Varenne Sélection I
Ticker
FR0012768836.PA
ISIN
FR001039222
Price
EUR 1,188.11
Change Today
+3.53 / 0.298 %
Price 1 year ago
907.47 / 30.926 %
Morningstar
5
52 Week Low
882.99
52 Week High
1,189.90
200 Day Moving Average 1,017.54
1,017.54
50-day Moving Average
1,118.39
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|
1 year
| Parameter | Value |
|---|
History
| Parameter | Value |
|---|---|
| Average Annual Return | 12.655% |
| Average Annual Volatility | 14.178% |
| Sharpe Ratio | 0.89 |
| Sortino Ratio | 0.99 |
| Maximum Drawdown | -12.0% |
| Maximum Drawdown Date | 2016-02-09 |
| Calmar Ratio | -1.09 |
Company information
Summary
L’objectif de gestion est d’obtenir un rendement supérieur au CNO-TEC 5 au moyen d’une gestion discrétionnaire.
Market
US
Category
Foreign Large Growth
Expense Ratio
-
Fund family
-
Morningstar
5
Yield
-
Exchange
YHD
| Sector | Weight |
|---|---|
| Healthcare | 24.00% |
| Consumer cyclical | 23.14% |
| Industrials | 17.32% |
| Technology | 15.48% |
| Consumer defensive | 14.02% |
| Communication services | 6.04% |
| Realestate | 0.00% |
| Basic materials | 0.00% |
| Financial services | 0.00% |
| Utilities | 0.00% |
| Energy | 0.00% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| NONOF | Novo Nordisk A/S B | 14.16% |
| SES.MI | Sesa SPA | 10.03% |
| CPGLF.IR | CPL Resources PLC | 6.61% |
| HAW.DE | Hawesko Holding AG | 6.16% |
| HUGPF.DE | Hugo Boss AG | 5.67% |
| JAZTF.BC | Jazztel PLC | 4.52% |
| LOUP.PA | L D C SA | 4.33% |
| 00483.HK | Bauhaus International holdings | 4.24% |
| TNTEF | TNT Express NV | 3.93% |
| DDAIF.DE | Daimler AG | 3.92% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| FR0000283053.PA | Objectif Sélection | FR000028305 | YHD | 1.07% | 5 | ||
| FR0000435455.PA | MAIF Europe Sélection | FR000043546 | YHD | 2.37% | 5 | ||
| FR0007016712.PA | Monceau Sélection Internationale | FR000701671 | YHD | 4.08% | 5 | ||
| FR0010147637.PA | Corbeille Sélection Equilibre | FR001014763 | YHD | 5 | |||
| FR0010147645.PA | Corbeille Sélection Performance | FR001014764 | YHD | 5 | |||
| FR0010287102.PA | ING Direct Sélection Europe | FR001028710 | YHD | 2.88% | 5 | ||
| FR0010563726.PA | ALM Sélection Euro | FR0010563726 | YHD | 5 | |||
| FR0010784330.PA | R Sélection Euro | LU111164371 | YHD | 1.69% | 5 | -2.18 | -- |
| FR0011859180.PA | Gresham Sélection PME | GB000560399 | YHD | 5 | Candriam World Alternative Alphamax C EUR | ||
| FR0012618221.PA | Amundi Edmond de Rothschild Sélection | FR0012618221 | YHD | 5 | |||
| FR0012768836.PA | Varenne Sélection I | FR001039222 | 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.