CAC 40 (France) Risk Analysis And Volatility

FCHI -- France Index  

 5,701  1.25  0.0219%

CAC 40 retains Efficiency (Sharpe Ratio) of 0.0443 which signifies that the index had 0.0443% 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.
Horizon     30 Days    Login   to change

CAC 40 Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. The Median Price line plots median indexes of CAC 40 price series. View also all equity analysis or get more info about median price price transform indicator.

CAC 40 Projected Return Density Against Market

 Predicted Return Density 
      Returns 

CAC 40 Investment Opportunity

CAC 40 has a volatility of 1.1 and is 1.11 times more volatile than DOW. of all equities and portfolios are less risky than CAC 40. Compared to the overall equity markets, volatility of historical daily returns of CAC 40 is lower than 9 () of all global equities and portfolios over the last 30 days. Use CAC 40 to protect your portfolios against small markets fluctuations. The index experiences normal downward trend and little activity. Check odds of CAC 40 to be traded at 5643.79 in 30 days. . The returns on DOW and CAC 40 are completely uncorrelated.

CAC 40 Current Risk Indicators

CAC 40 Suggested Diversification Pairs

See also Your Current Watchlist. Please also try Cryptocurrency Correlation module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins and exchanges.
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