Lyxor CAC 40 (DR) UCITS ETF
Ticker
CACC.PA
ISIN
FR0013380607
Price
EUR 34.78
Change Today
+0.19 / 0.552 %
Price 1 year ago
34.01 / 2.258 %
Morningstar
5
52 Week Low
33.83
52 Week High
39.02
200 Day Moving Average 36.69
36.69
50-day Moving Average
35.78
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.69 |
| Sortino Ratio | -0.06 |
| Maximum Drawdown | -2.58% |
| Maximum Drawdown Date | 2024-01-03 |
| Calmar Ratio | -6.12 |
1 year
| Parameter | Value |
|---|---|
| Treynor Ratio | - |
| Return | 0.66 |
| Volatility | 2.973% |
| Alpha | +0.540 |
| Beta | -- |
| R Squared | +99.97 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 11.213% |
| Average Annual Volatility | 19.311% |
| Sharpe Ratio | 0.58 |
| Sortino Ratio | 0.56 |
| Maximum Drawdown | -39.0% |
| Maximum Drawdown Date | 2020-03-18 |
| Calmar Ratio | -0.27 |
Company information
Summary
The Lyxor CAC 40 (DR) UCITS ETF is a UCITS compliant exchange traded fund that aims to track the benchmark index CAC 40 Total Return Index so genau wie möglich abzubilden.The index tracks the performance of the 40 largest French stocks by free float market capitalization and turnover. The index is a gross total return index and assumes that gross dividends (withholding taxes are not deducted) paid by its constituents are reinvested in the index. More information on www.euronext.com.Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.
Market
FR
Category
France Equity
Expense Ratio
0.25%
Fund family
Amundi Asset Management
Morningstar
5
Yield
-
Exchange
PAR
| Sector | Weight |
|---|---|
| Industrials | 21.37% |
| Consumer cyclical | 20.31% |
| Healthcare | 11.83% |
| Energy | 9.21% |
| Financial services | 9.09% |
| Consumer defensive | 5.94% |
| Technology | 5.62% |
| Communication services | 2.85% |
| Utilities | 1.41% |
| Basic materials | 1.05% |
| Realestate | 0.42% |
| Country | Ratio |
|---|---|
| France | 91.41 |
| Netherlands | 6.25 |
| Singapore | 1.56 |
| Brazil | 0.77 |
| Argentina | 0.00 |
| Australia | 0.00 |
| Austria | 0.00 |
| Belgium | 0.00 |
| Canada | 0.00 |
| Chile | 0.00 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| MC.PA | LVMH Moet Hennessy Louis Vuitton SE | 12.24% |
| SAN.PA | Sanofi SA | 6.68% |
| TTE.PA | TotalEnergies SE | 6.41% |
| OR.PA | L'Oreal SA | 6.31% |
| SU.PA | Schneider Electric SE | 4.77% |
| AI.PA | Air Liquide SA | 4.66% |
| AIR | Airbus SE | 4.25% |
| BNP.PA | BNP Paribas | 3.97% |
| KER.PA | Kering SA | 3.72% |
| EL.PA | Essilorluxottica | 3.18% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| 0P000029OS.F | Seeyond Actions CAC 40 MD | FR001017734 | FRA | 5 | |||
| C40.PA | Amundi Index Solutions - Amundi CAC 40 | LU1681046931 | PAR | 0.15% | 5 | -0.44 | |
| C40.SW | AMUNDI CAC 40 ETF | LU1681046931 | EBS | 0.15% | 5 | ||
| C4D.PA | Amundi Index Solutions - Amundi CAC 40 UCITS ETF-D | LU1681047079 | PAR | 0.15% | 5 | -0.44 | |
| C4DE.SW | AMUNDI CAC 40 UCITS ETF DR D | LU1681047079 | EBS | 0.15% | 5 | ||
| CAC.PA | Lyxor CAC 40 (DR) UCITS ETF Dist | FR0007052782 | PAR | 0.25% | 5 | +0.50 | |
| CACC.PA | Lyxor CAC 40 (DR) UCITS ETF | FR0013380607 | PAR | 0.25% | 5 | +0.540 | -- |
| CACX.L | Lyxor CAC 40 (DR) UCITS ETF | FR000705278 | LSE | 0.25% | 5 | +0.50 | |
| FR0000989386.PA | ING Direct CAC 40 | FR000098938 | YHD | 2.71% | 5 | ||
| FR0010177345.PA | Seeyond Actions CAC 40 M | FR001017734 | YHD | 0.25% | 5 | ||
| FR0010465484.PA | Lyxor ETF CAC 40 (DR) I-EUR A/I | PSX | 5 | ||||
| FR0011046754.PA | Lyxor CAC Mid 60 ETF I-EUR A/I | PSX | 5 | ||||
| FR0011059286.PA | CACPAC Multi Flex | FR0011059286 | 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.