CAC 40 Total Risk Alpha

CAC
FCHI -- France Index  

 5,944  17.97  0.30%

CAC 40 total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for CAC 40 or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
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CAC 40 has current Total Risk Alpha of (0.1). The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha 
 = 
RFR + (ER[b] - ER[a]) 
x  
STD[a] / STD[b] 
 = 
(0.1)
ER[a] =   Expected return on investing in CAC 40
ER[b] =   Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on CAC 40
STD[b] =   Standard Deviation of selected market or benchmark
RFR =   Risk Free Rate of return. Typically T-Bill Rate

Total Risk Alpha Comparison

CAC 40 cannot be rated in Total Risk Alpha category at this point. It cannot be rated in Maximum Drawdown category at this point. .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF, or fund.
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