) \u00b7 ROIC-equivalent & capital allocation 15% (76) = 83.085 -> 83",
    "quality_vs_prior_note": "The 85 -> 83 move is STRUCTURAL, not a deterioration. Comparable published components all rose: moat 68 -> 70 (pricing 65=65, network 55->60, switching 78->70, cost advantage 72->82, intangibles 70->75) and industry benchmark 90 -> 92. The 25 Jul report published no weighted component build (holistic 85 over a 7-row sub-signal table), so 85 and 83 were not produced the same way. The specific new deduction is skin_in_game 62 inside the capital-allocation block, for no controlling promoter / modest insider ownership \u2014 a dimension the 25 Jul report scored qualitatively and read as a POSITIVE ('no controlling promoter, professional management'). Scored that way the block is ~81 and Quality rounds to 84.",
    "skin_in_game": 62,
    "roic_capital_allocation_build": "SKILL 40/30/30 weights: ROE-minus-COE spread 85 (40%) + capital-allocation discipline 78 (30%) + skin in the game 62 (30%) = 0.40*85 + 0.30*78 + 0.30*62 = 76.0 exactly. An earlier draft carried this as a '76-78 band, carried at 78', which was a 2-point overstatement with no rounding ambiguity behind it. At 76 the pillar computes 39.285 + 18.4 + 14.0 + 11.4 = 83.085 -> 83, identical to the published Quality score."
  },
  "valuation_score": 39,
  "val_multiple_basis": "justified P/TBV = (RoTE \u2212 g)/(r \u2212 g), consolidated INR frame",
  "warranted_multiple": 1.93,
  "actual_multiple": 2.75,
  "warranted_ratio": 1.42,
  "val_band": "expensive",
  "discount_rate_r": 11.28,
  "risk_free_10y": 6.78,
  "g_near": 6.0,
  "g_term": 6.0,
  "g_term_basis": "analyst judgement, NOT a framework mandate \u2014 see g_term_note",
  "g_term_note": "The SKILL caps g_near for Defensive/mature-Banks at 6% and caps g_term at 3%. The 3% g_term is calibrated to USD / developed-market long-run nominal GDP; r here is an INR rate built on India's 6.78% risk-free. Pairing a USD-calibrated terminal growth with an INR discount rate is a unit mismatch of the same species as dividing a CAD price by USD earnings, so the INR-consistent 6% (well below India's ~10% long-run nominal GDP, and < r) is used as PRIMARY. The SKILL does not currently specify how to set g_term for a foreign-currency issuer \u2014 this is a framework gap, and the choice is flagged as judgement. The framework-literal 3% frame is recorded alongside and is MORE punitive, so the choice is not self-serving: both frames are Expensive and Gate 3 fires either way.",
  "warranted_multiple_framework_literal_g3": 1.6,
  "warranted_ratio_framework_literal_g3": 1.72,
  "valuation_detail": {
    "val_multiple_basis": "justified P/TBV = (RoTE \u2212 g)/(r \u2212 g), consolidated INR frame",
    "warranted_multiple": 1.93,
    "actual_multiple": 2.75,
    "warranted_ratio": 1.42,
    "val_band": "expensive",
    "discount_rate_r": 11.28,
    "risk_free_10y_india": 6.78,
    "risk_free_10y_us_stamped_not_used": 4.63,
    "erp": 4.5,
    "risk_add_on": 0.0,
    "g_term": 6.0,
    "rote_input": 16.2,
    "ptbv_build": "price/ADS \u20b92,839.3 (=$29.74 \u00d7 95.47; NSE cross-check \u20b91,417 \u00d7 2 = \u20b92,834, ADR premium 0.2%) \u00f7 tangible shareholders' equity/ADS \u20b91,032.30 (\u20b91,061.73 \u2212 \u20b929.43 intangibles) = 2.75\u00d7",
    "rote_build": "TTM consolidated PAT \u20b956,194cr \u00f7 average tangible shareholders' equity \u20b93,46,097cr = 16.24%",
    "fwd_pe": 16.08,
    "trailing_pe": 18.36,
    "peg": 1.04,
    "peg_provider_yahoo": 0.52,
    "peg_computed": 1.04,
    "peg_note": "peg and clean_peg carry 1.04 \u2014 the internally consistent figure computed from this report's own inputs (forward P/E 16.08x over ~15.4% FY28 consensus EPS growth) and the one actually scored in the growth-adjusted lens (55). peg_provider_yahoo retains Yahoo's 0.52 for traceability, since that is the number a reader will see quoted elsewhere. Earlier drafts left the machine-readable fields on the provider figure while the report body scored 1.04 \u2014 the artefact and the body now agree.",
    "div_yield_pct": 0.85,
    "fcf_yield": "N/A (bank) \u2014 cash-return anchor = 0.85% dividend yield + ~13.9% retained book compounding",
    "guardrail_pe_arm": "Banks rich line = P/TBV \u2265 3.0\u00d7 OR P/E \u2265 16\u00d7. P/TBV 2.75\u00d7 is BELOW the 3.0\u00d7 line, but trailing P/E 18.36\u00d7 and forward P/E 16.08\u00d7 are BOTH at/above the 16\u00d7 arm \u2014 an independent confirmation of Expensive. Gate 3 is fired on the warranted-ratio arm (1.42 \u2265 1.40).",
