UniFavorit: Aktien I
Ticker
0P0000IWCX.F
ISIN
DE000847707
Price
EUR 327.86
Change Today
+1.98 / 0.608 %
Price 1 year ago
242.07 / 35.44 %
Morningstar
4
52 Week Low
242.59
52 Week High
331.36
200 Day Moving Average 301.14
301.14
50-day Moving Average
314.12
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 2.20 |
| Sortino Ratio | 2.73 |
| Maximum Drawdown | -10.73% |
| Maximum Drawdown Date | 2024-08-05 |
| Calmar Ratio | -2.97 |
1 year
| Parameter | Value |
|---|---|
| Return | 11.55 |
| Volatility | 14.049% |
| Alpha | None |
| Beta | None |
| R Squared | None |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 13.439% |
| Average Annual Volatility | 17.24% |
| Sharpe Ratio | 0.78 |
| Sortino Ratio | 0.77 |
| Maximum Drawdown | -31.0% |
| Maximum Drawdown Date | 2020-03-16 |
| Calmar Ratio | -0.42 |
Company information
Summary
N/A
Market
DR
Category
Global Large-Cap Blend Equity
Expense Ratio
0.95%
Fund family
-
Morningstar
4
Yield
-
Exchange
FRA
| Sector | Weight |
|---|---|
| Technology | 20.54% |
| Healthcare | 17.38% |
| Financial services | 15.19% |
| Industrials | 9.06% |
| Consumer cyclical | 8.49% |
| Consumer defensive | 8.02% |
| Energy | 5.81% |
| Basic materials | 4.30% |
| Communication services | 4.16% |
| Utilities | 1.74% |
| Realestate | 1.20% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| MSFT | Microsoft Corp | 5.08% |
| AMZN | Amazon.com Inc | 4.08% |
| FB | Facebook Inc A | 3.46% |
| GOOG | Alphabet Inc Class C | 3.35% |
| BAC | Bank of America Corp | 2.56% |
| WFC | Wells Fargo & Co | 2.47% |
| CRM | Salesforce.com Inc | 2.43% |
| CFR | Compagnie Financiere Richemont SA | 2.4% |
| KO | Coca-Cola Co | 2.34% |
| SCHW | Charles Schwab Corp | 2.32% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| 0P00000DBW.F | Amundi Aktien Rohstoffe A | DE000977988 | FRA | 0.64% | 3 | ||
| 0P00001FH2.F | UniFavorit: Aktien | DE000847707 | FRA | 1.45% | 4 | -- | -- |
| 0P0000F86Y.F | UniFavorit: Aktien -net- | DE000847707 | FRA | 1.80% | 4 | ||
| 0P0000GO03.F | Amundi Aktien Rohstoffe L | DE000977988 | FRA | 1.23% | 3 | ||
| 0P0000GO04.F | Amundi Aktien Rohstoffe H | DE000A0JDPT | FRA | 0.44% | 3 | ||
| 0P0000IWCX.F | UniFavorit: Aktien I | DE000847707 | FRA | 0.95% | 4 | ||
| 0P0000YE8M.F | sentix Fonds Aktien Deutschland | DE000A1J9BC | FRA | 1.28% | 5 | ||
| 0P000126DZ.F | Amundi Aktien Rohstoffe C | DE000A0RL2V | FRA | 1.38% | 3 | ||
| IE0000663926.IR | Federated Europa-Aktien Fonds | IE0000663926 | ISE | 2.35% | 3 | -3.08 | +0.92 |
| IE0000664338.IR | Federated Inter-Aktien Fonds | IE0000664338 | ISE | 2.45% | 3 | -10.21 | +1.02 |
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.