Ossiam Lux - Ossiam Shiller Barclays CAPE Europe Sector Value TR

Ticker

LCPE.L

ISIN

LU107984232

Price

GBp 42,160.00

Change Today

+582.50 / 1.401 %

Price 1 year ago

41,187.50 / 2.361 %

Morningstar

5

52 Week Low

40,680.00

52 Week High

45,735.00

200 Day Moving Average 43,655.82

43,655.82

50-day Moving Average

43,738.70

Price evolution


Yearly returns


Peers comparison

Risk factors

1 year

Parameter Value
Sharpe Ratio 1.10
Sortino Ratio 0.07
Maximum Drawdown -1.4%
Maximum Drawdown Date 2024-01-03
Calmar Ratio -16.94

1 year

Parameter Value
Return 0.93
Volatility 2.618%
Alpha None
Beta None
R Squared None

History

Parameter Value
Average Annual Return 7.01%
Average Annual Volatility 14.868%
Sharpe Ratio 0.47
Sortino Ratio 0.39
Maximum Drawdown -28.000000000000004%
Maximum Drawdown Date 2020-03-16
Calmar Ratio -0.23

Company information

Summary

The Fund's objective is to replicate, before the Fund's fees and expenses, the performance of the Shiller Barclays CAPE® Europe Sector Value Net TR Index closing level. The Shiller Barclays CAPE® Europe Sector Value Net TR Index (the "Index") is a total return index (net dividends reinvested) expressed in EUR, sponsored by Barclays (the "Index Provider") and calculated and published by Bloomberg Index Services Limited (the "Calculation Agent").

Market

GB

Category

Europe Large-Cap Blend Equity

Expense Ratio

-

Fund family

-

Morningstar

5

Yield
-
Exchange
LSE
Sector Weight
None

Holdings

None

Alternative funds

Ticker Name Isin Exchange Expenses Morningstar Alpha Beta
100D.L MULTI-UNITS LUXEMBOURG - Lyxor FTSE 100 UCITS ETF LU165049217 LSE 0.15% 4
DAX.PA MULTI-UNITS LUXEMBOURG - Lyxor DAX (DR) UCITS ETF LU0252633754 PAR 0.15% 4 -0.64
EMIG.L UBS(Lux)Fund Solutions – J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF(USD)A-acc LU197469579 LSE 0.50% 4 -3.84 --
FLOT.PA MULTI UNITS LUXEMBOURG–Lyxor Euro Floating Rate Note UCITS ETF LU1829218319 PAR 0.15% 5 +0.01
L100.L MULTI-UNITS LUXEMBOURG - Lyxor FTSE 100 UCITS ETF LU165049217 LSE 0.15% 4
L100.PA MULTI-UNITS LUXEMBOURG - Lyxor FTSE 100 UCITS ETF LU1650492173 PAR 0.30% 4 +2.67
LCPE.L Ossiam Lux - Ossiam Shiller Barclays CAPE Europe Sector Value TR LU107984232 LSE 5
MDBU.L UBS(Lux)Fund Solutions – Sustainable Development Bank Bonds UCITS ETF(USD)A-dis LU185221296 LSE 0.18% 4 -1.02 --
MTB.PA MULTI-UNITS LUXEMBOURG - Lyxor Euro Government Bond 3-5Y (DR) UCITS ETF LU1650488494 PAR 0.17% 4 -1.11
MTD.PA MULTI-UNITS LUXEMBOURG - Lyxor Euro Government Bond 7-10Y (DR) UCITS ETF LU1287023185 PAR 0.17% 4 +0.96
SEMC.L UBS (Lux) Fund Solutions – J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF LU164538583 LSE 0.42% 4 -1.79
UB39.L UBS(Lux)Fund Solutions – MSCI EMU Socially Responsible UCITS ETF(EUR)A-dis LU062946067 LSE 0.25% 4
UC44.L UBS (Lux) Fund Solutions – MSCI World Socially Responsible UCITS ETF LU062945974 LSE 0.25% 4 -1.39
UIM1.AS UBS (Lux) Fund Solutions – EURO STOXX 50 UCITS ETF LU0136234068 AMS 0.25% 4 +3.46

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.