CAC 40 (France) Chance of Future Index Price Finishing Over 1

FCHI
 Index
  

 5,985  54.23  0.90%   

CAC 40's future price is the expected price of CAC 40 instrument. It is based on its current growth rate as well as the projected cash flow expected by the investors. This tool provides a mechanism to make assumptions about the upside potential and downside risk of CAC 40 performance during a given time horizon utilizing its historical volatility. Check out CAC 40 Backtesting, Portfolio Optimization, CAC 40 Correlation, CAC 40 Hype Analysis, CAC 40 Volatility, CAC 40 History as well as CAC 40 Performance. Please specify CAC 40 time horizon, a valid symbol (red box) and a target price (blue box) you would like CAC 40 odds to be computed.

CAC 40 Target Price Odds to finish over 1

The tendency of CAC 40 Index price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
Current PriceHorizonTarget PriceOdds to stay above  1.00  in 90 days
 5,985 90 days 1.00 
close to 99
Based on a normal probability distribution, the odds of CAC 40 to stay above  1.00  in 90 days from now is close to 99 (This CAC 40 probability density function shows the probability of CAC 40 Index to fall within a particular range of prices over 90 days) . Probability of CAC 40 price to stay between  1.00  and its current price of 5985.46 at the end of the 90-day period is about 20.93 .
   CAC 40 Price Density   
       Price  

Predictive Modules for CAC 40

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as CAC 40. Regardless of method or technology, however, to accurately forecast the stock or bond market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of CAC 40's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of CAC 40 in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
5,9845,9855,987
Details
Intrinsic
Valuation
LowReal ValueHigh
5,3876,0606,061
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as CAC 40. Your research has to be compared to or analyzed against CAC 40's peers to derive any actionable benefits. When done correctly, CAC 40's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in CAC 40.

CAC 40 Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. CAC 40 is not an exception. The market had few large corrections towards the CAC 40's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold CAC 40, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of CAC 40 within the framework of very fundamental risk indicators.

CAC 40 Technical Analysis

CAC 40's future price can be derived by breaking down and analyzing its technical indicators over time. CAC 40 Index technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of CAC 40. In general, you should focus on analyzing CAC 40 Index price patterns and their correlations with different microeconomic environments and drivers.

CAC 40 Predictive Forecast Models

CAC 40 time-series forecasting models is one of many CAC 40's index analysis techniquest aimed to predict future share value based on previously observed values. Time-series forecasting models ae widely used for non-stationary data. Non-stationary data are called the data whose statistical properties e.g. the mean and standard deviation are not constant over time but instead, these metrics vary over time. These non-stationary CAC 40's historical data is usually called time-series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the index market movement and maximize returns from investment trading.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards CAC 40 in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, CAC 40's short interest history, or implied volatility extrapolated from CAC 40 options trading.
Check out CAC 40 Backtesting, Portfolio Optimization, CAC 40 Correlation, CAC 40 Hype Analysis, CAC 40 Volatility, CAC 40 History as well as CAC 40 Performance. Note that the CAC 40 information on this page should be used as a complementary analysis to other CAC 40's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.

Other Tools for CAC 40 Index

When running CAC 40 price analysis, check to measure CAC 40's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy CAC 40 is operating at the current time. Most of CAC 40's value examination focuses on studying past and present price action to predict the probability of CAC 40's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move CAC 40's price. Additionally, you may evaluate how the addition of CAC 40 to your portfolios can decrease your overall portfolio volatility.
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