    "sensitivity": "INR consolidated RoTE 16.2 / r 11.28 / g_term 6 -> warranted 1.93, ratio 1.42 EXPENSIVE (primary). FRAMEWORK-LITERAL g_term 3 (USD-calibrated cap) -> warranted 1.60, ratio 1.72 EXPENSIVE (more punitive). Plain RoE 15.8 (total equity) -> 1.86, ratio 1.48 EXPENSIVE. Provider RoE 16.43 (GuruFocus Jun-26) -> 1.98, ratio 1.39 FULL (boundary). Prior-run frame (RoE 16.5, India ERP 5.0, r 11.7) -> 1.84, ratio 1.47 EXPENSIVE. USD-consistent ADR frame (r 9.13, g 2.5, RoTE_USD 12.7 after ~3.5%/yr INR depreciation) -> 1.54, ratio 1.79 EXPENSIVE. SOTP core-bank bull frame (standalone RoTE ~17.5, core P/TBV ~2.83 after stripping listed subs) -> 2.18, ratio 1.30 FULL. Five of six frames Expensive; none reaches Fair.",
    "sotp_note": "Listed subsidiary stakes priced from the market, not hand-waved: ICICI Pru Life (51% of \u20b973,904cr = \u20b937,691cr) + ICICI Pru AMC (~51% of \u20b91,52,251cr = \u20b977,648cr) + ICICI Lombard (~51% of \u20b981,920cr = \u20b941,779cr) = \u20b91,57,118cr \u2248 \u20b91.57 lakh crore = 15.5% of the \u20b910.16 lakh crore market cap; ~12.4% after a 20% holdco discount. (An earlier draft used a \u20b948,700cr Lombard STAKE estimate, ~\u20b96,900cr low, giving 16.3%; corrected on audit.) This is materially LESS than the ~20\u201325% the 25-Jul report assumed. Treated as embedded optionality (a tilt, +4 inside the band), NOT as a re-rating \u2014 SKILL Pillar 2.",
    "analyst_panel_note": "ADR panel is effectively degenerate (n=4, $35.30\u2013$36.00, yfinance fallback) \u2014 trap #6 fires. Headline consensus taken from the LOCAL NSE panel: n=41, mean \u20b91,734.59 / median \u20b91,732 / high \u20b91,970 / low \u20b91,592, recommendation 'strong buy' (1.12). Converted at USD/INR 95.47 \u00d7 2 ordinary per ADS.",
    "optionality_tilt": 4,
    "band_margin_note": "ratio 1.42 sits only 1.4% above the 1.40 Expensive line \u2014 knife-edge. A ~2% multiple de-rating, or consolidated RoTE printing ~16.5%+, moves the band to Full and the matrix to BUY on medium/long. Stated openly rather than buried."
  },
  "nonop_pct_of_net_income": 0.0,
  "clean_pe": 18.36,
  "clean_peg": 1.04,
  "earnings_quality_note": "Step 7b run: FMP Q1 FY27 shows totalOtherIncomeExpensesNet = 0 and nonOperatingIncomeExcludingInterest = 0; income before tax = operating income (\u20b921,373.6cr). No mark-to-market or one-off gain inflating net income \u2014 nonop_pct_of_net_income = 0, so reported and clean multiples are identical by construction.",
  "timing_score": 62,
  "timing_detail": {
    "mtf_confluence": "higher-timeframe uptrend, daily momentum rolling over under resistance",
    "confluence_score": 70,
    "daily_rsi": 51.07,
    "daily_macd_hist": -0.131,
    "price_vs_sma50": "above (29.74 > 29.04)",
    "price_vs_sma200": "above (29.74 > 28.93)",
    "price_vs_sma20": "below (29.74 < 29.94)",
    "atr14": 0.468,
    "atr_pct_of_price": 1.57,
    "volume_ratio_daily": 0.71,
    "volume_ratio_note": "0.71x is Polygon session volume (~5.05m) over the ~7.08m three-month average. Yahoo showed ~2.10m for the same session; the providers disagree and the Polygon daily series lags its date labels by one session in this feed, so the report asserts no single ratio. The Technical group volume leg is unmet under either figure. STANDING RULE: never date a volume or price claim from get_stock_prices \u2014 use get_technical_indicators or get_yahoo_prices.",
    "range_52w_percentile": 56,
    "risk_reward_score": 48,
    "catalyst_clustering_score": 68,
    "sentiment_score": 62,
    "macro_overlay_score": 58,
    "dynamic_macro_weight": 0.2,
    "vix": 14.63,
    "timing_build": "mtf 70 \u00d70.30 + risk-reward 48 \u00d70.20 + macro 58 \u00d70.20 + sentiment 62 \u00d70.15 + catalyst 68 \u00d70.15 = 61.7"
  },
  "relative_strength_vs_spy": -2.3,
  "relative_strength_vs_sector": -2.2,
  "relative_strength_detail": "1-month: IBN +1.2% vs SPY +3.5% (\u22122.3pp), XLF +3.4% (\u22122.2pp), EEM +5.3% (\u22124.1pp). 3-month: IBN +14.2% vs SPY +4.0% (+10.2pp), XLF +13.8% (+0.4pp), EEM +2.4% (+11.8pp). Three-month leader, one-month laggard.",
  "driver_score": 73,
  "driver_name": "Indian credit cycle + RBI rate regime (secondary: INR/USD translation)",
  "driver_per_horizon": {
    "short": "Mild Tailwind",
    "medium": "Tailwind",
    "long": "Strong Tailwind"
  },
  "driver_commodity_trend": "N/A \u2014 not a commodity-leveraged name. Oil enters only second-order, via India's ~85% crude-import dependence feeding INR and CPI; WTI ~$83 in the current energy-shock regime is the main channel by which the RBI could be forced hawkish (the bear trigger).",
  "driver_build": "historical 75 \u00d70.25 + current 78 \u00d70.50 + forward 62 \u00d70.25 = 73.25",
  "competitive_rivals": [
    "HDFC Bank",
    "Axis Bank",
    "Kotak Mahindra Bank",
    "State Bank of India / PSU banks",
