CAC All's market value is the price at which a share of CAC All trades on a public exchange. It measures the collective expectations of CAC All Shares investors about its performance. CAC All is listed at 9539.28 as of the 5th of March 2025, which is a 1.9 percent down since the beginning of the trading day. The index's lowest day price was 9489.81. With this module, you can estimate the performance of a buy and hold strategy of CAC All Shares and determine expected loss or profit from investing in CAC All over a given investment horizon. 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.
Symbol
CAC
CAC All 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to CAC All's index what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of CAC All.
0.00
03/10/2024
No Change 0.00
0.0
In 11 months and 26 days
03/05/2025
0.00
If you would invest 0.00 in CAC All on March 10, 2024 and sell it all today you would earn a total of 0.00 from holding CAC All Shares or generate 0.0% return on investment in CAC All over 360 days.
CAC All Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure CAC All's index current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess CAC All Shares upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for CAC All's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CAC All's standard deviation. In reality, there are many statistical measures that can use CAC All historical prices to predict the future CAC All's volatility.
CAC All Shares retains Efficiency (Sharpe Ratio) of 0.19, which signifies that the index had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for CAC All, which you can use to evaluate the volatility of the entity. 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 All are completely uncorrelated.
Auto-correlation
-0.66
Very good reverse predictability
CAC All Shares has very good reverse predictability. Overlapping area represents the amount of predictability between CAC All time series from 10th of March 2024 to 6th of September 2024 and 6th of September 2024 to 5th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of CAC All Shares price movement. The serial correlation of -0.66 indicates that around 66.0% of current CAC All price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.66
Spearman Rank Test
-0.4
Residual Average
0.0
Price Variance
134.1 K
CAC All Shares lagged returns against current returns
Autocorrelation, which is CAC All index's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting CAC All's index expected returns. We can calculate the autocorrelation of CAC All returns to help us make a trade decision. For example, suppose you find that CAC All has exhibited high autocorrelation historically, and you observe that the index is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values
Timeline
CAC All regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If CAC All index is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CAC All index is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CAC All index over time.
Current vs Lagged Prices
Timeline
CAC All Lagged Returns
When evaluating CAC All's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CAC All index have on its future price. CAC All autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, CAC All autocorrelation shows the relationship between CAC All index current value and its past values and can show if there is a momentum factor associated with investing in CAC All Shares.
Regressed Prices
Timeline
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.