Amundi Index Solutions - Amundi EURO STOXX 50 UCITS ETF-D EUR
Ticker
CD5.PA
ISIN
LU1681047319
Price
EUR 78.07
Change Today
+1.55 / 2.026 %
Price 1 year ago
67.61 / 15.473 %
Morningstar
4
52 Week Low
68.12
52 Week High
81.82
200 Day Moving Average 78.75
78.75
50-day Moving Average
79.10
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.26 |
| Sortino Ratio | 0.25 |
| Maximum Drawdown | -2.39% |
| Maximum Drawdown Date | 2024-01-03 |
| Calmar Ratio | -10.99 |
1 year
| Parameter | Value |
|---|---|
| Return | 1.23 |
| Volatility | 3.0% |
| Alpha | +3.52 |
| Beta | None |
| R Squared | +99.34 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 8.546% |
| Average Annual Volatility | 19.902% |
| Sharpe Ratio | 0.43 |
| Sortino Ratio | 0.40 |
| Maximum Drawdown | -38.0% |
| Maximum Drawdown Date | 2020-03-18 |
| Calmar Ratio | -0.22 |
Company information
Summary
To track the performance of EURO STOXX 50 Index (the "Index"), and to minimize the tracking error between the net asset value of the sub-fund and the performance of the Index.
Market
FR
Category
Eurozone Large-Cap Equity
Expense Ratio
0.05%
Fund family
Amundi Luxembourg S.A.
Morningstar
4
Yield
0.0179
Exchange
PAR
| Sector | Weight |
|---|---|
| Consumer cyclical | 15.98% |
| Financial services | 14.36% |
| Technology | 13.49% |
| Industrials | 12.65% |
| Healthcare | 8.77% |
| Basic materials | 7.82% |
| Energy | 6.17% |
| Consumer defensive | 5.69% |
| Communication services | 4.68% |
| Utilities | 4.55% |
| Realestate | 0.81% |
| Country | Ratio |
|---|---|
| France | 37.99 |
| Germany | 25.17 |
| Netherlands | 15.97 |
| United Kingdom | 6.35 |
| Spain | 5.90 |
| Italy | 3.65 |
| Belgium | 1.67 |
| Sweden | 1.32 |
| United States | 1.02 |
| Finland | 0.95 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| ASML | ASML Holding NV | 7.71% |
| MC.PA | LVMH Moet Hennessy Louis Vuitton SE | 5.81% |
| LIN.L | Linde PLC | 4.33% |
| SAP.DE | SAP SE | 4.17% |
| TTE.PA | TotalEnergies SE | 3.35% |
| SAN.PA | Sanofi SA | 3.33% |
| SIE.DE | Siemens AG | 3.33% |
| ALV.DE | Allianz SE | 2.98% |
| L'Oreal | 2.57% | |
| SU.PA | Schneider Electric SE | 2.47% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| FNDX | Schwab Fundamental U.S. Large Company Index ETF | US808524771 | PCX | 0.25% | 5 | +8.30 | |
| VGT | Vanguard Information Technology Index Fund | PCX | 0.10% | 5 | -5.04 | ||
| VONG | Vanguard Russell 1000 Growth Index Fund | US92206C680 | NGM | 0.08% | 5 | -7.14 | |
| VTIP | Vanguard Short-Term Inflation-Protected Securities Index Fund | US922020805 | NGM | 0.04% | 5 | -0.38 | |
| VTV | Vanguard Value Index Fund | US922908744 | PCX | 0.04% | 5 | +8.05 | |
| VYM | Vanguard High Dividend Yield Index Fund | IE00B8GKDB1 | PCX | 0.06% | 5 | +8.55 |
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.