    "UPI & fintech (PhonePe, Google Pay, Paytm, Jio Financial)"
  ],
  "competitive_share_trajectory": "gaining",
  "competitive_threat_level": "moderate",
  "competitive_note": "Gaining on lending share (loan book +19.6% YoY vs system credit +18.6%) and on profitability (RoTE and cost-income best among the large private banks). The live erosion vectors are on FUNDING and SPREAD, not on share: Axis grew deposits +18% YoY to \u20b913.73 lakh crore, Kotak's CASA is 40.3% at 30 Jun 2026 (down from 40.9% a year earlier) against ICICI's high-30s \u2014 a couple of points of advantage that is NARROWING, not a structural chasm \u2014 and the private-vs-PSU NIM gap NARROWED through FY26 because private banks' repo-linked loan books repriced down faster after the RBI's 125bp of cuts. Net effect: Switching Costs trimmed to 70 (UPI has commoditised payments and made account portability easy), Cost Advantage to 82 (still best-in-class; trimmed from a naive 85 ONLY for the private-vs-PSU NIM-gap compression. An earlier draft trimmed it to 78 on a claimed Kotak CASA 'above 48%' \u2014 that figure was ~8pp wrong and directionally inverted, and the trim attached to it has been reversed on audit).",
  "economic_alignment_stance": "Neutral",
  "economic_alignment_conviction": 58,
  "economic_alignment_pressure": "Neutral",
  "economic_alignment_pressure_detail": "Neutral (short & medium) / Tailwind (long)",
  "economic_alignment_source": "sector-map",
  "macro_report_date": "2026-08-12",
  "economic_alignment_signal": "Primary read = EM Equities (EEM) asset class Short N / Medium N / Long O (upgraded from SU/U/O on 20 Jul). Cross-checked against XLF N/U/N, but flagged as NOT governing: IBN's rate cycle is the RBI's (repo 5.25%, on hold), not the Fed's.",
  "economic_alignment_amplification": "moot \u2014 base signal is HOLD (HOLD never amplifies), and pressure is Neutral rather than Tailwind, so STRONG BUY was unreachable in any case.",
  "overall_confidence": 60,
  "fair_value_est": 23.56,
  "fair_value_build": "0.45 \u00d7 consolidated warranted anchor $20.87 (1.93\u00d7 \u00d7 TBVPS $10.81) + 0.45 \u00d7 SOTP core-bank + sub-stakes $23.42 (2.18\u00d7 \u00d7 standalone tangible BVPS $9.06 = $19.75, plus discounted sub stakes $3.67/ADS) + 0.10 \u00d7 Street $36.34 = $23.56",
  "fair_value_forward_12m": 32.5,
  "prob_weighted_fair_value": 32.12,
  "stop_loss": 28.6,
  "target_price": 36.34,
  "scenario_base_target": 32.5,
  "scenario_bull_target": 37.0,
  "scenario_bear_target": 25.0,
  "scenario_probabilities": {
    "bull": 25,
    "base": 55,
    "bear": 20
  },
  "analyst_consensus_target": 36.34,
  "analyst_target_high": 41.27,
  "analyst_target_low": 33.35,
  "analyst_target_upside_pct": 22.2,
  "analyst_grades_consensus": "Strong Buy",
  "analyst_bullish_pct": 100,
  "analyst_coverage_count": 41,
  "fmp_rating": "B",
  "fmp_overall_score": 3,
  "recent_upgrades_30d": 0,
  "recent_downgrades_30d": 0,
  "hard_gate_state": "caution",
  "gates_triggered": [
    "Gate 3 \u2014 Valuation Ceiling (Expensive band: warranted ratio 1.42 \u2265 1.40; caps every horizon at HOLD)"
  ],
  "gates_caution": [
    "INR/USD translation risk on the ADR (rupee ~95.5; a move to 100 costs a dollar holder ~4.5% before any move in the shares)",
    "Deposit-cost competition (Axis +18% deposit growth; CD ratio 82%) and the narrowing private-vs-PSU NIM gap",
    "Thin ADR analyst panel (n=4, effectively degenerate) \u2014 headline consensus taken from the 41-analyst local panel"
  ],
  "do_not_buy_triggers": [],
  "dnb_assessment": "Trigger 2(a) not fired: ratio 1.42 < 2.0\u00d7 warranted and P/TBV 2.75\u00d7 < 1.5\u00d7 the 3.0\u00d7 guardrail (4.5\u00d7). Trigger 2(b) not fired: no Structural Business Model Threat, and the macro report's armed 'S&P 500 concentration / AI earnings-quality unwind' tail does NOT materially apply \u2014 an Indian domestic lender is not in the AI cohort, has no AI-levered earnings, and is not an index top-weight. Deliberately not over-fired.",
  "short_entry_confirmed": false,
  "short_hold_reason": "expensive",
  "short_cap_reason": "Short base signal is already HOLD (High Quality + Expensive valuation \u2192 HOLD row), so the technical-confirmation cap is not the binding constraint. Recorded for completeness: both the Technical and Catalyst entry groups are UNMET (MACD histogram \u22120.131 and still falling, volume well below average on either provider's count, price pinned under the $30.30\u2013$30.67 resistance shelf, no earnings catalyst until late October). The quality-starter override does NOT apply \u2014 it requires Valuation \u2265 40 (not Expensive).",
  "entry_groups_met": 0,
  "entry_conviction": "Wait",
  "exit_groups_live": 0,
