iShares EURO STOXX 50 UCITS ETF
Ticker
EUEA.AS
ISIN
IE0008471009
Price
EUR 48.95
Change Today
+0.98 / 2.04 %
Price 1 year ago
42.37 / 15.539 %
Morningstar
4
52 Week Low
42.70
52 Week High
51.33
200 Day Moving Average 49.37
49.37
50-day Moving Average
49.60
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.28 |
| Sortino Ratio | 0.26 |
| Maximum Drawdown | -2.19% |
| Maximum Drawdown Date | 2024-01-03 |
| Calmar Ratio | -12.30 |
1 year
| Parameter | Value |
|---|---|
| Return | 1.26 |
| Volatility | 3.011% |
| Alpha | +3.52 |
| Beta | None |
| R Squared | +99.34 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 5.235% |
| Average Annual Volatility | 22.302% |
| Sharpe Ratio | 0.23 |
| Sortino Ratio | 0.16 |
| Maximum Drawdown | -60.0% |
| Maximum Drawdown Date | 2009-03-09 |
| Calmar Ratio | -0.08 |
Company information
Summary
The investment objective of this Fund is to provide investors with a total return, taking into account both capital and income returns, which reflects the return of the EURO STOXX 50 Index.
Market
NL
Category
Eurozone Large-Cap Equity
Expense Ratio
0.10%
Fund family
BlackRock Asset Management Ireland - ETF
Morningstar
4
Yield
0.020599999
Exchange
AMS
| Sector | Weight |
|---|---|
| Consumer cyclical | 15.97% |
| Financial services | 14.36% |
| Technology | 13.49% |
| Industrials | 12.65% |
| Basic materials | 10.32% |
| Healthcare | 8.76% |
| Consumer defensive | 8.55% |
| Energy | 6.16% |
| Utilities | 4.78% |
| Communication services | 4.68% |
| Realestate | 0.81% |
| Country | Ratio |
|---|---|
| France | 40.41 |
| Germany | 26.56 |
| Netherlands | 15.88 |
| Spain | 6.40 |
| Italy | 5.06 |
| Finland | 1.86 |
| Belgium | 1.73 |
| United States | 1.06 |
| United Kingdom | 1.03 |
| Argentina | 0.00 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| ASML | ASML Holding NV | 8.13% |
| MC.PA | LVMH Moet Hennessy Louis Vuitton SE | 5.86% |
| SAP.DE | SAP SE | 4.34% |
| LIN.L | Linde PLC | 4.22% |
| SAN.PA | Sanofi SA | 3.37% |
| TTE.PA | TotalEnergies SE | 3.36% |
| SIE.DE | Siemens AG | 3.34% |
| OR.PA | L'Oreal SA | 3.08% |
| ALV.DE | Allianz SE | 2.9% |
| SU.PA | Schneider Electric SE | 2.52% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| DBEU | Xtrackers MSCI Europe Hedged Equity ETF | US233051853 | PCX | 0.45% | 5 | +7.20 | |
| EQDS.L | iShares MSCI Europe Quality Dividend ESG UCITS ETF | IE00BYYHSM2 | LSE | 0.28% | 5 | ||
| HEDJ | WisdomTree Europe Hedged Equity Fund | US97717X701 | PCX | 0.58% | 5 | +7.13 | |
| HEZU | iShares Currency Hedged MSCI Eurozone ETF | IE00BKBF6616 | PCX | 0.53% | 5 | +9.29 | |
| IESE.AS | iShares MSCI Europe SRI UCITS ETF EUR (Acc) | IE00B52VJ196 | AMS | 0.20% | 5 | -3.29 |
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.