CAC Consumer (France) Price on December 24, 2024
If you're considering investing in CAC Index, it is important to understand the factors that can impact its price. CAC Consumer Goods retains Efficiency (Sharpe Ratio) of 0.0279, which signifies that the index had a 0.0279% return per unit of risk over the last 3 months. We have found eighteen technical indicators for CAC Consumer, 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 = 0.0279
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Estimated Market Risk
| 1.32 actual daily | 11 89% of assets are more volatile |
Expected Return
| 0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.03 actual daily | 2 98% of assets perform better |
Based on monthly moving average CAC Consumer is performing at about 2% 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 Consumer by adding it to a well-diversified portfolio.
CAC Consumer Valuation on December 24, 2024
It is possible to determine the worth of CAC Consumer on a given historical date. On December 24, 2024 CAC was worth 4940.11 at the beginning of the trading date compared to the closed value of 4955.13. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of CAC Consumer index. Still, in general, we apply an absolute valuation method to find CAC Consumer'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 Consumer where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against CAC Consumer's related companies.
| Open | High | Low | Close | Volume | |
| 4,937 | 4,946 | 4,903 | 4,940 | 1.00 | |
12/24/2024 | 4,940 | 4,969 | 4,940 | 4,955 | 1.00 |
| 4,955 | 5,001 | 4,949 | 4,993 | 1.00 |
| Backtest CAC Consumer | | | CAC Consumer History | Previous | Next |
CAC Consumer Trading Date Momentum on December 24, 2024
| On December 27 2024 CAC Consumer Goods was traded for 4,993 at the closing time. The highest price during the trading period was 5,001 and the lowest recorded bid was listed for 4,949 . There was no trading activity during the period 1.0. Lack of trading volume on December 27, 2024 contributed to the next trading day price boost. The overall trading delta to the next closing price was 0.77% . The overall trading delta to the current price is 0.42% . |
Price Boundaries
CAC Consumer Period Price Range
Low | January 13, 2025
| High |
0.00 | 0.00 |
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CAC Consumer January 13, 2025 Market Strength
Market strength indicators help investors to evaluate how CAC Consumer 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 Consumer shares will generate the highest return on investment. By undertsting and applying CAC Consumer index market strength indicators, traders can identify CAC Consumer Goods entry and exit signals to maximize returns
CAC Consumer Technical Drivers
CAC Consumer January 13, 2025 Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for CAC Consumer'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 | 0.0267 | |||
| Mean Deviation | 0.9718 | |||
| Semi Deviation | 1.38 | |||
| Downside Deviation | 1.45 | |||
| Coefficient Of Variation | 3589.31 | |||
| Standard Deviation | 1.32 | |||
| Variance | 1.74 | |||
| Information Ratio | 0.0292 | |||
| Total Risk Alpha | 0.0457 | |||
| Sortino Ratio | 0.0267 | |||
| Maximum Drawdown | 6.07 | |||
| Value At Risk | (2.05) | |||
| Potential Upside | 2.17 | |||
| Downside Variance | 2.09 | |||
| Semi Variance | 1.9 | |||
| Expected Short fall | (0.92) | |||
| Skewness | (0.26) | |||
| Kurtosis | 0.9048 |
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