  "exit_action": "Hold",
  "next_update_date": "2026-08-31",
  "next_update_basis": "default +14d from 2026-08-15 = 2026-08-29, a Saturday, rolled forward to the next trading day. No impactful dated company event inside the window: the 21 Aug 2026 AGM was considered and REJECTED as non-impactful (routine virtual AGM \u2014 director reappointment plus the already-declared \u20b912 dividend, which went ex on 3 Aug). Q2 FY27 results ~late Oct; next RBI MPC ~early Oct; India CPI ~12 Sep \u2014 all outside the window.",
  "data_basis_note": "BANK TRAP honoured. FMP 'revenue' of \u20b961,429cr for Q1 FY27 is TOTAL INCOME (interest income \u20b952,241cr plus ~\u20b99,188cr of non-interest income), not a bank's net revenue, and was NOT used as revenue anywhere in this report. An earlier draft mislabelled it 'gross interest income' \u2014 the treatment was right, the label was not; nor were FCF, EBITDA, gross margin, interest-coverage (FMP shows 0.89\u00d7) or the negative price-to-FCF (\u221243\u00d7) \u2014 all structurally meaningless for a deposit-taking bank. Scored on NII, RoE/RoTE, RoA, NIM, cost-income, GNPA/NNPA, slippages, CET1 and P/TBV. Consolidated NII \u20b929,177cr (+12.3% YoY vs \u20b925,990cr); consolidated PAT \u20b915,440cr (+13.9%); standalone PAT \u20b914,804cr (+16.0%). Growth figures are labelled standalone vs consolidated throughout.",
  "inr_usd_basis_note": "FRAME DISCIPLINE. The valuation anchor is built entirely in INR: r = India 10-Y G-sec 6.78% (13 Aug 2026) + the SKILL's fixed 4.50% global ERP + 0.00% risk add-on (Quality 83 \u2265 65, beta 0.26) = 11.28%; g_term = 6.00% (ANALYST JUDGEMENT, not a framework mandate: the SKILL's 6% Defensive/mature-Banks cap applies to g_near, and its g_term cap is 3% \u2014 but that 3% is calibrated to USD/developed-market nominal GDP and cannot be paired with an INR discount rate without a unit mismatch. 6% is well below India's ~10% long-run nominal GDP and comfortably < r. The framework-literal g_term of 3% is also computed: warranted 1.60x, ratio 1.72 \u2014 MORE punitive, so the primary choice is not self-serving); RoTE = 16.2% consolidated. The US 10-Y (4.63%, FRED DGS10 13 Aug 2026) is stamped from the macro run but deliberately NOT used as the discount rate: discounting an INR RoTE at a USD rate is the frame-mixing error the 25 Jul audit corrected, and it would produce a warranted 3.2\u00d7 and a false 'Attractive'. The USD frame IS run \u2014 consistently, deducting ~3.5%/yr expected INR depreciation from both RoTE and g \u2014 and reads 1.79\u00d7 warranted ratio, i.e. MORE expensive, not less.",
  "currency_note": "US-listed ADR: 1 ADS = 2 ordinary shares (NSE: ICICIBANK). Financials reported in INR; USD/INR 95.47 on 14 Aug 2026. All prices, targets and scenario levels in this report are USD at the ADS level.",
  "data_as_of": {
    "price": "2026-08-14 (Friday close \u2014 15 Aug is a Saturday, markets shut)",
    "financials": "2026-06-30 (Q1 FY27)",
    "macro_report": "2026-08-12",
    "india_10y": "2026-08-13",
    "usd_inr": "2026-08-14",
    "analyst_targets": "2026-08-14",
    "cet1": "2026-06-30 (carried from the 25 Jul report \u2014 not re-pulled this run)"
  },
  "delta_vs_prior": "vs calibration-IBN-20260725-1640: price $29.51 \u2192 $29.74 (+0.8%). Signals unchanged HOLD/HOLD/HOLD on all three horizons; horizon scores unchanged 60/61/67. Q 85 \u2192 83 \u2014 a METHODOLOGY change, not a deterioration. Every comparable published component ROSE: moat 68 \u2192 70 (cost advantage 72 \u2192 82, intangibles 70 \u2192 75, network 55 \u2192 60, against switching costs 78 \u2192 70) and industry benchmark 90 \u2192 92. The fall comes from (a) this run computing an explicit weighted four-component build where the 25 Jul report scored Quality holistically and published no build \u2014 so the comparison is structural, not arithmetic \u2014 and (b) a NEW skin-in-the-game deduction of 62 inside the capital-allocation block for the absence of a controlling promoter, a dimension the prior report scored qualitatively and read as a POSITIVE. Scored the prior report's way, Quality rounds to 84. V 38 \u2192 39 (still Expensive, but the warranted ratio improved 1.47 \u2192 1.42 and the listed-sub stakes are now priced from the market at 15.5% of cap rather than the prior 'ballpark 20\u201325%'). T 60 \u2192 62 (price reclaimed the $30 handle in early August then eased; still above the 50- and 200-day). Driver 72 \u2192 73 (system credit growth at a two-year high of 18.6%, RBI on hold at 5.25% with FY27 GDP raised to 6.7%, deposits +\u20b911 lakh crore in six weeks). Economic Alignment UPGRADED: stance Contrarian \u2192 Neutral, pressure Headwind \u2192 Neutral, conviction 55 \u2192 58, as EM Equities moved SU/U/O \u2192 N/N/O. Gate 3 remains TRIGGERED. Entry ladder Wait \u2192 Wait; stop tightened $27.00 \u2192 $28.60 onto the newly-formed $28.79\u2013$29.04 shelf. Fair value $26.00 \u2192 $23.56 (stricter RoTE-paired anchor and a correctly-sized, smaller sub-stake credit). Net: no boundary crossed \u2014 a better business, a better macro, and a still-full price.",
