Amundi ETF PEA S&P 500 UCITS ETF Daily Hedged EUR chart

Last update: 2022-12-30
Key statistics and financials
Revenue per share N/A
Dividend & YieldN/A€ (N/A)
Beta N/A
Market capitalization N/A
Operating cash flow N/A
ESG Scores unknown

Company description

Sector: N/A - Industry: N/A

Financial data

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Financial Statements

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Insider Transactions

Here are the insider transactions of stock shares related to Amundi ETF PEA S&P 500 UCITS ETF Daily Hedged EUR:

Filer Name Transaction Text Ownership Date Filer Relation Shares
NO DATA

Insider transaction explanations

Insider buying is the legal purchase of shares by a senior executive or director of a company. "Filer Name" corresponds to the name of the stock buyer or seller. "Transaction Text" describes the transaction. "Ownership" gives information about the transaction type. "Date" is the reported transaction date. "Filer Relation" gives the role of the insider in the company. "Shares" is the value of the transaction. You will find the complete description of the General Transaction Codes on the SEC dedicated page


Investment strategy backtesting

These are the result of three automatic investment systems applied to Amundi ETF PEA S&P 500 UCITS ETF Daily Hedged EUR. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.


Systematic investment results on Amundi ETF PEA S&P 500 UCITS ETF Daily Hedged EUR

Here is the result of two systematic investment strategies applied to Amundi ETF PEA S&P 500 UCITS ETF Daily Hedged EUR. The first strategy automatically buys the first day of the month, and the second strategy buys the fifteenth day of the month.

Systematic investment equity curve on Amundi ETF PEA S&P 500 UCITS ETF Daily Hedged EUR

The following chart shows the equity curve of the two systematic investment strategies applied to Amundi ETF PEA S&P 500 UCITS ETF Daily Hedged EUR:

Amundi ETF PEA S&P 500 UCITS ETF Daily Hedged EUR automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 7.58% on the backtest period.

Performance at glance

Performance

7.58 %

Latent gain

17.99 €

Invested capital

237.27 €

Annualized return

10.53 %
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Momentum strategy results on Amundi ETF PEA S&P 500 UCITS ETF Daily Hedged EUR

This is the result of two momentum investment strategies applied to Amundi ETF PEA S&P 500 UCITS ETF Daily Hedged EUR. The first strategy uses a momentum signal calculated on one quarter, and the second uses a momentum signal calculated on two quarters.

Momentum entry openings on Amundi ETF PEA S&P 500 UCITS ETF Daily Hedged EUR

The following chart shows all the entries opened by the momentum investment system on Amundi ETF PEA S&P 500 UCITS ETF Daily Hedged EUR:

Amundi ETF PEA S&P 500 UCITS ETF Daily Hedged EUR momentum entries
  • The first momentum investment strategy would give 9.36% of return on Amundi ETF PEA S&P 500 UCITS ETF Daily Hedged EUR. That represents 71.0€ of latent gain with 758.6€ of employed capital.
  • The second momentum investment strategy would give 5.92% of return on Amundi ETF PEA S&P 500 UCITS ETF Daily Hedged EUR. That represents 28.55€ of latent gain with 481.98€ of employed capital.
Performance at glance (1Q Momentum)

Performance

9.36 %

Latent gain

71.0 €

Invested capital

758.6 €

Annualized return

-0.0 %
Performance at glance (2Q Momentum)

Performance

5.92 %

Latent gain

28.55 €

Invested capital

481.98 €

Annualized return

24.67 %

Momentum equity curve on Amundi ETF PEA S&P 500 UCITS ETF Daily Hedged EUR

The following chart shows the equity curve of the two momentum strategies applied to Amundi ETF PEA S&P 500 UCITS ETF Daily Hedged EUR:

Amundi ETF PEA S&P 500 UCITS ETF Daily Hedged EUR momentum equity

Note: the dividends potentially given by Amundi ETF PEA S&P 500 UCITS ETF Daily Hedged EUR are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on Amundi ETF PEA S&P 500 UCITS ETF Daily Hedged EUR

The following chart shows the employed capital evolution of the two momentum strategies on Amundi ETF PEA S&P 500 UCITS ETF Daily Hedged EUR since the beginning:

Amundi ETF PEA S&P 500 UCITS ETF Daily Hedged EUR

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250€, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000€.


Buy the dip strategy result on Amundi ETF PEA S&P 500 UCITS ETF Daily Hedged EUR

Buy the dip entry openings on Amundi ETF PEA S&P 500 UCITS ETF Daily Hedged EUR

Amundi ETF PEA S&P 500 UCITS ETF Daily Hedged EUR

The performance achieved by the robo-advisor on Amundi ETF PEA S&P 500 UCITS ETF Daily Hedged EUR is 0%. That represents 0.0$ of latent gain with 0.0€ of employed capital. The following chart shows Amundi ETF PEA S&P 500 UCITS ETF Daily Hedged EUR stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of Amundi ETF PEA S&P 500 UCITS ETF Daily Hedged EUR, and the green triangles represent the entry openings. The artificall robo-advisor needs at least 100 weeks of trading history to work.

