CAC 40 Total Risk Alpha

FCHI
 Index
  

 5,769  14.02  0.24%   

CAC 40 total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for CAC 40 or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
CAC 40 has current Total Risk Alpha of 0.0121. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha 
 = 
RFR + (ER[b] - ER[a]) 
x  
STD[a] / STD[b] 
 = 
0.0121
ER[a] = Expected return on investing in CAC 40
ER[b] = Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on CAC 40
STD[b] = Standard Deviation of selected market or benchmark
RFR = Risk Free Rate of return. Typically T-Bill Rate

CAC 40 Total Risk Alpha Relative To Other Indicators

CAC 40 cannot be rated in Total Risk Alpha category at this point. It cannot be rated in Maximum Drawdown category at this point. reporting about  456.57  of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for CAC 40 is roughly  456.57 
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare CAC 40 to Peers

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