Amundi Actions Objectif Variance
Ticker
FR0010549402.PA
ISIN
FR0010549402
Price
EUR 149,867.00
Change Today
+446.00 / 0.298 %
Price 1 year ago
140,899.00 / 6.365 %
Morningstar
5
52 Week Low
135,026.00
52 Week High
151,091.00
200 Day Moving Average 143,699.05
143,699.05
50-day Moving Average
148,002.72
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|
1 year
| Parameter | Value |
|---|
History
| Parameter | Value |
|---|---|
| Average Annual Return | 12.836% |
| Average Annual Volatility | 13.719% |
| Sharpe Ratio | 0.94 |
| Sortino Ratio | 1.18 |
| Maximum Drawdown | -15.0% |
| Maximum Drawdown Date | 2009-11-30 |
| Calmar Ratio | -0.66 |
Company information
Summary
Le fonds a un double objectif : réaliser une performance supérieure à l'indice MSCI Europe (dividendes réinvestis) après prise en compte des frais courants propres à chaque part, et maintenir un niveau de volatilité limité à 10% par an.
Market
US
Category
Foreign Large Growth
Expense Ratio
0.68%
Fund family
-
Morningstar
5
Yield
-
Exchange
YHD
| Sector | Weight |
|---|---|
| Consumer defensive | 18.97% |
| Industrials | 17.85% |
| Consumer cyclical | 15.22% |
| Healthcare | 14.49% |
| Technology | 8.35% |
| Communication services | 7.26% |
| Financial services | 7.03% |
| Utilities | 5.60% |
| Basic materials | 5.24% |
| Realestate | 0.00% |
| Energy | 0.00% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| RBGPF.L | Reckitt Benckiser Group PLC | 2.54% |
| MURGF.DE | Munchener Ruckversicherungs-Gesellschaft AG | 2.47% |
| HENOF.DE | Henkel AG & Co KGaA Pfd Shs - Non-voting | 2.41% |
| UNLNF | Unilever NV DR | 2.35% |
| WPPGF.L | WPP PLC | 2.3% |
| TLSNF | Telia Company AB | 2.2% |
| SAPGF.DE | SAP SE | 2.09% |
| RHHVF | Roche Holding AG Dividend Right Cert. | 2.05% |
| AHODF | Koninklijke Ahold NV | 2.03% |
| NONOF | Novo Nordisk A/S B | 2.0% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| FR0000442949.PA | Federal Actions Ethiques P A/I | FR0000077769 | YHD | 1.50% | 5 | ||
| FR0007045554.PA | ALM Actions Monde | FR0007045554 | YHD | 2.16% | 5 | ||
| FR0007055348.PA | Allianz Créactions II | FR0007055348 | YHD | 0.33% | 5 | ||
| FR0007056924.PA | Aberdeen Wactions | FR0007056924 | YHD | 3.21% | 5 | ||
| FR0010549402.PA | Amundi Actions Objectif Variance | FR0010549402 | YHD | 0.68% | 5 | ||
| FR0010996611.PA | Agipi Actions Emergents | FR0010996611 | 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.