Renta 4 Valor Europa FI
Ticker
0P0000M5GJ.F
ISIN
ES017332200
Price
EUR 24.49
Change Today
-0.18 / -0.725 %
Price 1 year ago
24.19 / 1.228 %
Morningstar
3
52 Week Low
23.83
52 Week High
24.67
200 Day Moving Average 24.20
24.20
50-day Moving Average
24.20
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.05 |
| Sortino Ratio | -0.17 |
| Maximum Drawdown | -16.98% |
| Maximum Drawdown Date | 2025-04-07 |
| Calmar Ratio | -0.01 |
1 year
| Parameter | Value |
|---|---|
| Return | -0.11 |
| Volatility | 13.899% |
| Alpha | None |
| Beta | None |
| R Squared | None |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 1.038% |
| Average Annual Volatility | 3.219% |
| Sharpe Ratio | 0.32 |
| Sortino Ratio | -0.25 |
| Maximum Drawdown | -2.0% |
| Maximum Drawdown Date | 2026-02-05 |
| Calmar Ratio | -9.17 |
Company information
Summary
-
Market
DR
Category
Europe Large-Cap Blend Equity
Expense Ratio
-
Fund family
-
Morningstar
3
Yield
-
Exchange
FRA
| Sector | Weight |
|---|---|
| Healthcare | 22.16% |
| Industrials | 16.51% |
| Technology | 14.31% |
| Basic materials | 12.94% |
| Consumer cyclical | 11.70% |
| Consumer defensive | 11.29% |
| Communication services | 4.34% |
| Energy | 1.92% |
| Realestate | 0.00% |
| Financial services | 0.00% |
| Utilities | 0.00% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| PRX | Prosus NV Ordinary Shares - Class N | 3.03% |
| ASML | ASML Holding NV | 2.98% |
| SHL.DE | Siemens Healthineers AG Registered Shares | 2.68% |
| RTO.L | Rentokil Initial PLC | 2.59% |
| ADS.DE | adidas AG | 2.41% |
| EL.PA | Essilorluxottica | 2.36% |
| AI.PA | Air Liquide SA | 2.31% |
| PHIA | Koninklijke Philips NV | 2.31% |
| ULVR.L | Unilever PLC | 2.3% |
| ABI | Anheuser-Busch InBev SA/NV | 2.29% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| FR0007394036.PA | Valorobligations | FR000739403 | YHD | 0.55% | 5 | ||
| FR0007481395.PA | Valorobligations C | FR000748139 | YHD | 0.55% | 5 | ||
| FR0007493390.PA | Indice Valor C | US02079K107 | YHD | 1.48% | 5 | -19.14 | +0.91 |
| FR0010057711.PA | Arevalor D | FR0000077769 | YHD | 1.61% | 5 | ||
| FR0011175652.PA | Optivalor | FR001118419 | YHD | 5 | |||
| FR0011184191.PA | Optivalor D | FR001118419 | YHD | 5 | |||
| FR0011253624.PA | R Valor C EUR | FR001125362 | YHD | 5 | |||
| FR0011261189.PA | R Valor D EUR | FR001126118 | YHD | 5 | |||
| FR0011261197.PA | R Valor F EUR | FR001126119 | YHD | 5 | |||
| FR0011847409.PA | R Valor P EUR | FR001184740 | YHD | 5 | |||
| FR0011847417.PA | R Valor M EUR | FR001125362 | YHD | 5 | |||
| FR0012406163.PA | R Valor C USD | FR001125362 | YHD | 5 | |||
| FR0012406213.PA | R Valor | FR001125362 | 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.