Betamax Europe
Ticker
FR0011560168.PA
ISIN
FR0011560184
Price
EUR 1,343.59
Change Today
+16.27 / 1.226 %
Price 1 year ago
1,115.33 / 20.466 %
Morningstar
5
52 Week Low
1,053.77
52 Week High
1,359.61
200 Day Moving Average 1,207.02
1,207.02
50-day Moving Average
1,328.60
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|
1 year
| Parameter | Value |
|---|
History
| Parameter | Value |
|---|---|
| Average Annual Return | 14.329% |
| Average Annual Volatility | 21.129% |
| Sharpe Ratio | 0.68 |
| Sortino Ratio | 0.84 |
| Maximum Drawdown | -24.0% |
| Maximum Drawdown Date | 2016-02-11 |
| Calmar Ratio | -0.39 |
Company information
Summary
Le Fonds recherche, sur la durée de placement recommandée de 5 ans, une participation à la performance boursière des actions des pays développés d’Europe, par la mise en place d’une allocation par pays et secteurs, avec l’objectif d’en améliorer le ratio rendement / risque par rapport à celui de l’indice MSCI Europe (dividendes nets réinvestis) exprimé en euro.
Market
US
Category
Europe Large-Cap Blend Equity
Expense Ratio
-
Fund family
-
Morningstar
5
Yield
-
Exchange
YHD
| Sector | Weight |
|---|---|
| Industrials | 17.20% |
| Utilities | 15.47% |
| Technology | 13.51% |
| Financial services | 12.77% |
| Consumer defensive | 12.13% |
| Consumer cyclical | 8.33% |
| Basic materials | 7.97% |
| Communication services | 4.68% |
| Healthcare | 4.10% |
| Energy | 3.85% |
| Realestate | 0.00% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| SMAWF.DE | Siemens AG | 8.71% |
| TYEKF.DE | ThyssenKrupp AG | 8.0% |
| IFNNF.DE | Infineon Technologies AG | 6.99% |
| DPSTF.DE | Deutsche Post AG | 5.05% |
| RWNFF.DE | RWE AG | 4.77% |
| TLSNF | Telia Company AB | 4.7% |
| VLKPF.DE | Volkswagen AG | 4.55% |
| ZFSVF | Zurich Insurance Group AG | 4.4% |
| DB.DE | Deutsche Bank AG | 4.37% |
| ORKLF | Orkla ASA | 4.29% |
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 | ||
| FR0011560168.PA | Betamax Europe | FR0011560184 | YHD | 5 | |||
| HEDJ | WisdomTree Europe Hedged Equity Fund | US97717X701 | PCX | 0.58% | 5 | +7.13 | |
| IEFQ.L | iShares Edge MSCI Europe Quality Factor UCITS ETF | IE00BQN1K56 | LSE | 0.25% | 5 | ||
| IESE.AS | iShares MSCI Europe SRI UCITS ETF EUR (Acc) | IE00B52VJ196 | AMS | 0.20% | 5 | -3.29 | |
| IESG.L | iShares MSCI Europe SRI UCITS ETF EUR (Acc) | IE00B52VJ19 | LSE | 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.