BNP Paribas Easy MSCI Emerging SRI S-Series 5% Capped UCITS ETF Capitalisation
Ticker
EMSR.PA
ISIN
LU165968131
Price
USD 140.30
Change Today
-8.94 / -5.99 %
Price 1 year ago
131.85 / 6.409 %
Morningstar
4
52 Week Low
127.55
52 Week High
155.93
200 Day Moving Average 139.40
139.40
50-day Moving Average
150.15
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | -0.04 |
| Sortino Ratio | -0.53 |
| Maximum Drawdown | -3.26% |
| Maximum Drawdown Date | 2024-01-09 |
| Calmar Ratio | 0.22 |
1 year
| Parameter | Value |
|---|---|
| Return | -0.13 |
| Volatility | 5.966% |
| Alpha | +0.36 |
| Beta | None |
| R Squared | +95.29 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 5.857% |
| Average Annual Volatility | 19.039% |
| Sharpe Ratio | 0.31 |
| Sortino Ratio | 0.22 |
| Maximum Drawdown | -42.0% |
| Maximum Drawdown Date | 2020-03-23 |
| Calmar Ratio | -0.14 |
Company information
Summary
Replicate the performance of the MSCI Emerging SRI S-Series PAB 5% Capped (NTR) index (Bloomberg: M7CXESC Index), including fluctuations, and to maintain the Tracking Error between the sub-fund and the index below 1%.
Market
FR
Category
Global Emerging Markets Equity
Expense Ratio
0.33%
Fund family
BNP Paribas Asset Management Luxembourg
Morningstar
4
Yield
-
Exchange
PAR
| Sector | Weight |
|---|---|
| Financial services | 30.82% |
| Technology | 25.41% |
| Consumer defensive | 9.39% |
| Consumer cyclical | 8.86% |
| Communication services | 6.67% |
| Basic materials | 5.05% |
| Energy | 4.94% |
| Industrials | 3.15% |
| Healthcare | 2.18% |
| Realestate | 2.09% |
| Utilities | 0.00% |
| Country | Ratio |
|---|---|
| United States | — |
| Canada | — |
| Argentina | — |
| Brazil | — |
| Chile | — |
| Colombia | — |
| Mexico | — |
| Peru | — |
| Venezuela | — |
| United Kingdom | — |
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.