CAC All (France) Alpha and Beta Analysis
| PAX Index | 9,539 184.37 1.90% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as CAC All Shares. It also helps investors analyze the systematic and unsystematic risks associated with investing in CAC All over a specified time horizon. Remember, high CAC All'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 All's market risk premium analysis include:
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 Your Equity Center 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 gross domestic product. CAC All Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. CAC All market risk premium is the additional return an investor will receive from holding CAC All 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 All. 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 All's performance over market.| α | 0.00 | β | 0.00 |
CAC All Return and Market Media
The median price of CAC All for the period between Thu, Dec 5, 2024 and Wed, Mar 5, 2025 is 9152.5 with a coefficient of variation of 4.46. The daily time series for the period is distributed with a sample standard deviation of 406.67, arithmetic mean of 9125.02, and mean deviation of 379.36. The Index did not receive any noticable media coverage during the period. Price Growth (%) |
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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 All 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 All's short interest history, or implied volatility extrapolated from CAC All options trading.