The entity owns Beta (Systematic Risk) of 0.0 which signifies that the returns on MARKET and CAC ALL are completely uncorrelated. Although it is extremely important to respect CAC ALL SHARES 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 ALL SHARES technical indicators you can at this time evaluate if the expected return of 0.1392% will be sustainable into the future.
|Horizon||30 Days Login to change|
CAC ALL SHARES Relative Risk vs. Return LandscapeIf you would invest 676,526 in CAC ALL SHARES on August 20, 2019 and sell it today you would earn a total of 7,541 from holding CAC ALL SHARES or generate 1.11% return on investment over 30 days. CAC ALL SHARES is generating 0.1392% of daily returns assuming 0.3364% volatility of returns over the 30 days investment horizon. Simply put, 3% of all equities have less volatile historical return distribution than CAC ALL and 98% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
Daily Expected Return (%)
CAC ALL Market Risk Analysis
Sharpe Ratio = 0.4136
CAC ALL Relative Performance Indicators
Estimated Market Risk