  "audit_corrections_20260815": "Independent Layer-2 audit returned FAIL (4 MAJOR / 10 MINOR, no blocker); all fixed. MAJOR: (1) net NPA restored to 0.35% \u2014 the company's own Q1 FY27 Performance Review figure; the draft's 0.40% was a mis-transcription of the year-ago 0.41% and the 25 Jul report was correct. (2) Kotak CASA corrected from a claimed >48% to the actual 40.3% (down from 40.9%), which was ~8pp wrong AND directionally inverted; it had been the stated cause of the Cost-Advantage trim, so Cost Advantage is restored 78 -> 82. Moat rounds to 70 either way (69.6 -> 70.4) and quality_score stays 83, but the -2 rationale is rewritten. (3) HDFC scale figures were ~a year stale (8,735 branches / Rs40.3 lakh cr) -> corrected to 9,694 branches / Rs43.97 lakh cr at 30 Jun 2026, and the \u00a715 competitor-research provenance downgraded ok -> partial because it claimed a pull not made. (4) g_term 6% was misattributed to the framework (the 6% cap is on g_near; the SKILL caps g_term at 3%); both frames now shown \u2014 framework-literal g_term 3% gives warranted 1.60x / ratio 1.72, MORE punitive than the primary 1.93x / 1.42, so the INR-consistent choice is not self-serving. MINOR: total-income vs gross-interest-income label; Lombard market cap (subs 16.3% -> 15.5% of cap, fair value 23.66 -> 23.56); results date 18 Jul not 17 Jul; RBI also cut FY27 CPI forecast to 5.0% from 5.1% (added, and it cuts against our own bear case); PEG 1.04 computed vs 0.52 provider; 25-Jul sensitivity row r 11.78 -> 11.70; USD/INR week range contradiction; anchor premium 25% vs 26%; session volume attached to the wrong day via the Polygon date lag. Signals, gates, band and all five pillar scores are UNCHANGED by the corrections.",
  "audit_corrections_round2_20260815": "Round-2 audit cleared MAJOR-1/3/4 and found ONE remaining MAJOR: the rewritten Quality rationale still named causes that moved the OPPOSITE way. Against the 25 Jul report's published components, cost advantage rose 72->82, moat rose 68->70, industry benchmark rose 90->92 \u2014 none can explain a fall, and the round-1 fix (cost advantage 78->82) moved it further from any such explanation. The trims were real only against an unstated naive baseline invented within this run. Aggravating factor: \u00a715 claimed the reasoning had been 'rewritten to rest on what actually supports it', which the document falsified. ACTUAL CAUSE, now stated: a methodology change \u2014 this run computes an explicit weighted four-component build where the 25 Jul report scored Quality holistically and published no build (so 85 vs 83 is structural, not arithmetic), and within that build a NEW skin-in-the-game deduction of 62 for no controlling promoter / modest insider ownership, a dimension the prior report scored qualitatively and read as a POSITIVE. On the prior report's reading Quality rounds to 84 \u2014 but that reading is NOT framework-conformant: the SKILL makes 'Management skin in the game' a mandatory 30% of the ROIC & Capital Allocation sub-signal, scored off insider ownership, so applying the deduction is required and the 25 Jul treatment omitted a mandated sub-dimension. 83 is the conformant number. Also fixed: frame count corrected to seven frames / six Expensive in the \u00a74 pillar header, the \u00a74 heading and the \u00a715 self-audit (the prose had already been updated, the other three had not); and peg/clean_peg moved from the provider's 0.52 to the computed 1.04 that the report body actually scores, with peg_provider_yahoo retaining 0.52 for traceability. GENERAL LESSON: check every named cause of a score move against the prior report's published number for that component and confirm it moved in the claimed direction. No score, band, gate or signal changed.",
  "audit_note": "Two valuation inputs were refined this run and they pull in OPPOSITE directions: the ERP moved 5.0% \u2192 4.5% (the SKILL's fixed global constant, which RAISES the warranted multiple) while RoE/RoTE was re-derived from the filings at 16.2% instead of the 16.5% previously carried (which LOWERS it). Net effect on the warranted multiple: 1.84\u00d7 \u2192 1.93\u00d7, and on the ratio 1.47 \u2192 1.42. The band is unchanged. This is disclosed because a single-knob change would otherwise look like the answer being steered."
}