Performance at glance

Performance

0 %

Latent gain

0.0 €

Invested capital

0.0 €

Annualized return

-0.0 %

Equity curve of the strategy applied to Amundi ETF PEA S&P 500 UCITS ETF Daily Hedged EUR

The following chart shows the result of the investment strategy applied to Amundi ETF PEA S&P 500 UCITS ETF Daily Hedged EUR:

Amundi ETF PEA S&P 500 UCITS ETF Daily Hedged EUR

Note: the dividends potentially given by Amundi ETF PEA S&P 500 UCITS ETF Daily Hedged EUR are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on Amundi ETF PEA S&P 500 UCITS ETF Daily Hedged EUR

The following chart shows the employed capital evolution since the beginning of the investment strategy on Amundi ETF PEA S&P 500 UCITS ETF Daily Hedged EUR:

Amundi ETF PEA S&P 500 UCITS ETF Daily Hedged EUR

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Investment strategies comparison on Amundi ETF PEA S&P 500 UCITS ETF Daily Hedged EUR

In this section, I will compare the three previous investment strategies applied to Amundi ETF PEA S&P 500 UCITS ETF Daily Hedged EUR.

Equity curve comparison on Amundi ETF PEA S&P 500 UCITS ETF Daily Hedged EUR

The following chart shows the equity curve of the artificall advisor, the trend folowing and the automatic investment strategies:

Amundi ETF PEA S&P 500 UCITS ETF Daily Hedged EUR investment strategy comparison

Employed capital comparison on Amundi ETF PEA S&P 500 UCITS ETF Daily Hedged EUR

Amundi ETF PEA S&P 500 UCITS ETF Daily Hedged EUR investment comparison

Performance comparison on Amundi ETF PEA S&P 500 UCITS ETF Daily Hedged EUR

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 7.58% 17.99€ 237.27€ 10.53%
Momentum 1 quarter 9.36% 71.0€ 758.6€ 19.5%
Momentum 2 quarters 5.92% 28.55€ 481.98€ 24.67%
Non-directional 0% 0.0€ 0.0€ -0.0%
Annualized return comparison

Automatic investment

10.53 %

Momentum 1Q

24.67 %

Momentum 2Q

24.67 %

Non-directional

-0.0 %

Correlated stocks

Here are the most positively and negatively correlated stocks with Amundi ETF PEA S&P 500 UCITS ETF Daily Hedged EUR:

Positive correlations

Most correlated stocks this year


Most correlated stocks last 3 months

Negative correlation

Most negatively correlated stocks this year


Most negatively correlated stocks last 3 months

Note: The algorithm computes the probability of correlation between Amundi ETF PEA S&P 500 UCITS ETF Daily Hedged EUR and the other stocks. There may be false positives or some missing correlated stocks. If the price of Amundi ETF PEA S&P 500 UCITS ETF Daily Hedged EUR does not vary for 36 weeks, the correlation calculation result will be wrong.


Company information

Company name Amundi ETF PEA S&P 500 UCITS ETF Daily Hedged EUR
Country
City
Address
Phone
Website
FullTime employees
Industry
Sector
Exchange XPAR
Ticker P500H.XPAR
Market www.euronext.com

Amundi ETF PEA S&P 500 UCITS ETF Daily Hedged EUR ESG Scores

Environment scores

Environment ESG Factors Scores
Environment Score 0
Peer Environment Performance unknown
Environment Percentile unknown
Palm Oil unknown
Nuclear unknown
Fur Leather unknown
GMO unknown
Coal unknown
Pesticides unknown
Animal Testing unknown

Social scores

Social ESG Factors Scores
Social Score 0
Peer Social Performance unknown
Social Percentile unknown
Highest Controversy unknown
Peer Highest Controversy Performance unknown
Adult unknown
Gambling unknown
Alcoholic unknown
Tobacco unknown
Catholic unknown
Controversial Weapons unknown
Small Arms unknown
Military Contract unknown
Peer Count unknown

Related Controversy:


Governance scores

Governance ESG Factors Scores
Governance Score 0
Peer Governance Performance unknown
Governance Percentile unknown

ESG at glance
Total ESG Scores: unknown
Environment Score: 0
Social Score: 0
Governance Score: 0

ESG Performance: unknown

Peer Group: unknown

Peer Esg Score Performance: unknown

Rating Year: unknown

Rating Month: unknown

Max Age: unknown

Percentile: unknown