CAC 40 (France) Performance

FCHI
 Index
  

 5,727  35.18  0.61%   

The entity owns a Beta (Systematic Risk) of 0.0, which signifies not very significant fluctuations relative to the market. Let's try to break down what CAC 40's beta means in this case. the returns on MARKET and CAC 40 are completely uncorrelated. Even though it is essential to pay attention to CAC 40 existing price patterns, it is always good to be careful when utilizing equity price patterns. Our approach to foreseeing any index's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. CAC 40 exposes twenty-eight different technical indicators, which can help you to evaluate its performance.

CAC 40 Relative Risk vs. Return Landscape

If you would invest  579,496  in CAC 40 on July 5, 2022 and sell it today you would lose (3,262)  from holding CAC 40 or give up 0.56% of portfolio value over 90 days. CAC 40 is currently producing negative expected returns and takes up 1.0818% volatility of returns over 90 trading days. Put another way, 9% of traded indexs are less volatile than CAC 40, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days.
  Daily Expected Return (%)  
       Risk (%)  
Assuming the 90 days horizon CAC 40 is expected to generate 0.95 times more return on investment than the market. However, the company is 1.06 times less risky than the market. It trades about 0.0 of its potential returns per unit of risk. The DOW is currently generating roughly -0.1 per unit of risk.

CAC 40 Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for CAC 40's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as CAC 40, and traders can use it to determine the average amount a CAC 40's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.

Sharpe Ratio = -0.0028

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Estimated Market Risk
 1.08
  actual daily
 
 9 %
of total potential
 
99
Expected Return
 0.0
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Risk-Adjusted Return
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Based on monthly moving average CAC 40 is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of CAC 40 by adding it to a well-diversified portfolio.

About CAC 40 Performance

To evaluate CAC 40 Index as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when CAC 40 generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare CAC 40 Index's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand CAC 40 market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents CAC 40's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.

Things to note about CAC 40

Checking the ongoing alerts about CAC 40 for important developments is a great way to find new opportunities for your next move. Index alerts and notifications screener for CAC 40 help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

CAC 40 Alerts

Equity Alerts and Improvement Suggestions

CAC 40 generated a negative expected return over the last 90 days
Check out Your Current Watchlist. 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 Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.

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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