This report keeps all three horizons at HOLD for the same structural reason as 25 July: the Decision Matrix row is High Quality (83) × Expensive Valuation (39) × Improving Timing (62), which returns HOLD before any gate is applied, and the Valuation-Ceiling gate then caps it there independently. The Underlying Driver at 73 is a genuine tailwind and would be eligible to amplify, but HOLD never amplifies and Economic Alignment's pressure is Neutral rather than Tailwind, so the question never arose. The number to watch is the warranted ratio at 1.42 against a 1.40 threshold: this name is one small move — in the multiple, in the rupee, or in reported return on tangible equity — from the Full band, where the same Quality and Timing scores would produce BUY on the medium and long horizons. That is the trigger for the next refresh.

15

Data Sources & Methodology

Audit trail of every data source: fully available (✓), fallback (⚠), or failed (✗), plus provenance-based confidence haircuts.
Data Source Status
get_yahoo_quote (IBN) Price $29.74, trailing P/E 18.36, forward P/E 16.08, P/B 2.6747, RoE 16.07%, RoA 2.11%, beta 0.261, EPS TTM $1.62, dividend yield 0.85%
get_yahoo_quote (ICICIBANK.NS) The decisive pull: local price ₹1,417, and the 41-analyst target panel (mean ₹1,734.59, high ₹1,970, low ₹1,592, 'strong buy' 1.12) used in place of the degenerate ADR panel
get_company_profile ISIN US45104G1040 confirmed, CUSIP 45104G104, NYSE, isAdr true, CEO Sandeep Bakhshi, market cap $106.4bn
get_stock_snapshot Session close 29.74; previous close 29.48. Volume 5.05m here versus ~2.10m on the Yahoo quote — the providers disagree, so no volume ratio is asserted in the report
get_income_statement (6 quarters) Q1 FY27 to Q4 FY25, reported in INR. Used for NII, PAT and the step-7b decomposition. FMP 'revenue' ₹61,429cr identified as TOTAL income (interest ₹52,241cr + non-interest ~₹9,188cr) and NOT used
get_financial_ratios Book/tangible-book per share and P/B used. The bank-inappropriate fields (price-to-FCF −43×, interest coverage 0.89×, current ratio 0.11, asset turnover) were read and deliberately discarded
get_multi_timeframe_analysis All five timeframes returned including intraday; confluence 'strongly bullish', re-scored to 70 on the framework's weights
get_technical_indicators 261 daily bars: RSI 51.07, MACD histogram −0.131, SMA20/50/200 = 29.94 / 29.04 / 28.93, ATR 0.468, OBV
get_stock_prices (6mo daily) 125 bars for the §10 chart. Polygon's date labels run one trading day behind the indicator series — reconciled against the snapshot, and the chart series ends at the stamped $29.74
get_yahoo_prices (SPY / XLF / EEM) Relative-strength benchmarks for the 1- and 3-month comparisons
get_price_target_consensus DEGENERATE: n=4, high $36.00 / low $35.30 / median $36.00, on a yfinance fallback. Treated as a failed pull per the mandatory fallback rule and replaced by the local NSE panel
get_price_target_summary Returned the same four-analyst panel — no independent information
get_grades_consensus 6 Buy / 0 Hold / 0 Sell — 100% bullish, flagged as a mild contrarian extreme
get_stock_grades Newest action on file is dated 27 July 2020. No usable recent-grade sentiment — the sentiment sub-signal is carried at a haircut, not scored on stale actions
get_ratings_snapshot FMP rating B (3/5): RoE 4, RoA 4, DCF 4, but P/E 2 and P/B 1 — an independent framework reaching the same split verdict
get_analyst_estimates FY26–FY30 consensus. FY27 EPS ₹159.19 per ADS, FY28 ₹183.76 (+15.4%), on 20 covering analysts for revenue
get_earnings_calendar Returned no rows for IBN. Next results date (~late Oct 2026 for Q2 FY27) taken from the Indian fiscal reporting calendar and the 18 Jul Q1 FY27 board-meeting date, and flagged as approximate
get_stock_dividends $0.249203 declared 22 Jul 2026, ex 3 Aug 2026 — versus $0.249066 a year earlier. A re-declaration at effectively the same amount, NOT a raise; TTM $0.2492 reconciles to the 0.85% yield
get_polygon_news 12 articles; little IBN-specific content, no adverse item
