Allianz Valeurs Durables IC
Ticker
FR0010339481.PA
ISIN
FR0010339481
Price
EUR 242.95
Change Today
+1.98 / 0.822 %
Price 1 year ago
188.22 / 29.078 %
Morningstar
4
52 Week Low
176.55
52 Week High
249.47
200 Day Moving Average 210.54
210.54
50-day Moving Average
236.39
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|
1 year
| Parameter | Value |
|---|
History
| Parameter | Value |
|---|---|
| Average Annual Return | 30.74% |
| Average Annual Volatility | 37.639% |
| Sharpe Ratio | 0.82 |
| Sortino Ratio | 0.91 |
| Maximum Drawdown | -42.0% |
| Maximum Drawdown Date | 2009-02-27 |
| Calmar Ratio | -0.60 |
Company information
Summary
La SICAV a pour objectif de gestion d’obtenir une performance à moyen et long terme en investissant sur des actions d’entreprises qui satisfont aux critères suivants de développement durable : la politique sociale, le respect des droits de l’homme, le gouvernement d’entreprise, la politique environnementale et l’éthique. La prise en compte de ces critères viendra s’ajouter à celle de critères financiers classiques, tels que la croissance des résultats ou la valorisation des entreprises, dans le but de construire un portefeuille offrant un meilleur couple qualités sociétale / qualités financières possible.
Market
US
Category
Eurozone Large-Cap Equity
Expense Ratio
0.70%
Fund family
-
Morningstar
4
Yield
-
Exchange
YHD
| Sector | Weight |
|---|---|
| Industrials | 18.40% |
| Financial services | 15.00% |
| Consumer cyclical | 12.67% |
| Technology | 11.82% |
| Healthcare | 11.05% |
| Consumer defensive | 9.05% |
| Communication services | 8.99% |
| Energy | 5.71% |
| Basic materials | 3.79% |
| Utilities | 2.26% |
| Realestate | 1.26% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| TTFNF.PA | Total SA | 4.36% |
| BAYZF.DE | Bayer AG | 3.73% |
| SNYNF.PA | Sanofi SA | 3.54% |
| SAPGF.DE | SAP SE | 3.32% |
| FNCTF.PA | Orange SA | 2.81% |
| BNPQF.PA | BNP Paribas | 2.8% |
| DTEGF.DE | Deutsche Telekom AG | 2.72% |
| LVMHF.PA | LVMH Moet Hennessy Louis Vuitton SE | 2.7% |
| INGVF | ING Groep NV | 2.68% |
| GPDNF.PA | Danone SA | 2.65% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| 0P0000SBZ0.F | Gestys Valeurs Familiales C | FR001094657 | FRA | 4.56% | 5 | ||
| FR0007071642.PA | Bati Valeurs Europe | FR0007071642 | YHD | 0.50% | 5 | ||
| FR0007385141.PA | WF Valeurs Internationales | FR000738514 | YHD | 4.95% | 4 | ||
| FR0007441795.PA | CamGestion Valeurs Euro | FR0010648741 | YHD | 0.06% | 4 | ||
| FR0010339481.PA | Allianz Valeurs Durables IC | FR0010339481 | YHD | 0.70% | 4 | ||
| FR0010648741.PA | CamGestion Valeurs Euro I | FR0011031681 | YHD | 0.53% | 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.