CAC All-Tradable (France) Price on February 3, 2023
| CACT Index | 5,928 11.14 0.19% |
Below is the normalized historical share price chart for CAC All-Tradable extending back to January 02, 1991. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of CAC All-Tradable stands at 5,928, as last reported on the 16th of April 2024, with the highest price reaching 6,009 and the lowest price hitting 5,907 during the day.
If you're considering investing in CAC Index, it is important to understand the factors that can impact its price. CAC All-Tradable retains Efficiency (Sharpe Ratio) of 0.25, which signifies that the index had a 0.25% return per unit of risk over the last 3 months. We have found twenty-six technical indicators for CAC All-Tradable, which you can use to evaluate the volatility of the entity. CAC Index price history is provided at the adjusted basis, taking into account all of the recent filings.
Sharpe Ratio = 0.2509
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| Cash | CACT | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.56 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.14 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.25 actual daily | 19 81% of assets perform better |
Based on monthly moving average CAC All-Tradable is performing at about 19% 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 All-Tradable by adding it to a well-diversified portfolio.
CAC All-Tradable Valuation on February 3, 2023
It is possible to determine the worth of CAC All-Tradable on a given historical date. On February 3, 2023 CAC was worth 5365.07 at the beginning of the trading date compared to the closed value of 5435.46. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of CAC All-Tradable index. Still, in general, we apply an absolute valuation method to find CAC All-Tradable's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of CAC All-Tradable where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against CAC All-Tradable's related companies.
| Open | High | Low | Close | Volume | |
| 5,348 | 5,401 | 5,323 | 5,387 | 188,620,000 | |
02/03/2023 | 5,365 | 5,435 | 5,349 | 5,435 | 161,830,000 |
| 5,392 | 5,400 | 5,341 | 5,365 | 129,080,000 |
| Backtest CAC All-Tradable | | | CAC All-Tradable History | Previous | Next |
CAC All-Tradable Trading Date Momentum on February 3, 2023
| On February 06 2023 CAC All-Tradable was traded for 5,365 at the closing time. The highest price during the trading period was 5,400 and the lowest recorded bid was listed for 5,341 . The volume for the day was 129.1 M. This history from February 6, 2023 contributed to the next trading day price decline. The overall trading delta to the next closing price was 1.30% . The overall trading delta to the current price is 1.28% . |
Price Boundaries
CAC All-Tradable Period Price Range
Low | February 3, 2023
| High |
5,365 | 5,435 |
CAC All-Tradable April 16, 2024 Market Strength
Market strength indicators help investors to evaluate how CAC All-Tradable index reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading CAC All-Tradable shares will generate the highest return on investment. By undertsting and applying CAC All-Tradable index market strength indicators, traders can identify CAC All-Tradable entry and exit signals to maximize returns
| Accumulation Distribution | 2.6 M | |||
| Daily Balance Of Power | 0.8145 | |||
| Rate Of Daily Change | 1.01 | |||
| Day Median Price | 5392.25 | |||
| Day Typical Price | 5406.65 | |||
| Price Action Indicator | 78.41 | |||
| Period Momentum Indicator | 492.9 |
CAC All-Tradable Technical Drivers
CAC All-Tradable April 16, 2024 Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for CAC All-Tradable's price direction in advance. Along with the technical and fundamental analysis of CAC Index historical price patterns, it is also worthwhile for investors to track various predictive indicators of CAC to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.1144 | |||
| Mean Deviation | 0.4537 | |||
| Semi Deviation | 0.3259 | |||
| Downside Deviation | 0.5153 | |||
| Coefficient Of Variation | 539.23 | |||
| Standard Deviation | 0.592 | |||
| Variance | 0.3505 | |||
| Information Ratio | 0.0534 | |||
| Total Risk Alpha | 0.0346 | |||
| Sortino Ratio | 0.0613 | |||
| Maximum Drawdown | 3.26 | |||
| Value At Risk | (0.87) | |||
| Potential Upside | 1.04 | |||
| Downside Variance | 0.2656 | |||
| Semi Variance | 0.1062 | |||
| Expected Short fall | (0.52) | |||
| Skewness | 0.4596 | |||
| Kurtosis | 1.24 |
| Cycle Indicators | ||
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| Pattern Recognition | ||
| Price Transform | ||
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| Volatility Indicators | ||
| Volume Indicators |
Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any index could be tightly coupled with the direction of predictive economic indicators such as signals in board of governors. You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.