Santander Indice Euro Openbank FI
Ticker
0P00000THN.F
ISIN
NL001248174
Price
EUR 254.06
Change Today
-5.00 / -1.93 %
Price 1 year ago
212.95 / 19.306 %
Morningstar
4
52 Week Low
213.70
52 Week High
270.17
200 Day Moving Average 258.37
258.37
50-day Moving Average
261.98
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.18 |
| Sortino Ratio | 1.41 |
| Maximum Drawdown | -9.36% |
| Maximum Drawdown Date | 2024-08-05 |
| Calmar Ratio | -1.59 |
1 year
| Parameter | Value |
|---|---|
| Return | 5.04 |
| Volatility | 12.699% |
| Alpha | None |
| Beta | None |
| R Squared | None |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 8.544% |
| Average Annual Volatility | 19.176% |
| Sharpe Ratio | 0.45 |
| Sortino Ratio | 0.39 |
| Maximum Drawdown | -38.0% |
| Maximum Drawdown Date | 2020-03-18 |
| Calmar Ratio | -0.22 |
Company information
Summary
El objetivo de gestión consiste en replicar el índice Eurostoxx 50 (Price), pudiendo para ello superar los límites generales de diversificación. El objetivo de gestión consiste en replicar el índice Eurostoxx50 (Price)(Índice) pudiendo superar los límites generales de diversificación. El límite del 20% del patrimonio en valores de un único emisor se podrá ampliar al 35% cuando la ponderación de un único emisor en el Índice supere el 20%. La rentabilidad del fondo y el índice podrían no ser similares debido a que, entre otros,en el lado negativo,el fondo soporta gastos de comisiones (gestión y depósito) y otros adicionales,y en el lado positivo, pueden repercutirle ingresos adicionales por reparto de dividendos diferidos.
Market
DR
Category
Diversified Emerging Mkts
Expense Ratio
0.62%
Fund family
-
Morningstar
4
Yield
-
Exchange
FRA
| Sector | Weight |
|---|---|
| Financial services | 15.31% |
| Consumer cyclical | 14.27% |
| Technology | 13.73% |
| Basic materials | 11.45% |
| Industrials | 11.44% |
| Energy | 6.74% |
| Healthcare | 6.74% |
| Consumer defensive | 6.40% |
| Utilities | 5.25% |
| Communication services | 4.49% |
| Realestate | 0.99% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| ASML | ASML Holding NV | 7.48% |
| MC.PA | LVMH Moet Hennessy Louis Vuitton SE | 5.47% |
| SAP.DE | SAP SE | 4.2% |
| LIN.L | Linde PLC | 4.09% |
| FESXM21.DE | Euro Stoxx 50 Future June 21 | 3.82% |
| SIE.DE | Siemens AG | 3.42% |
| SAN.PA | Sanofi SA | 3.28% |
| TTE.PA | TotalEnergies SE | 3.19% |
| ALV.DE | Allianz SE | 2.94% |
| OR.PA | L'Oreal SA | 2.74% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| 0P00000QC1.F | AXA Indice France D | FR000017043 | FRA | 0.83% | 5 | ||
| FR0000285884.PA | LBPAM Actions Indice Euro R A/I | FR000028630 | YHD | 1.27% | 5 | ||
| FR0000286304.PA | LBPAM Actions Indice France R A/I | FR000028630 | YHD | 1.27% | 5 | ||
| FR0007493390.PA | Indice Valor C | US02079K107 | YHD | 1.48% | 5 | -19.14 | +0.91 |
| FR0010613315.PA | LBPAM Actions Indice Euro E A/I | FR000007776 | YHD | 1.27% | 5 | ||
| FR0010613323.PA | LBPAM Actions Indice France E A/I | FR000028630 | YHD | 1.27% | 5 | ||
| FR0010914069.PA | LBPAM Actions Indice Euro I | FR000028588 | YHD | 0.53% | 5 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.