CAC All (France) Performance
| PAX Index | 8,519 60.70 0.72% |
The entity owns a Beta (Systematic Risk) of 0.0, which signifies not very significant fluctuations relative to the market. the returns on MARKET and CAC All are completely uncorrelated.
CAC All Relative Risk vs. Return Landscape
If you would invest 897,630 in CAC All Shares on August 27, 2024 and sell it today you would lose (45,765) from holding CAC All Shares or give up 5.1% of portfolio value over 90 days. CAC All Shares is generating negative expected returns and assumes 0.9922% volatility on return distribution over the 90 days horizon. Simply put, 8% of indexs are less volatile than CAC, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
CAC All Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for CAC All's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as CAC All Shares, and traders can use it to determine the average amount a CAC All's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0762
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | PAX |
Estimated Market Risk
| 0.99 actual daily | 8 92% of assets are more volatile |
Expected Return
| -0.08 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.08 actual daily | 0 Most of other assets perform better |
Based on monthly moving average CAC All is not performing at its full potential. However, 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 CAC All to a well-diversified portfolio.
| CAC All Shares generated a negative expected return over the last 90 days |