CAC 40 Hype Analysis, CAC 40 Correlation, Portfolio Optimization, CAC 40 Volatility as well as analyze CAC 40 Alpha and Beta and CAC 40 Performance.With this equity back-testing module your can estimate the performance of a buy and hold strategy of CAC 40 and determine expected loss or profit from investing in CAC 40 over given investment horizon. See also
|Horizon||30 Days Login to change|
CAC 40 'What if' Analysis
June 20, 20190.00
September 18, 20190.00
If you would invest 0.00 in CAC 40 on June 20, 2019 and sell it all today you would earn a total of 0.00 from holding CAC 40 or generate 0.0% return on investment in CAC 40 over 90 days.
CAC 40 Upside/Downside Indicators
|Value At Risk||(1.61)|
CAC 40 Market Premium Indicators
|Risk Adjusted Performance||0.0414|
|Total Risk Alpha||(0.00024261)|
CAC 40 Backtested Returns
CAC 40 retains Efficiency (Sharpe Ratio) of 0.0288 which signifies that the index had 0.0288% of return per unit of risk over the last 3 months. Our approach to foreseeing volatility of an index is to use all available market data together with index specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for CAC 40 which you can use to evaluate future volatility of the entity. 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 0.0267% will be sustainable into the future.
|15 days auto-correlation||(0.19)|
|Spearman Rank Test||0.04|
CAC 40 lagged returns against current returns
Current and Lagged Values
CAC 40 regressed lagged prices vs. current prices
Current vs Lagged Prices
CAC 40 Lagged Returns
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Sold over 200 shares of
Purchased over 100 shares of
See also CAC 40 Hype Analysis, CAC 40 Correlation, Portfolio Optimization, CAC 40 Volatility as well as analyze CAC 40 Alpha and Beta and CAC 40 Performance. Please also try Instant Ratings module to determine any equity ratings based on digital recommendations. macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.