(AUM5) Index Solutions - SP500 C - Overview
Etf: Equities, Large-Cap, Mid-Cap, US Market, Index
| Risk 5d forecast | |
|---|---|
| Volatility | 14.7% |
| Relative Tail Risk | -4.37% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | -0.11 |
| Alpha | -5.64 |
| Character TTM | |
|---|---|
| Beta | 0.217 |
| Beta Downside | 0.460 |
| Drawdowns 3y | |
|---|---|
| Max DD | 23.30% |
| CAGR/Max DD | 0.74 |
Description: AUM5 Index Solutions - SP500 C January 13, 2026
The Amundi S&P 500 UCITS ETF (ticker AUM5) is a Germany-domiciled exchange-traded fund that seeks to replicate the Morningstar US Large-Mid NR USD index, providing investors with exposure to the U.S. large-cap blend equity market.
Key metrics as of the latest reporting period: the fund’s expense ratio stands at 0.15 % (annualized), its total assets under management are roughly €6.2 billion, and the 30-day tracking error against the benchmark is 0.04 percentage points, indicating tight performance alignment. The ETF’s top ten holdings mirror the S&P 500 composition, with technology (≈27 % of assets) and health-care (≈13 %) driving the bulk of sector exposure. Recent macro-economic drivers include the Federal Reserve’s policy stance on interest rates and U.S. GDP growth forecasts, both of which influence earnings expectations for the underlying large-cap constituents.
For a deeper quantitative breakdown, you might explore the ValueRay platform’s ETF analytics.
What is the price of AUM5 shares?
Over the past week, the price has changed by -0.02%, over one month by -1.27%, over three months by +0.46% and over the past year by +0.81%.
Is AUM5 a buy, sell or hold?
What are the forecasts/targets for the AUM5 price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 131.1 | 13% |
AUM5 Fundamental Data Overview February 03, 2026
Revenue TTM = 0.0 EUR
EBIT TTM = 0.0 EUR
EBITDA TTM = 0.0 EUR
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 2.39b EUR (2.39b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
EV/FCF = unknown (FCF TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 2.39b)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 2.39b / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 25.0% (EU avg default 25%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 25.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 6.72% (E(2.39b)/V(2.39b) * Re(6.72%) + (debt-free company))
Discount Rate = 6.72% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 7.95%
Fair Price DCF = unknown (Cash Flow 0.0)