Amundi Index Solutions - Amundi MSCI USA SRI UCITS ETF DR
Ticker
USRI.PA
ISIN
LU1861136247
Price
EUR 118.42
Change Today
+0.71 / 0.6 %
Price 1 year ago
99.03 / 19.578 %
Morningstar
5
52 Week Low
97.92
52 Week High
118.42
200 Day Moving Average 106.40
106.40
50-day Moving Average
112.26
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.15 |
| Sortino Ratio | -0.35 |
| Maximum Drawdown | -1.7% |
| Maximum Drawdown Date | 2024-01-05 |
| Calmar Ratio | -1.87 |
1 year
| Parameter | Value |
|---|---|
| Treynor Ratio | - |
| Return | 0.10 |
| Volatility | 2.209% |
| Alpha | +0.58 |
| Beta | -- |
| R Squared | +98.72 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 18.528% |
| Average Annual Volatility | 12.023% |
| Sharpe Ratio | 1.54 |
| Sortino Ratio | 1.72 |
| Maximum Drawdown | -7.000000000000001% |
| Maximum Drawdown Date | 2024-08-05 |
| Calmar Ratio | -2.59 |
Company information
Summary
To track the performance of MSCI USA 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
FR
Category
US Large-Cap Blend Equity
Expense Ratio
0.08%
Fund family
Amundi Luxembourg S.A.
Morningstar
5
Yield
-
Exchange
PAR
| Sector | Weight |
|---|---|
| Healthcare | 20.12% |
| Financial services | 14.41% |
| Technology | 14.20% |
| Consumer cyclical | 13.57% |
| Consumer defensive | 13.51% |
| Industrials | 11.54% |
| Realestate | 4.87% |
| Communication services | 4.05% |
| Basic materials | 2.90% |
| Utilities | 0.89% |
| Energy | 0.00% |
| Country | Ratio |
|---|---|
| United States | 98.67 |
| Switzerland | 1.23 |
| United Kingdom | 0.10 |
| Argentina | 0.00 |
| Australia | 0.00 |
| Austria | 0.00 |
| Belgium | 0.00 |
| Brazil | 0.00 |
| Canada | 0.00 |
| Chile | 0.00 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| NVDA | NVIDIA Corp | 5.36% |
| TSLA | Tesla Inc | 5.33% |
| MSFT | Microsoft Corp | 5.01% |
| HD | The Home Depot Inc | 4.58% |
| DIS | The Walt Disney Co | 4.32% |
| KO | Coca-Cola Co | 3.0% |
| CSCO | Cisco Systems Inc | 2.96% |
| PEP | PepsiCo Inc | 2.71% |
| TXN | Texas Instruments Inc | 2.32% |
| LOW | Lowe's Companies Inc | 1.89% |
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 | |
| USRI.PA | Amundi Index Solutions - Amundi MSCI USA SRI UCITS ETF DR | LU1861136247 | PAR | 0.08% | 5 | +0.58 | -- |
| 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.