|Horizon||30 Days Login to change|
CAC 40 vs. MerVal
Assuming 30 trading days horizon, CAC 40 is expected to generate 0.32 times more return on investment than MerVal. However, CAC 40 is 3.13 times less risky than MerVal. It trades about -0.37 of its potential returns per unit of risk. MerVal is currently generating about -0.24 per unit of risk. If you would invest 549,417 in CAC 40 on September 22, 2018 and sell it today you would lose (44,164) from holding CAC 40 or give up 8.04% of portfolio value over 30 days.
Pair Corralation between CAC 40 and MerVal