Amundi Index Solutions - Amundi CAC 40
Ticker
C40.PA
ISIN
LU1681046931
Price
EUR 120.38
Change Today
-0.80 / -0.66 %
Price 1 year ago
116.16 / 3.633 %
Morningstar
5
52 Week Low
117.38
52 Week High
135.16
200 Day Moving Average 127.50
127.50
50-day Moving Average
125.61
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.00 |
| Sortino Ratio | 0.08 |
| Maximum Drawdown | -2.39% |
| Maximum Drawdown Date | 2024-01-03 |
| Calmar Ratio | -11.44 |
1 year
| Parameter | Value |
|---|---|
| Return | 0.98 |
| Volatility | 3.048% |
| Alpha | -0.44 |
| Beta | None |
| R Squared | +99.11 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 6.941% |
| Average Annual Volatility | 21.982% |
| Sharpe Ratio | 0.32 |
| Sortino Ratio | 0.27 |
| Maximum Drawdown | -56.00000000000001% |
| Maximum Drawdown Date | 2009-03-09 |
| Calmar Ratio | -0.11 |
Company information
Summary
To track the performance of CAC 40 ESG Index (the "Index"), and to minimize the tracking error between the net asset value of the sub-fund and the performance of the Index. The sub-fund is a financial product that promotes among other characteristics ESG characteristics pursuant to Article 8 of the Disclosure Regulation. Information on how the Index is consistent with environmental, social and governance characteristics is contained under "Index Description"
Market
FR
Category
France Equity
Expense Ratio
0.15%
Fund family
Amundi Luxembourg S.A.
Morningstar
5
Yield
-
Exchange
PAR
| Sector | Weight |
|---|---|
| Industrials | 24.80% |
| Consumer cyclical | 21.61% |
| Financial services | 11.20% |
| Healthcare | 9.84% |
| Consumer defensive | 7.91% |
| Technology | 4.19% |
| Communication services | 3.51% |
| Basic materials | 1.13% |
| Realestate | 0.83% |
| Utilities | 0.05% |
| Energy | 0.00% |
| Country | Ratio |
|---|---|
| France | 92.52 |
| Netherlands | 5.00 |
| Singapore | 1.96 |
| Belgium | 0.52 |
| Argentina | 0.00 |
| Australia | 0.00 |
| Austria | 0.00 |
| Brazil | 0.00 |
| Canada | 0.00 |
| Chile | 0.00 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| MC.PA | LVMH Moet Hennessy Louis Vuitton SE | 12.07% |
| SAN.PA | Sanofi SA | 6.57% |
| TTE.PA | TotalEnergies SE | 6.37% |
| L'Oreal | 5.0% | |
| SU.PA | Schneider Electric SE | 4.65% |
| BNP.PA | BNP Paribas | 4.19% |
| AIR | Airbus SE | 4.18% |
| KER.PA | Kering SA | 3.78% |
| Air Liquide(L') | 3.5% | |
| DG.PA | Vinci SA | 3.04% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| C40.PA | Amundi Index Solutions - Amundi CAC 40 | LU1681046931 | PAR | 0.15% | 5 | -0.44 | |
| FNDX | Schwab Fundamental U.S. Large Company Index ETF | US808524771 | PCX | 0.25% | 5 | +8.30 | |
| 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.