Last update :
  • Closing price
  • 1 day return
  • 1 Month return
  • 1 Year return
Objective and strategy

The objective of the Sélection de Valeurs Kepler Cheuvreux Index TR is to provide synthetic exposure to the performance of a notional basket of European shares, using the BNP Paribas Indices Methodology. The BNP Paribas Indices’ aim is to track the performance of a selection of shares selected from the recommendation list of the Index Data Provider. The BNP Paribas Indices comprise shares selected by the Index Data Provider. Pursuant to the BNP Paribas Index Methodology, the BNP Paribas Index is rebalanced four times each calendar year over the 10 day Rebalancing Period. Sélection de Valeurs Kepler Cheuvreux Index TR is a "Net Total Return" index. As a consequence, the level of the index reflects a value assuming reinvestment of dividends after the deduction of withholding taxes.

Performance and risk analysis

PERFORMANCE ANALYSIS
Sliding 1M 3M 6M 1Y 3Y*
Selection de Vale... -6.90% -0.67% -1.54% -7.14% +3.91%
EURO STOXX 50 Net... -5.63% -1.74% +4.48% +4.27% +12.51%
Annual YTD 2024 2023 2022 2021
Selection de Vale... +1.71%
EURO STOXX 50 Net... +4.83%
*Annualized
RISK ANALYSIS
3Y Beta Annualized volatility* Sharpe ratio* Max drawdown Time to recovery
Selection de Vale... +0.74 +15.00% +0.26 -19.23% 0w
EURO STOXX 50 Net... 0.00 +16.60% +0.75 -16.44% 0w
Since inception Beta life Annualized volatility* Sharpe ratio* Max drawdown Time to recovery
Selection de Vale... +0.60 +17.67% +0.28 -52.58% 250w
EURO STOXX 50 Net... 0.00 +21.17% +0.25 -58.58% 307w

Performance chart

Performance shown is net of replication costs and fees.
Hypothetical Past Performance Data (‘PPD’)
Index Calculation Agent
BNP Paribas Arbitrage SNC
Index Sponsor
BNP Paribas SA
Documentation
Indicators definition
2025/04/26

Disclaimer

The information and opinions contained in this document have been obtained from public sources believed to be reliable, but no representation or warranty, express or implied, is made that such information is accurate or complete and it should not be relied upon as such. This document does not constitute a prospectus or other offering document or an offer or solicitation to buy any securities or other investment. No BNP Paribas Group Company accepts any liability whatsoever for any direct or consequential loss arising from any use of material contained in this document. All estimates and opinions included in this document constitute our judgements as of the date of this document. BNP Paribas does not guarantee the accuracy or completeness of this analysis or the calculation methods, any errors or omissions in computing or disseminating this analysis, and for any use you make of it. The analysis has been prepared in good faith by BNP Paribas in accordance with BNP Paribas’ own internal models and calculation methods and is for your information only. Analysis based on different models or assumptions may yield different results. Numerous factors may affect the analysis, which may or may not be taken into account. Therefore, this analysis may vary significantly from analysis obtained from other sources or market participants. This document contains Index performance data based on back-testing, i.e., calculations of the performance of the Index prior to launch if it had existed, using the same current Index methodology and based on the initial constituents of the Index. Back-testing performance information is purely hypothetical, is provided in this document solely for informational purposes, does not represent actual performance and should not be interpreted as an indication of actual or future performance. The characteristics and risks associated to products based on indices are available in product related documentation.

Selection de Valeurs Kepler Cheuvreux Total Return Index (the “Index”) is the exclusive property of BNP Paribas (the “Index Sponsor”). BNP Paribas Arbitrage SNC (the “Calculation Agent”) and the Index Sponsor do not guarantee the accuracy and/or completeness of the composition, calculation, publication and adjustment of the Index, any data included therein, or any data from which it is based, and the Calculation Agent and the Index Sponsor shall have no liability for any errors, omissions, or interruptions therein. The Calculation Agent and the Index Sponsor make no warranty, express or implied, as to results to be obtained from the use of the Index. The Calculation Agent and the Index Sponsor make no express or implied warranties, and expressly disclaim all warranties of merchantability or fitness for a particular purpose or use with respect to the Index or any data included therein. Without limiting any of the foregoing, in no event shall the Calculation Agent and the Index Sponsor have any liability for any special, punitive, indirect, or consequential damages (including lost profits), even if notified of the possibility of such damages.