Amundi Msci Semiconductors Etf Beta
| CHIP Etf | 87.00 3.53 3.90% |
As of the 5th of February, Amundi MSCI shows the Downside Deviation of 2.15, mean deviation of 1.62, and Risk Adjusted Performance of 0.0381. Our technical analysis interface gives you tools to check existing technical drivers of Amundi MSCI Semicond, as well as the relationship between them. Please confirm Amundi MSCI Semicond information ratio, treynor ratio, value at risk, as well as the relationship between the jensen alpha and maximum drawdown to decide if Amundi MSCI Semicond is priced correctly, providing market reflects its regular price of 87.0 per share.
Amundi MSCI's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Amundi MSCI's valuation are provided below:Amundi MSCI Semiconductors does not presently have any fundamental signals for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Amundi |
Amundi MSCI 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Amundi MSCI's etf what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Amundi MSCI.
| 11/07/2025 |
| 02/05/2026 |
If you would invest 0.00 in Amundi MSCI on November 7, 2025 and sell it all today you would earn a total of 0.00 from holding Amundi MSCI Semiconductors or generate 0.0% return on investment in Amundi MSCI over 90 days. Amundi MSCI is related to or competes with UBSFund Solutions, Vanguard, IShares VII, IShares Core, Lyxor Japan, IShares SP, and IShares Core. Amundi MSCI is entity of Switzerland. It is traded as Etf on SW exchange. More
Amundi MSCI Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Amundi MSCI's etf current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Amundi MSCI Semiconductors upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.15 | |||
| Information Ratio | 0.0132 | |||
| Maximum Drawdown | 12.34 | |||
| Value At Risk | (3.90) | |||
| Potential Upside | 4.39 |
Amundi MSCI Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amundi MSCI's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amundi MSCI's standard deviation. In reality, there are many statistical measures that can use Amundi MSCI historical prices to predict the future Amundi MSCI's volatility.| Risk Adjusted Performance | 0.0381 | |||
| Jensen Alpha | 0.0633 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.0133 | |||
| Treynor Ratio | 0.2282 |
Amundi MSCI February 5, 2026 Technical Indicators
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| Math Transform | ||
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| Price Transform | ||
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| Volume Indicators |
| Risk Adjusted Performance | 0.0381 | |||
| Market Risk Adjusted Performance | 0.2382 | |||
| Mean Deviation | 1.62 | |||
| Semi Deviation | 1.97 | |||
| Downside Deviation | 2.15 | |||
| Coefficient Of Variation | 2333.74 | |||
| Standard Deviation | 2.17 | |||
| Variance | 4.72 | |||
| Information Ratio | 0.0132 | |||
| Jensen Alpha | 0.0633 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.0133 | |||
| Treynor Ratio | 0.2282 | |||
| Maximum Drawdown | 12.34 | |||
| Value At Risk | (3.90) | |||
| Potential Upside | 4.39 | |||
| Downside Variance | 4.62 | |||
| Semi Variance | 3.87 | |||
| Expected Short fall | (1.82) | |||
| Skewness | 0.0356 | |||
| Kurtosis | 1.08 |
Amundi MSCI Semicond Backtested Returns
At this stage we consider Amundi Etf to be very steady. Amundi MSCI Semicond secures Sharpe Ratio (or Efficiency) of 0.0892, which signifies that the etf had a 0.0892 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Amundi MSCI Semiconductors, which you can use to evaluate the volatility of the entity. Please confirm Amundi MSCI's Risk Adjusted Performance of 0.0381, downside deviation of 2.15, and Mean Deviation of 1.62 to double-check if the risk estimate we provide is consistent with the expected return of 0.19%. The etf shows a Beta (market volatility) of 0.36, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Amundi MSCI's returns are expected to increase less than the market. However, during the bear market, the loss of holding Amundi MSCI is expected to be smaller as well.
Auto-correlation | 0.27 |
Poor predictability
Amundi MSCI Semiconductors has poor predictability. Overlapping area represents the amount of predictability between Amundi MSCI time series from 7th of November 2025 to 22nd of December 2025 and 22nd of December 2025 to 5th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Amundi MSCI Semicond price movement. The serial correlation of 0.27 indicates that nearly 27.0% of current Amundi MSCI price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.27 | |
| Spearman Rank Test | 0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 10.2 |
In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.
In accordance with the recently published financial statements, Amundi MSCI Semiconductors has a Beta of 0.0. This indicator is about the same for the average (which is currently at 0.0) family and about the same as Beta (which currently averages 0.0) category. This indicator is about the same for all Switzerland etfs average (which is currently at 0.0).
Amundi Beta Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Amundi MSCI's direct or indirect competition against its Beta to detect undervalued stocks with similar characteristics or determine the etfs which would be a good addition to a portfolio. Peer analysis of Amundi MSCI could also be used in its relative valuation, which is a method of valuing Amundi MSCI by comparing valuation metrics of similar companies.Amundi MSCI is currently under evaluation in beta as compared to similar ETFs.
About Amundi MSCI Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Amundi MSCI Semiconductors's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Amundi MSCI using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Amundi MSCI Semiconductors based on its fundamental data. In general, a quantitative approach, as applied to this etf, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Amundi Etf
Amundi MSCI financial ratios help investors to determine whether Amundi Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Amundi with respect to the benefits of owning Amundi MSCI security.