Amundi Index Solutions - Amundi MSCI Europe Ex Switzerland
Ticker
CS9.PA
ISIN
FR0010821835
Price
EUR 311.93
Change Today
+4.16 / 1.353 %
Price 1 year ago
278.29 / 12.089 %
Morningstar
3
52 Week Low
280.99
52 Week High
333.01
200 Day Moving Average 318.66
318.66
50-day Moving Average
320.89
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.43 |
| Sortino Ratio | 0.41 |
| Maximum Drawdown | -1.49% |
| Maximum Drawdown Date | 2024-01-03 |
| Calmar Ratio | -19.91 |
1 year
| Parameter | Value |
|---|---|
| Return | 1.34 |
| Volatility | 2.86% |
| Alpha | +1.17 |
| Beta | None |
| R Squared | +99.37 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 8.241% |
| Average Annual Volatility | 17.385% |
| Sharpe Ratio | 0.47 |
| Sortino Ratio | 0.42 |
| Maximum Drawdown | -37.0% |
| Maximum Drawdown Date | 2020-03-18 |
| Calmar Ratio | -0.22 |
Company information
Summary
To track the performance of MSCI Europe ex Switzerland (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
Europe Large-Cap Blend Equity
Expense Ratio
0.20%
Fund family
Amundi Luxembourg S.A.
Morningstar
3
Yield
-
Exchange
PAR
| Sector | Weight |
|---|---|
| Financial services | 15.91% |
| Industrials | 14.34% |
| Healthcare | 13.14% |
| Consumer defensive | 11.67% |
| Consumer cyclical | 10.38% |
| Energy | 7.64% |
| Technology | 7.32% |
| Basic materials | 7.25% |
| Communication services | 6.05% |
| Utilities | 4.93% |
| Realestate | 1.20% |
| Country | Ratio |
|---|---|
| France | 25.36 |
| United Kingdom | 24.49 |
| Germany | 11.02 |
| Netherlands | 9.91 |
| Denmark | 8.80 |
| Sweden | 5.22 |
| Spain | 4.12 |
| Finland | 2.81 |
| Italy | 2.64 |
| Norway | 1.91 |
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.