CAC Consumer (France) Alpha and Beta Analysis
| FRCG Index | 4,955 15.01 0.30% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as CAC Consumer Goods. It also helps investors analyze the systematic and unsystematic risks associated with investing in CAC Consumer over a specified time horizon. Remember, high CAC Consumer's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to CAC Consumer's market risk premium analysis include:
Beta 0.0 | Alpha 0.0 | Risk 1.31 | Sharpe Ratio (0.1) | Expected Return (0.13) |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Check out Investing Opportunities to better understand how to build diversified portfolios. Also, note that the market value of any index could be closely tied with the direction of predictive economic indicators such as signals in board of governors. CAC Consumer Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. CAC Consumer market risk premium is the additional return an investor will receive from holding CAC Consumer long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in CAC Consumer. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate CAC Consumer's performance over market.| α | 0.00 | β | 0.00 |
CAC Consumer Return and Market Media
The median price of CAC Consumer for the period between Fri, Sep 27, 2024 and Thu, Dec 26, 2024 is 4896.23 with a coefficient of variation of 3.91. The daily time series for the period is distributed with a sample standard deviation of 190.71, arithmetic mean of 4878.3, and mean deviation of 153.38. The Index did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards CAC Consumer in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, CAC Consumer's short interest history, or implied volatility extrapolated from CAC Consumer options trading.