BNP Paribas Easy MSCI EMU ex CW
Ticker
EEMU.PA
ISIN
LU1291098827
Price
EUR 15.34
Change Today
+0.04 / 0.235 %
Price 1 year ago
12.54 / 22.313 %
Morningstar
4
52 Week Low
11.99
52 Week High
15.34
200 Day Moving Average 14.51
14.51
50-day Moving Average
14.69
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
Parameter | Value |
---|---|
Sharpe Ratio | 1.09 |
Sortino Ratio | 0.71 |
Maximum Drawdown | -4.91% |
Maximum Drawdown Date | 2023-10-27 |
Calmar Ratio | -4.89 |
1 year
Parameter | Value |
---|---|
Return | 2.21 |
Volatility | 6.147% |
Alpha | -0.18 |
Beta | None |
R Squared | +99.74 |
History
Parameter | Value |
---|---|
Average Annual Return | 8.922% |
Average Annual Volatility | 18.57% |
Sharpe Ratio | 0.48 |
Sortino Ratio | 0.45 |
Maximum Drawdown | -38.0% |
Maximum Drawdown Date | 2020-03-18 |
Calmar Ratio | -0.23 |
Company information
Summary
Replicate the performance of the MSCI EMU ESG Filtered Min TE (NTR) index (Bloomberg: MXEFTENE Index), including fluctuations, and to maintain the Tracking Error between the sub-fund and the index below 1%.
Market
FR
Category
Eurozone Large-Cap Equity
Expense Ratio
0.16%
Fund family
BNP Paribas Asset Management Luxembourg
Morningstar
4
Yield
-
Exchange
PAR
Sector | Weight |
---|---|
Financial services | 18.44% |
Industrials | 14.02% |
Consumer cyclical | 13.08% |
Technology | 12.54% |
Consumer defensive | 8.83% |
Basic materials | 8.48% |
Utilities | 6.45% |
Healthcare | 6.19% |
Energy | 5.01% |
Communication services | 4.76% |
Realestate | 1.59% |
Country | Ratio |
---|---|
France | 36.29 |
Germany | 23.23 |
Netherlands | 13.34 |
Spain | 8.39 |
Italy | 6.17 |
Finland | 3.49 |
Belgium | 3.18 |
United States | 1.35 |
United Kingdom | 1.34 |
Ireland | 1.02 |
Holdings
Symbol | Name | Allocation |
---|---|---|
ASML | ASML Holding NV | 5.38% |
MC.PA | LVMH Moet Hennessy Louis Vuitton SE | 4.06% |
SAP.DE | SAP SE | 2.77% |
SIE.DE | Siemens AG | 2.39% |
OR.PA | L'Oreal SA | 2.18% |
ALV.DE | Allianz SE | 2.13% |
TTE.PA | TotalEnergies SE | 2.06% |
SU.PA | Schneider Electric SE | 1.76% |
AI.PA | Air Liquide SA | 1.62% |
BAS.DE | Basf SE | 1.49% |
Alternative funds
Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
---|---|---|---|---|---|---|---|
ECN.PA | BNP Paribas Easy Low Carbon 100 Europe PAB | LU1377382368 | PAR | 0.30% | 5 | -0.52 | |
EKLD.PA | BNP Paribas Easy MSCI USA SRI S-Series 5% Capped UCITS ETF Capitalisation | LU1291103338 | PAR | 0.18% | 5 | ||
EKLDC.PA | BNP Paribas Easy MSCI USA SRI S-Series PAB 5% Capped | LU1953138572 | PAR | 0.18% | 5 | +1.54 | -- |
EKUS.PA | BNP Paribas Easy MSCI USA SRI S-Series 5% Capped UCITS ETF EUR Distribution | LU1659681669 | PAR | 0.18% | 5 | +1.54 | |
EMWE.PA | BNP Paribas Easy MSCI World SRI S-Series PAB 5% Capped | LU1615092217 | PAR | 0.13% | 5 | +1.48 | |
EPEJ.PA | BNP Paribas Easy MSCI Pacific ex Japan ESG Filtered Min TE | LU1291106356 | PAR | 0.13% | 5 | +1.14 | |
ESD.PA | BNP Paribas Easy S&P 500 UCITS ETF USD C | FR0011550177 | PAR | 0.15% | 5 | +0.08 | |
ESDD.PA | BNP Paribas Easy S&P 500 UCITS ETF | FR0011550177 | PAR | 0.15% | 5 | 0.00 | |
ESE.PA | BNP Paribas Easy S&P 500 UCITS ETF | FR0011550177 | PAR | 0.15% | 5 | +0.07 | |
ETDD.PA | BNP Paribas Easy Euro Stoxx 50 UCITS ETF | FR0012739431 | PAR | 0.18% | 5 | ||
EWRD.PA | BNP Paribas Easy MSCI World SRI S-Series PAB 5% Capped | LU1291108642 | PAR | 0.13% | 5 | +1.48 | |
REUSE.PA | BNP Paribas Easy ECPI Circular Economy Leaders | LU1953136527 | PAR | 0.18% | 5 | +4.13 | -- |
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.