From the Manufacturer:
The main health properties in cayenne come from a chemical called capsaicin. This is the chemical that gives pepper its heat. Capsaicin acts to relieve pain and reduce platelet thickness. Cayenne also contains Vitamins C and E and carotenoids.
A number of properties have been attributed to cayenne including anti-inflammatory, antioxidant, anti-septic, diuretic, analgesic, expectorant, and diaphoretic.
Today cayenne is used worldwide to aid digestion, chronic pain, heart disease, sore throat, headaches, high cholesterol levels, and poor circulation.