(EL42) Deka MSCI Europe - Ratings and Ratios
Stocks, Europe, Large-Cap, Developed-Markets, Diversified
Dividends
| Dividend Yield | 2.36% |
| Yield on Cost 5y | 3.99% |
| Yield CAGR 5y | 14.70% |
| Payout Consistency | 93.4% |
| Payout Ratio | - |
| Risk via 10d forecast | |
|---|---|
| Volatility | 10.6% |
| Value at Risk 5%th | 18.2% |
| Relative Tail Risk | 3.81% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.74 |
| Alpha | 9.20 |
| CAGR/Max DD | 0.76 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.602 |
| Beta | 0.128 |
| Beta Downside | 0.267 |
| Drawdowns 3y | |
|---|---|
| Max DD | 16.42% |
| Mean DD | 1.92% |
| Median DD | 1.46% |
Description: EL42 Deka MSCI Europe November 15, 2025
The Deka MSCI Europe UCITS ETF (XETRA: EL42) tracks the Morningstar Developed Markets Europe Total Market Index (NR EUR), offering exposure to large-cap European equities across a blended (growth/value) style. It is domiciled in Germany and classified as a Europe Large-Cap Blend Equity ETF.
Key quantitative details (as of the latest public data) include an expense ratio of roughly 0.20% p.a., total assets under management near €4 bn, and a dividend yield around 2.5% annualized. The top ten holdings are dominated by sector leaders such as LVMH, Roche, and SAP, with the financials and consumer discretionary sectors each representing roughly 15% of the portfolio-reflecting the broader Eurozone’s reliance on banking and premium goods.
Performance is closely tied to macro-drivers like Eurozone GDP growth, ECB monetary policy, and the health of the automotive supply chain; a 0.5% monthly rise in German industrial production historically correlates with a 0.3% increase in the ETF’s price.
For a deeper dive into the fund’s risk-adjusted returns and scenario analysis, you might explore the ValueRay platform, which aggregates independent research and visual tools to help you assess whether EL42 fits your investment thesis.
What is the price of EL42 shares?
Over the past week, the price has changed by -0.16%, over one month by -1.19%, over three months by +4.51% and over the past year by +14.19%.
Is EL42 a buy, sell or hold?
What are the forecasts/targets for the EL42 price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 22.3 | 14.3% |
EL42 Fundamental Data Overview December 11, 2025
Market Cap EUR = 1.46b (1.46b EUR * 1.0 EUR.EUR)
Beta = 1.02
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 = 1.46b EUR (1.46b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 1.46b)
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 1.46b / 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 = 6.49% (E(1.46b)/V(1.46b) * Re(6.49%) + (debt-free company))
Discount Rate = 6.49% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 8.05%
Fair Price DCF = unknown (Cash Flow 0.0)