CAC ALL (France) Performance

PAX -- France Index  

 6,841  15.65  0.23%

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 Landscape

If 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 (%) 
      Risk (%) 
Assuming 30 trading days horizon, CAC ALL is expected to generate 0.37 times more return on investment than the market. However, the company is 2.7 times less risky than the market. It trades about 0.41 of its potential returns per unit of risk. The DOW is currently generating roughly 0.03 per unit of risk.

CAC ALL Market Risk Analysis

Sharpe Ratio = 0.4136
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CAC ALL Relative Performance Indicators

Estimated Market Risk
 0.34
  actual daily
 
 3 %
of total potential
 
33
Expected Return
 0.14
  actual daily
 
 2 %
of total potential
 
22
Risk-Adjusted Return
 0.41
  actual daily
 
 28 %
of total potential
 
2828
Based on monthly moving average CAC ALL is performing at about 28% 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 by adding it to a well-diversified portfolio.
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