CAC ALL (France) Risk Analysis And Volatility

PAX -- France Index  

 6,834  14.75  0.22%

CAC ALL SHARES retains Efficiency (Sharpe Ratio) of 0.3255 which signifies that the index had 0.3255% 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 ALL which you can use to evaluate future volatility of the entity.
Horizon     30 Days    Login   to change

CAC ALL SHARES Technical Analysis

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

CAC ALL Projected Return Density Against Market

 Predicted Return Density 

CAC ALL Investment Opportunity

DOW has a standard deviation of returns of 0.92 and is 2.63 times more volatile than CAC ALL SHARES. 3% of all equities and portfolios are less risky than CAC ALL. Compared to the overall equity markets, volatility of historical daily returns of CAC ALL SHARES is lower than 3 (%) of all global equities and portfolios over the last 30 days.

CAC ALL Current Risk Indicators

CAC ALL Suggested Diversification Pairs

Additionally take a look at Your Equity Center. Please also try Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of macroaxis ideas.