DSM-Firmenich AG

10-Year Study

0AC9.LSE · · Unknown · Common Stock

Executive Summary: DSM-Firmenich AG has compounded at -13.2% annually over the last 10 years, with a maximum drawdown of 50.9% and an annualized volatility of 135.4%.

1Y CAGR
-29.5%
3Y CAGR
-12.1%
5Y CAGR
-13.2%
10Y CAGR
-13.2%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
50.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.71
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.99
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
21.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +5.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -29.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
33%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-3.5-8.63.61.07.2———————-1.1%
20252.44.1-12.14.93.4-5.4-7.7-2.4-14.1-1.5-0.5-3.1-29.4%
20246.61.06.50.6-0.80.89.65.9-0.5-9.9-6.0-6.55.4%
2023—————-4.62.0-15.3-5.65.22.55.9-11.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 135.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 75.4% of variance. Idiosyncratic stock-specific factors contribute 1.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-05-0110000
2023-06-019543.011116677726
2023-07-019734.782028392308
2023-08-018246.352309897462
2023-09-017788.28019366657
2023-10-018196.833091217883
2023-11-018399.329943072242
2023-12-018897.965263041833
2024-01-019481.789113896137
2024-02-019572.161687986367
2024-03-0110192.486619172063
2024-04-0110254.259910130357
2024-05-0110175.580448419736
2024-06-0110254.027788792797
2024-07-0111238.454381386964
2024-08-0111898.549435074694
2024-09-0111839.155387826397
2024-10-0110663.963742647073
2024-11-0110024.653220393408
2024-12-019374.993955173502
2025-01-019596.882610436563
2025-02-019994.216310005784
2025-03-018783.45206984531
2025-04-019217.693062086655
2025-05-019530.515251339051
2025-06-019016.066665248149
2025-07-018323.000709904425
2025-08-018120.068630542139
2025-09-016978.138038690759
2025-10-016873.5867195645405
2025-11-016835.808971876565
2025-12-016621.493275251417
2026-01-016389.178503242928
2026-02-015836.8844674072625
2026-03-016048.530768650467
2026-04-016107.383199444456
2026-05-016549.690408166029
Annual Return Matrix
YearAnnual Return
20240.053610986110839365
2025-0.293706928568481
2026-0.010843908481151798
Total Factor Risk
1.3544958961464408
VTI.US Exposure
0.16112963350615103
VEA.US Exposure
0.031076862401475898
VWO.US Exposure
-0.004594559394819879
QQQ.US Exposure
-0.03402931722241504
VTV.US Exposure
-0.025358374174401743
IJR.US Exposure
-0.0151971089398928
QUAL.US Exposure
0.03317918735420394
SHV.US Exposure
0.7543276106660685
TLT.US Exposure
-0.008655155680326794
LQD.US Exposure
0.014492667714670076
HYG.US Exposure
0.04733536038853312
GLD.US Exposure
-0.00013970510810718282
USO.US Exposure
0.00037903461424764465
VNQ.US Exposure
0.007094520886984481
BTC-USD.CC Exposure
0.0012369327124913962
CPER.US Exposure
0.0013849413991146632
VIX.INDX Exposure
-0.009782741709131439
UUP.US Exposure
-0.002151490179667621
TIP.US Exposure
0.037107703547426686
Idiosyncratic Exposure
0.01116399721739523
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
135.4%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$1
Avg Yield on Cost
0.01%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$0.830.01%Solid

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+8.0%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-2.4%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
31.8% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Death Cross
Bearish — 50 SMA below 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
62
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement-18.0%
50.0% retracement-12.6%
61.8% retracement-6.3%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is DSM-Firmenich AG a high-risk investment?

DSM-Firmenich AG (0AC9.LSE) has an annualized volatility of 135.4% and experienced a maximum drawdown of 50.9% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of 0AC9.LSE?

Over the past 10 years, 0AC9.LSE has generated a Compound Annual Growth Rate (CAGR) of -13.2%. It has had a positive return in 33% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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