Amundi Index Solutions - Amundi MSCI Europe SRI PAB
Ticker
ESDG.L
ISIN
LU186113748
Price
GBp 5,689.00
Change Today
+27.50 / 0.486 %
Price 1 year ago
5,613.50 / 1.345 %
Morningstar
4
52 Week Low
5,497.00
52 Week High
5,973.50
200 Day Moving Average 5,764.50
5,764.50
50-day Moving Average
5,705.28
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.01 |
| Sortino Ratio | 19.93 |
| Maximum Drawdown | -99.01% |
| Maximum Drawdown Date | 2023-12-22 |
| Calmar Ratio | -1058.88 |
1 year
| Parameter | Value |
|---|---|
| Treynor Ratio | - |
| Return | -0.01 |
| Volatility | 10174.537% |
| Alpha | -3.62 |
| Beta | -- |
| R Squared | +95.86 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 2.942% |
| Average Annual Volatility | 9.248% |
| Sharpe Ratio | 0.32 |
| Sortino Ratio | 0.07 |
| Maximum Drawdown | -8.0% |
| Maximum Drawdown Date | 2024-11-20 |
| Calmar Ratio | -0.35 |
Company information
Summary
To track the performance of MSCI Europe SRI Filtered PAB 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 pursuant to Article 9(3) of the Disclosure Regulation aims at reducing carbon emissions through the replication of the Index.
Market
GB
Category
--
Expense Ratio
0.08%
Fund family
Amundi Luxembourg S.A.
Morningstar
4
Yield
0.0176
Exchange
LSE
| Sector | Weight |
|---|---|
| Healthcare | 20.15% |
| Financial services | 15.97% |
| Industrials | 12.81% |
| Consumer defensive | 12.27% |
| Communication services | 9.24% |
| Basic materials | 8.65% |
| Consumer cyclical | 6.79% |
| Technology | 4.63% |
| Utilities | 2.67% |
| Realestate | 1.44% |
| Energy | 0.00% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| ASML | ASML Holding NV | 5.2% |
| ROG | Roche Holding AG | 5.03% |
| SAP.DE | SAP SE | 4.96% |
| NOVO B | Novo Nordisk A/S B | 4.81% |
| ALV.DE | Allianz SE | 3.88% |
| SU.PA | Schneider Electric SE | 3.05% |
| ADS.DE | adidas AG | 2.48% |
| DPW.DE | Deutsche Post AG | 2.42% |
| L Oreal Prime De Fidelite 2023 | 2.38% | |
| CS.PA | AXA SA | 1.91% |
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 | |
| 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.