get_related_tickers 'Could not fetch related tickers'. The peer set for the step-7c competitive block was sourced from web research instead (HDFC, Axis, Kotak, SBI, UPI/fintech)
get_economic_calendar US events only — no Indian calendar coverage, which is the calendar that actually matters here. India CPI and RBI MPC dates sourced from web research
get_key_economic_indicators US 10-Y 4.63% (13 Aug, stamped but not used as the discount rate), 2-Y 4.15%, curve +0.51, VIX 14.63
Web research — RBI / India rates RBI held repo at 5.25% at the Aug 2026 MPC, raised FY27 GDP to 6.7% and CUT the FY27 CPI forecast to 5.0% from 5.1%; India 10-Y G-sec 6.78% (13 Aug 2026)
Web research — USD/INR 95.47 used throughout, against a week that traded roughly 95.08–95.67; the 14 Aug print sat near the top of that range. At 95.67 the actual P/TBV is 2.76x and the warranted ratio 1.43 — still Expensive, so the conclusion is insensitive to the difference. Cross-checked three ways against the ADR/NSE price ratio, the dividend in both currencies, and FMP's per-ADS book value
Web research — Q1 FY27 results Standalone PAT ₹14,804cr (+16%), NIM 4.4%, GNPA 1.38% (from 1.67%), NNPA 0.35% (company Performance Review), provisions −30.5% to ₹1,260cr, slippages 1.4%
Web research — Indian banking sector System credit +18.6% YoY (fortnight to 27 Jun, a two-year high); deposits +~₹11 lakh crore in the six weeks to 31 Jul; FY27 credit growth seen moderating to 13–15%; CD ratio 82%
Web research — competitors & subsidiaries PARTIAL, and the first draft over-claimed it. Axis's +18.2% deposit growth and the subsidiary market caps were genuinely pulled; the HDFC branch/balance-sheet figures and the Kotak CASA ratio were RECALLED rather than sourced, and both were wrong (HDFC ~a year stale; Kotak CASA ~8pp out and directionally inverted). Corrected on audit from the Q1 FY27 releases: HDFC 9,694 branches / ₹43.97 lakh crore; Kotak CASA 40.3% (from 40.9%); ICICI Lombard market cap ₹81,920cr (an earlier ₹48,700cr estimate was ~₹6,900cr low on the stake). Status downgraded to PARTIAL to reflect what was actually pulled.
Web research — corporate actions $300m senior unsecured notes completed 13 Aug 2026 (Baa3/BBB); AGM 21 Aug 2026; RBI approval for the Ajay Kumar Gupta reappointment; 130,909 ESU shares allotted
MacroDriver-state-20260812.json Regime, EM Equities N/N/O, XLF N/U/N, and the armed tail-risk list read directly from the 12 Aug macro state
Impact on scores:

Pre-publication audit corrections (Layer 2). An independent adversarial auditor reviewed this report before publication and returned FAIL with four MAJOR and ten MINOR defects — no blockers. The core valuation work survived: the auditor independently rebuilt TTM consolidated PAT at ₹56,194.28cr, confirmed the numerator is post-minority and the denominator correctly attributable-tangible, reconciled the implied opening equity to 0.05%, and confirmed warranted 1.932× / actual 2.7505× / ratio 1.423, so Gate 3 fires legitimately and the signal is unchanged. What it caught was source discipline, and the corrections are listed here rather than quietly absorbed:

Round two — the same defect, relocated. The auditor cleared three of the four majors and then found that the rewritten Quality rationale still named causes that had moved the opposite way. It was right, and the error is worth naming exactly: this report explained Quality falling 85 → 83 by citing a Cost-Advantage trim, a Switching-Costs trim and a return-on-equity re-derivation — but measured against the 25 July report's published numbers, Cost Advantage rose 72 → 82, the moat rose 68 → 70, and the industry benchmark that consumes return on equity rose 90 → 92. A cause that rose cannot explain a fall. The ‘trims’ were real only against a naive baseline invented inside this run, never against the prior report, and the text did not say so. Worse, §15 asserted that the reasoning had been ‘rewritten to rest on what actually supports it’ — a claim the document itself falsified.

