|Horizon||30 Days Login to change|
CAC 40 vs. ATX
Assuming 30 trading days horizon, CAC 40 is expected to under-perform the ATX. In addition to that, CAC 40 is 1.21 times more volatile than ATX. It trades about -0.37 of its total potential returns per unit of risk. ATX is currently generating about -0.26 per unit of volatility. If you would invest 336,785 in ATX on September 22, 2018 and sell it today you would lose (17,355) from holding ATX or give up 5.15% of portfolio value over 30 days.
Pair Corralation between CAC 40 and ATX