HSBC EURO STOXX 50 UCITS ETF
Ticker
50E.PA
ISIN
IE00B4K6B022
Price
EUR 50.63
Change Today
+1.00 / 2.025 %
Price 1 year ago
43.87 / 15.406 %
Morningstar
4
52 Week Low
44.23
52 Week High
53.08
200 Day Moving Average 51.12
51.12
50-day Moving Average
51.31
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.22 |
| Sortino Ratio | 0.23 |
| Maximum Drawdown | -2.29% |
| Maximum Drawdown Date | 2024-01-03 |
| Calmar Ratio | -11.76 |
1 year
| Parameter | Value |
|---|---|
| Return | 1.21 |
| Volatility | 3.058% |
| Alpha | +3.54 |
| Beta | None |
| R Squared | +99.34 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 7.942% |
| Average Annual Volatility | 19.923% |
| Sharpe Ratio | 0.40 |
| Sortino Ratio | 0.36 |
| Maximum Drawdown | -38.0% |
| Maximum Drawdown Date | 2020-03-18 |
| Calmar Ratio | -0.20 |
Company information
Summary
The investment objective of the Fund is to replicate the performance of the EURO STOXX 50® Index (the “Index”), while minimizing as far as possible the tracking error between the Fund’s performance and that of the Index. The Index is a market-capitalization weighted index designed to measure the performance of the 50 largest publicly listed companies in the European Monetary Union. In seeking to achieve its investment objective, the Fund will aim to invest in the constituents of the Index in generally the same proportions in which they are included in the Index.
Market
FR
Category
Eurozone Large-Cap Equity
Expense Ratio
0.25%
Fund family
HSBC Investment Funds (Luxembourg) S.A.
Morningstar
4
Yield
0.018099999
Exchange
PAR
| Sector | Weight |
|---|---|
| Industrials | 18.44% |
| Financial services | 18.22% |
| Consumer cyclical | 14.90% |
| Basic materials | 12.59% |
| Communication services | 10.92% |
| Healthcare | 9.46% |
| Realestate | 5.28% |
| Utilities | 4.78% |
| Consumer defensive | 0.00% |
| Technology | 0.00% |
| Energy | 0.00% |
| Country | Ratio |
|---|---|
| France | 40.37 |
| Germany | 26.44 |
| Netherlands | 16.03 |
| Spain | 6.45 |
| Italy | 5.10 |
| Finland | 1.83 |
| Belgium | 1.71 |
| United States | 1.05 |
| United Kingdom | 1.01 |
| Argentina | 0.00 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| Capital Cash Management | 11.56% | |
| ASML | ASML Holding NV | 8.08% |
| MC.PA | LVMH Moet Hennessy Louis Vuitton SE | 5.83% |
| SAP.DE | SAP SE | 4.32% |
| LIN.L | Linde PLC | 4.2% |
| SAN.PA | Sanofi SA | 3.36% |
| TTE.PA | TotalEnergies SE | 3.34% |
| SIE.DE | Siemens AG | 3.32% |
| OR.PA | L'Oreal SA | 3.06% |
| ALV.DE | Allianz SE | 2.88% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| DBEU | Xtrackers MSCI Europe Hedged Equity ETF | US233051853 | PCX | 0.45% | 5 | +7.20 | |
| EQDS.L | iShares MSCI Europe Quality Dividend ESG UCITS ETF | IE00BYYHSM2 | LSE | 0.28% | 5 | ||
| HEDJ | WisdomTree Europe Hedged Equity Fund | US97717X701 | PCX | 0.58% | 5 | +7.13 | |
| HEZU | iShares Currency Hedged MSCI Eurozone ETF | IE00BKBF6616 | PCX | 0.53% | 5 | +9.29 | |
| IESE.AS | iShares MSCI Europe SRI UCITS ETF EUR (Acc) | IE00B52VJ196 | AMS | 0.20% | 5 | -3.29 |
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.