The actual cause was never named: this run's capital-allocation block applies a skin-in-the-game deduction of 62 for the absence of a controlling promoter, where the 25 July report scored that dimension qualitatively and read the identical fact as a positive. That is a methodology change, and combined with this run computing an explicit weighted build where the prior report published none, it is the whole of the −2. §3 now carries the full component-by-component comparison, states that the two Quality scores were not produced the same way, and says plainly that on the prior report's reading Quality would round to 84. Three further items were corrected in the same round: the frame count (seven frames, six Expensive) had been updated in the prose but not in the §4 header, the §4 heading or the §15 self-audit; and the calibration's PEG fields still carried the provider's 0.52 while the report body scored 1.04.

The general lesson, recorded because this was the third instance in one report: when explaining why a score moved, check every named cause against the prior report's published number for that component and confirm it moved in the direction claimed. Two of the three instances here were not wrong facts but wrong attributions — and an unfalsifiable-sounding claim about one's own process (‘rewritten to rest on what actually supports it’) is more damaging than the mis-attribution it was covering.

Standing rule adopted from this audit: never date a price or volume claim from get_stock_prices — its daily labels lag by one session in this feed. Use get_technical_indicators or get_yahoo_prices.

Pricing as of. This report is dated Saturday 15 August 2026, when both the NYSE and the NSE are closed. Every price, indicator and analyst figure in it is therefore taken from the Friday 14 August close — $29.74 on the ADR, ₹1,417 on the local line — which is the latest print in existence. Nothing was re-pulled over the weekend and nothing is stale: there is simply no newer tape.

Layer-1 author self-audit — what was checked, and what it cost.

Data-basis traps, explicitly cleared: (1) Lender net revenue — FMP's ₹61,429cr Q1 FY27 'revenue' is total income — gross interest income ₹52,241cr plus ~₹9,188cr non-interest — and appears nowhere in this report; every profitability judgement runs off NII, RoTE, RoA, NIM, cost-income, GNPA/NNPA and CET1, and the meaningless bank readings (−43× price-to-FCF, 0.89× interest coverage) are named and discarded in §2 and §4. (2) Non-operating earnings — step 7b was run: Q1 FY27 shows ₹0 of non-operating income and ₹0 of other income net, so nonop is 0% of net income and clean equals reported by construction. (3) Currency coherence — the single largest risk in an ADR report. USD/INR 95.47 was verified three independent ways: the ADR/NSE price ratio ($29.74 × 95.47 / 2 = ₹1,419.7 against the actual ₹1,417, a 0.2% premium), the dividend in both currencies (₹24 per ADS / $0.2492 = 96.3), and FMP's per-ADS book value. Price ÷ EPS ($29.74 / $1.62) reconciles to the stated 18.36× trailing P/E, so price and earnings are in the same currency. (4) Share count — FMP's 3.584bn 'shares' are ADS-equivalent (half the ~7.17bn ordinary shares); reconciled against the ₹10.16 lakh crore local market cap. (5) Degenerate analyst panel — caught and replaced. (6) Dividend — verified with the tool, not a search summary: a re-declaration at $0.2492 versus $0.2491, explicitly NOT a raise.

Confidence haircuts actually applied: Valuation carries the largest, at 62% — the anchor is knife-edge (1.42 against a 1.40 line), the answer moves with the frame, and the standalone book value used in the SOTP cross-check is an estimate rather than a filed figure. Timing 60% — minus 10 for a high-impact macro release inside seven days on a High-sensitivity sector, minus 5 because there has been no analyst grade action since 2020, so a whole sentiment sub-signal is missing. Quality 72% — CET1 at 16.19% is carried from the 25 July report rather than re-pulled this run, and the standalone-versus-consolidated split relies partly on web sources. Drivers 60% — the forward leg rests on a consensus range from secondary sources. Overall confidence 60%, the minimum of the pillars, because a chain is only as strong as its weakest link.

Directional calls reconciled against the pulled numbers: Quality 83 is built from a stated weighting of four components, each traceable to a figure in §3. Valuation 39 sits inside the Expensive band as the framework requires, with seven frames tabulated rather than one asserted. Timing 62 is arithmetic from five sub-scores. The driver at 73 is weighted 25/50/25 across three horizons with dated evidence. Every scenario price is derived from an explicit book-growth-times-multiple calculation rather than picked. Two carried-forward inputs were deliberately re-examined and changed: the equity risk premium (5.0% → 4.5%, the framework's fixed global constant) and return on equity (16.5% carried → 16.2% RoTE re-derived from the filings). They push in opposite directions and net to a 1.84× → 1.93× move in the warranted multiple; that is disclosed because a one-sided knob change would look like the answer being steered.

Known weaknesses a reader should hold onto: the earnings-calendar and related-tickers endpoints both failed, so the next results date is approximate and the peer set is web-sourced. There is no Indian economic-calendar coverage in the toolchain, which for this name is the calendar that matters. And the verdict rests on a ratio 1.4% past its threshold — close enough that it is stated in the headline of §4 rather than hidden in a table.

DISCLAIMER: This is a quantitative framework for educational purposes only. It is not financial advice. Always do your own research and consult a licensed financial advisor before making investment decisions.