|Horizon||30 Days Login to change|
MerVal vs. CAC 40
Assuming 30 trading days horizon, MerVal is expected to generate 3.44 times more return on investment than CAC 40. However, MerVal is 3.44 times more volatile than CAC 40. It trades about -0.02 of its potential returns per unit of risk. CAC 40 is currently generating about -0.13 per unit of risk. If you would invest 3,019,878 in MerVal on September 17, 2018 and sell it today you would lose (93,578) from holding MerVal or give up 3.1% of portfolio value over 30 days.
Pair Corralation between MerVal and CAC 40