LBPAM Actions Indice Euro R A/I
Ticker
FR0000285884.PA
ISIN
FR000028630
Price
EUR 100.23
Change Today
+1.11 / 1.12 %
Price 1 year ago
82.86 / 20.963 %
Morningstar
5
52 Week Low
76.33
52 Week High
105.55
200 Day Moving Average 91.25
91.25
50-day Moving Average
102.09
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|
1 year
| Parameter | Value |
|---|
History
| Parameter | Value |
|---|---|
| Average Annual Return | -13.322% |
| Average Annual Volatility | 58.456% |
| Sharpe Ratio | -0.23 |
| Sortino Ratio | -0.44 |
| Maximum Drawdown | -59.0% |
| Maximum Drawdown Date | 2003-03-31 |
| Calmar Ratio | -0.18 |
Company information
Summary
L’objectif de la SICAV est, sur la durée de placement recommandée, d'obtenir une performance supérieure à celle de l’indice Euro Stoxx 50, en essayant de minimiser l’écart de suivi. L’objectif d’écart de suivi est inférieur à 1%. Si cet écart devient plus élevé que 1%, l’objectif est de rester néanmoins en-dessous de 5 % de la volatilité de l’indice Euro Stoxx 50.
Market
US
Category
Foreign Large Growth
Expense Ratio
1.27%
Fund family
-
Morningstar
5
Yield
0.0083
Exchange
YHD
| Sector | Weight |
|---|---|
| Financial services | 22.08% |
| Industrials | 12.86% |
| Consumer defensive | 12.03% |
| Healthcare | 10.81% |
| Consumer cyclical | 10.49% |
| Energy | 6.53% |
| Communication services | 6.45% |
| Technology | 6.44% |
| Basic materials | 6.12% |
| Utilities | 5.02% |
| Realestate | 1.17% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| TTFNF.PA | Total SA | 4.64% |
| BAYZF.DE | Bayer AG | 4.18% |
| AHBIF | Anheuser-Busch Inbev SA | 4.16% |
| SNYNF.PA | Sanofi SA | 4.15% |
| SMAWF.DE | Siemens AG | 3.81% |
| SAPGF.DE | SAP SE | 3.33% |
| DDAIF.DE | Daimler AG | 3.31% |
| ALIZF.DE | Allianz SE | 3.25% |
| UNLNF | Unilever NV DR | 3.22% |
| BFFAF.DE | Basf SE | 3.14% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| FR0000285884.PA | LBPAM Actions Indice Euro R A/I | FR000028630 | YHD | 1.27% | 5 | ||
| FR0000442949.PA | Federal Actions Ethiques P A/I | FR0000077769 | YHD | 1.50% | 5 | ||
| FR0007045554.PA | ALM Actions Monde | FR0007045554 | YHD | 2.16% | 5 | ||
| FR0007055348.PA | Allianz Créactions II | FR0007055348 | YHD | 0.33% | 5 | ||
| FR0007056924.PA | Aberdeen Wactions | FR0007056924 | YHD | 3.21% | 5 | ||
| FR0010996611.PA | Agipi Actions Emergents | FR0010996611 | YHD | 5 |
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.