CAC Next (France) Price on September 20, 2024
| CN20 Index | 11,801 86.38 0.74% |
If you're considering investing in CAC Index, it is important to understand the factors that can impact its price. As of today, the current price of CAC Next stands at 11,801, as last reported on the 26th of March, with the highest price reaching 11,832 and the lowest price hitting 11,722 during the day. CAC Next 20 retains Efficiency (Sharpe Ratio) of 0.14, which signifies that the index had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for CAC Next, which you can use to evaluate the volatility of the entity. CAC Index price history is provided at the adjusted basis, taking into account all of the recent filings.
Sharpe Ratio = 0.1355
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | CN20 | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 1.0 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.14 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.14 actual daily | 10 90% of assets perform better |
Based on monthly moving average CAC Next is performing at about 10% 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 Next by adding it to a well-diversified portfolio.
CAC Next Valuation on September 20, 2024
It is possible to determine the worth of CAC Next on a given historical date. On September 20, 2024 CAC was worth 11246.81 at the beginning of the trading date compared to the closed value of 11104.95. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of CAC Next index. Still, in general, we apply an absolute valuation method to find CAC Next's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of CAC Next where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against CAC Next's related companies.
| Open | High | Low | Close | Volume | |
| 11,266 | 11,295 | 11,224 | 11,267 | 16,139,032 | |
09/20/2024 | 11,247 | 11,258 | 11,105 | 11,105 | 33,229,264 |
| 11,086 | 11,144 | 11,028 | 11,129 | 9,445,316 |
| Backtest CAC Next | | | CAC Next History | Previous | Next |
CAC Next Trading Date Momentum on September 20, 2024
| On September 23 2024 CAC Next 20 was traded for 11,129 at the closing time. The highest price during the trading period was 11,144 and the lowest recorded bid was listed for 11,028 . The volume for the day was 9.4 M. This history from September 23, 2024 contributed to the next trading day price boost. The overall trading delta to the next closing price was 0.21% . The overall trading delta to the current price is 0.93% . |
Price Boundaries
CAC Next Period Price Range
Low | March 26, 2025
| High |
0.00 | 0.00 |
CAC Next 20 cannot be verified against its exchange. Please verify the symbol is currently traded on INDX. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
CAC Next March 26, 2025 Market Strength
Market strength indicators help investors to evaluate how CAC Next index reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading CAC Next shares will generate the highest return on investment. By undertsting and applying CAC Next index market strength indicators, traders can identify CAC Next 20 entry and exit signals to maximize returns
CAC Next Technical Drivers
CAC Next March 26, 2025 Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for CAC Next's price direction in advance. Along with the technical and fundamental analysis of CAC Index historical price patterns, it is also worthwhile for investors to track various predictive indicators of CAC to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.1159 | |||
| Mean Deviation | 0.7217 | |||
| Semi Deviation | 0.714 | |||
| Downside Deviation | 0.9079 | |||
| Coefficient Of Variation | 738.16 | |||
| Standard Deviation | 1.0 | |||
| Variance | 1.0 | |||
| Information Ratio | 0.1227 | |||
| Total Risk Alpha | 0.1224 | |||
| Sortino Ratio | 0.1355 | |||
| Maximum Drawdown | 5.5 | |||
| Value At Risk | (1.53) | |||
| Potential Upside | 1.81 | |||
| Downside Variance | 0.8242 | |||
| Semi Variance | 0.5099 | |||
| Expected Short fall | (0.79) | |||
| Skewness | 0.589 | |||
| Kurtosis | 1.98 |
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |