BNP Paribas Easy MSCI USA SRI S-Series 5% Capped UCITS ETF EUR Distribution
Ticker
EKUS.PA
ISIN
LU1659681669
Price
EUR 22.32
Change Today
-0.09 / -0.408 %
Price 1 year ago
17.39 / 28.325 %
Morningstar
5
52 Week Low
17.36
52 Week High
22.41
200 Day Moving Average 19.99
19.99
50-day Moving Average
20.94
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 2.14 |
| Sortino Ratio | 1.27 |
| Maximum Drawdown | -2.0% |
| Maximum Drawdown Date | 2024-01-05 |
| Calmar Ratio | -26.24 |
1 year
| Parameter | Value |
|---|---|
| Return | 2.61 |
| Volatility | 3.662% |
| Alpha | +1.54 |
| Beta | None |
| R Squared | +98.66 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 1.136% |
| Average Annual Volatility | 38.336% |
| Sharpe Ratio | 0.03 |
| Sortino Ratio | -0.03 |
| Maximum Drawdown | -92.0% |
| Maximum Drawdown Date | 2018-12-24 |
| Calmar Ratio | -0.01 |
Company information
Summary
Replicate the performance of the MSCI USA SRI S-Series PAB 5% Capped (NTR) index (Bloomberg: M1CXUSC index), including fluctuations, and to maintain the Tracking Error between the sub-fund and the index below 1%.
Market
FR
Category
--
Expense Ratio
0.18%
Fund family
BNP Paribas Asset Management Luxembourg
Morningstar
5
Yield
0.0112
Exchange
PAR
| Sector | Weight |
|---|---|
| Technology | 20.01% |
| Healthcare | 18.11% |
| Financial services | 16.62% |
| Industrials | 16.17% |
| Consumer defensive | 9.15% |
| Consumer cyclical | 8.73% |
| Communication services | 3.85% |
| Realestate | 3.26% |
| Basic materials | 2.95% |
| Utilities | 0.82% |
| Energy | 0.00% |
| Country | Ratio |
|---|---|
| United States | 99.47 |
| United Kingdom | 0.53 |
| Argentina | 0.00 |
| Australia | 0.00 |
| Austria | 0.00 |
| Belgium | 0.00 |
| Brazil | 0.00 |
| Canada | 0.00 |
| Chile | 0.00 |
| China | 0.00 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| NVDA | NVIDIA Corp | 6.46% |
| TSLA | Tesla Inc | 5.64% |
| MSFT | Microsoft Corp | 5.29% |
| HD | The Home Depot Inc | 4.49% |
| DIS | The Walt Disney Co | 4.17% |
| CSCO | Cisco Systems Inc | 2.92% |
| KO | Coca-Cola Co | 2.89% |
| PEP | PepsiCo Inc | 2.67% |
| TXN | Texas Instruments Inc | 2.31% |
| LOW | Lowe's Companies Inc | 1.85% |
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.