CAC 40 (France) Alpha and Beta Analysis

FCHI -- France Index  

 5,673  23.83  0.42%

This module allows you to check different measures of market premium for CAC 40 as well as systematic risk associated with investing in CAC 40 over a specified time horizon. See also CAC 40 Backtesting, Portfolio Optimization, CAC 40 Correlation, CAC 40 Hype Analysis, CAC 40 Volatility, CAC 40 History and analyze CAC 40 Performance.
Horizon     30 Days    Login   to change
Run Premiums

CAC 40 Market Premiums

α0.046899   β0.75
30 days against DJI

CAC 40 Fundamentals

CAC 40 Market Price Analysis

CAC 40 Return and Market Media

The median price of CAC 40 for the period between Fri, Jul 19, 2019 and Thu, Oct 17, 2019 is 5557.41 with a coefficient of variation of 2.42. The daily time series for the period is distributed with a sample standard deviation of 133.51, arithmetic mean of 5509.19, and mean deviation of 114.91. The Index received some media coverage during the period.
 Price Growth (%)  
Happy To Be Back In The PackAccor, The France, - Keep Readin...07/29/2019
Hot Stocks Alert Accor, The France, - Money Making News09/04/2019