Santander Indice Euro Cartera FI
Ticker
0P0001CA9Z.F
ISIN
ES016865100
Price
EUR 286.20
Change Today
-5.63 / -1.928 %
Price 1 year ago
238.15 / 20.177 %
Morningstar
4
52 Week Low
239.00
52 Week High
304.21
200 Day Moving Average 290.40
290.40
50-day Moving Average
294.96
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.23 |
| Sortino Ratio | 1.48 |
| Maximum Drawdown | -9.27% |
| Maximum Drawdown Date | 2024-08-05 |
| Calmar Ratio | -1.73 |
1 year
| Parameter | Value |
|---|---|
| Return | 5.32 |
| Volatility | 12.702% |
| Alpha | None |
| Beta | None |
| R Squared | None |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 9.497% |
| Average Annual Volatility | 19.226% |
| Sharpe Ratio | 0.49 |
| Sortino Ratio | 0.45 |
| Maximum Drawdown | -38.0% |
| Maximum Drawdown Date | 2020-03-18 |
| Calmar Ratio | -0.25 |
Company information
Summary
-
Market
DR
Category
Eurozone Large-Cap Equity
Expense Ratio
-
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.