CAC 40 (France) Performance

FCHI -- France Index  

 6,024  52.47  0.88%

The entity owns Beta (Systematic Risk) of 0.0 which signifies that the returns on MARKET and CAC 40 are completely uncorrelated. Although it is extremely important to respect CAC 40 existing price patterns, it is better to be realistic regarding the information on equity price patterns. The approach to foreseeing future performance of any index is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By examining CAC 40 technical indicators you can at this time evaluate if the expected return of 0.0797% will be sustainable into the future.
Horizon     30 Days    Login   to change

CAC 40 Relative Risk vs. Return Landscape

If you would invest  573,057  in CAC 40 on December 26, 2019 and sell it today you would earn a total of  29,369  from holding CAC 40 or generate 5.12% return on investment over 30 days. CAC 40 is currently producing 0.0797% returns and takes up 0.5711% volatility of returns over 30 trading days. Put another way, 5% of traded equities are less volatile than the company and 99% of traded equity instruments are likely to generate higher returns over the next 30 trading days.
 Daily Expected Return (%) 
  Risk (%) 
Assuming 30 trading days horizon, CAC 40 is expected to generate 1.36 times less return on investment than the market. In addition to that, the company is 1.19 times more volatile than its market benchmark. It trades about 0.14 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.23 per unit of volatility.

CAC 40 Market Risk Analysis

Sharpe Ratio = 0.1396
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CAC 40 Relative Performance Indicators

Estimated Market Risk
  actual daily
 5 %
of total potential
Expected Return
  actual daily
 1 %
of total potential
Risk-Adjusted Return
  actual daily
 9 %
of total potential
Based on monthly moving average CAC 40 is performing at about 9% 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.
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