Amundi Index Solutions - Amundi MSCI Europe Momentum Factor
Ticker
MCEU.PA
ISIN
LU1681041460
Price
EUR 109.04
Change Today
-
Price 1 year ago
85.19 / 27.996 %
Morningstar
5
52 Week Low
82.45
52 Week High
109.04
200 Day Moving Average 101.30
101.30
50-day Moving Average
104.78
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
Parameter | Value |
---|---|
Sharpe Ratio | 1.29 |
Sortino Ratio | 0.70 |
Maximum Drawdown | -4.34% |
Maximum Drawdown Date | 2023-10-27 |
Calmar Ratio | -5.37 |
1 year
Parameter | Value |
---|---|
Return | 2.28 |
Volatility | 5.324% |
Alpha | -6.30 |
Beta | None |
R Squared | +91.38 |
History
Parameter | Value |
---|---|
Average Annual Return | 10.723% |
Average Annual Volatility | 16.069% |
Sharpe Ratio | 0.67 |
Sortino Ratio | 0.63 |
Maximum Drawdown | -31.0% |
Maximum Drawdown Date | 2020-03-18 |
Calmar Ratio | -0.33 |
Company information
Summary
To track the performance of MSCI Europe Momentum Index (the "Index"), and to minimize the tracking error between the net asset value of the sub-fund and the performance of the Index.
Market
FR
Category
Europe Large-Cap Blend Equity
Expense Ratio
0.13%
Fund family
Amundi Luxembourg S.A.
Morningstar
5
Yield
-
Exchange
PAR
Sector | Weight |
---|---|
Healthcare | 31.78% |
Consumer defensive | 15.43% |
Energy | 13.53% |
Basic materials | 8.91% |
Financial services | 8.30% |
Communication services | 6.50% |
Industrials | 6.35% |
Utilities | 5.73% |
Consumer cyclical | 2.48% |
Technology | 1.00% |
Realestate | 0.41% |
Country | Ratio |
---|---|
United Kingdom | 30.96 |
France | 21.82 |
Switzerland | 10.08 |
Germany | 9.15 |
Denmark | 8.49 |
Spain | 4.69 |
Netherlands | 4.12 |
Italy | 2.56 |
Finland | 2.37 |
Sweden | 2.10 |
Holdings
Symbol | Name | Allocation |
---|---|---|
FB | Facebook Inc A | 9.59% |
AAPL | Apple Inc | 9.29% |
GOOGL | Alphabet Inc A | 8.01% |
PG | Procter & Gamble Co | 4.68% |
SAN.BC | Banco Santander SA | 4.35% |
DIS | The Walt Disney Co | 3.73% |
AIR | Airbus SE | 2.88% |
JNJ | Johnson & Johnson | 2.85% |
NTGY.BC | Naturgy Energy Group SA | 2.48% |
IBE.BC | Iberdrola SA | 2.14% |
Alternative funds
Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
---|---|---|---|---|---|---|---|
FNDX | Schwab Fundamental U.S. Large Company Index ETF | US808524771 | PCX | 0.25% | 5 | +8.30 | |
MCEU.PA | Amundi Index Solutions - Amundi MSCI Europe Momentum Factor | LU1681041460 | PAR | 0.13% | 5 | -6.30 | |
VGT | Vanguard Information Technology Index Fund | PCX | 0.10% | 5 | -5.04 | ||
VONG | Vanguard Russell 1000 Growth Index Fund | US92206C680 | NGM | 0.08% | 5 | -7.14 | |
VTIP | Vanguard Short-Term Inflation-Protected Securities Index Fund | US922020805 | NGM | 0.04% | 5 | -0.38 | |
VTV | Vanguard Value Index Fund | US922908744 | PCX | 0.04% | 5 | +8.05 | |
VYM | Vanguard High Dividend Yield Index Fund | IE00B8GKDB1 | PCX | 0.06% | 5 | +8.55 |
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.