CAC 40 (France) Profile

5,494
32.52  0.59%
86%
5526.51
26%
5518.39
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CAC 40 Price Boundaries

CAC 40 has a volatility of 0.59 and is 1.28 times more volatile than DOW. 5% of all equities and portfolios are less risky than CAC 40. Compared to the overall equity markets, volatility of historical daily returns of CAC 40 is lower than 5 (%) of all global equities and portfolios over the last 30 days.
CAC 40 has a volatility of 0.59 and is 1.28 times more volatile than DOW. 5% of all equities and portfolios are less risky than CAC 40. Compared to the overall equity markets, volatility of historical daily returns of CAC 40 is lower than 5 (%) of all global equities and portfolios over the last 30 days.

CAC 40 Global Risk-Return Landscape

 Daily Expected Return (%) 
      Risk (%) 

CAC 40 Price Dispersion

 5,319 
  
 5,289 
30.14  0.57%
Lowest period price (30 days)
 5,494 
  
 5,527 
32.52  0.59%
Highest period price (30 days)

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 Predicted Return Density 
      Returns 
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Portfolio
Best
Equity
Good Returns
Average Returns
Small Returns
CashFCHIAverage
Risk
High
Risk
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Negative Returns

Estimated Market Risk

 0.59
  actual daily
 
 95 %
of total potential
  

Expected Return

 0.14
  actual daily
 
 2 %
of total potential
  

Risk-Adjusted Return

 0.23
  actual daily
 
 15 %
of total potential
  
Based on monthly moving average CAC 40 is performing at about 15% 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.

CAC 40 against other indexes

Bovesp  1.7 %   
0%
100.0%
Strait  0.58 %   
0%
34.0%
Madrid  0.54 %   
0%
31.0%
Bursa   0.39 %   
0%
22.0%
NQTH  0.39 %   
0%
22.0%
DOW  0.38 %   
0%
22.0%
SPTSX   0.26 %   
0%
15.0%
NIKKEI  0.25 %   
0%
14.0%
IPC  0.0739 %   
0%
4.0%
MerVal  0.0194 %   
0%
1.0%
NZSE  0.03 %   
1.0%
0%
Israel  0.03 %   
1.0%
0%
IBEX 3  0.05 %   
2.0%
0%
Seoul   0.19 %   
11.0%
0%
OMXVGI  0.21 %   
12.0%
0%
NYSE  0.24 %   
14.0%
0%
EURONE  0.25 %   
14.0%
0%
Russia  0.29 %   
16.0%
0%
ATX  0.41 %   
24.0%
0%
OSE Al  0.47 %   
27.0%
0%
FTSE M  0.49 %   
28.0%
0%
Nasdaq  0.52 %   
30.0%
0%
NQPH  0.55 %   
32.0%
0%
Stockh  0.56 %   
33.0%
0%
CAC 40  0.59 %   
34.0%
0%
Greece  0.61 %   
36.0%
0%
Swiss   0.73 %   
43.0%
0%
Hang S  0.84 %   
49.0%
0%
BSE  1.21 %   
71.0%
0%
NQEGT  1.25 %   
73.0%
0%
OMXRGI  1.27 %   
74.0%
0%
Taiwan  1.31 %   
77.0%
0%
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