CAC Consumer (France) Performance
| FRCG Index | 4,955 15.01 0.30% |
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 Consumer are completely uncorrelated.
CAC Consumer Relative Risk vs. Return Landscape
If you would invest 539,969 in CAC Consumer Goods on September 27, 2024 and sell it today you would lose (44,456) from holding CAC Consumer Goods or give up 8.23% of portfolio value over 90 days. CAC Consumer Goods is generating negative expected returns and assumes 1.3117% volatility on return distribution over the 90 days horizon. Simply put, 11% 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 Consumer Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for CAC Consumer's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as CAC Consumer Goods, and traders can use it to determine the average amount a CAC Consumer'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 = -0.0958
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | FRCG |
Estimated Market Risk
| 1.31 actual daily | 11 89% of assets are more volatile |
Expected Return
| -0.13 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.1 actual daily | 0 Most of other assets perform better |
Based on monthly moving average CAC Consumer 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 Consumer by adding CAC Consumer to a well-diversified portfolio.
| CAC Consumer Goods generated a negative expected return over the last 90 days |