SAAB AB ser. B

10-Year Study

0GWL.LSE · · GB · Common Stock

Executive Summary: SAAB AB ser. B has compounded at 31.6% annually over the last 10 years, with a maximum drawdown of 51.3% and an annualized volatility of 70.9%.

1Y CAGR
+25.7%
3Y CAGR
+62.4%
5Y CAGR
+63.1%
10Y CAGR
+31.6%

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 →
51.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.95
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.77
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
38.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +133.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -15.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202628.2-5.9-5.8-2.7————————10.6%
20253.533.922.210.811.87.91.70.66.8-8.3-9.614.2133.9%
202410.920.718.9-3.19.50.6-3.3-1.2-11.42.98.5-2.756.1%
20233.741.94.4-5.52.8-1.7-5.14.4-3.02.3-6.412.752.2%
2022-4.028.820.428.90.40.0-12.5-3.3-2.411.91.44.989.4%
2021-2.5-4.05.914.9-3.8-6.315.3-1.6-3.3-4.1-0.9-2.54.3%
2020-0.6-17.0-27.032.01.12.321.0-7.61.8-22.310.15.9-15.1%
20191.62.5-6.315.9-18.012.51.7-10.32.06.75.7-0.59.0%
2018-0.6-5.5-1.35.2-1.32.09.14.35.7-19.59.3-15.7-12.4%
20175.5-0.25.723.21.1-5.4-10.1-3.413.14.0-5.5-0.126.5%
2016———7.31.4-6.112.5-0.23.74.67.3-0.732.7%

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 70.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 61.5% of variance. Idiosyncratic stock-specific factors contribute 12.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110726.276103048738
2016-05-0110877.829727805163
2016-06-0110217.849710472132
2016-07-0111498.727623001041
2016-08-0111479.186561932465
2016-09-0111904.508244230143
2016-10-0112456.957224948525
2016-11-0113366.306573855827
2016-12-0113273.403732673867
2017-01-0113996.974999585993
2017-02-0113967.63580761439
2017-03-0114759.655989004012
2017-04-0118186.324569296245
2017-05-0118394.293347759125
2017-06-0117396.07081150604
2017-07-0115643.971803463295
2017-08-0115113.685918843876
2017-09-0117099.725652334717
2017-10-0117786.00882107785
2017-11-0116813.785832178717
2017-12-0116792.97515414806
2018-01-0116693.144620412128
2018-02-0115778.137195912937
2018-03-0115566.000761770176
2018-04-0116371.213919417962
2018-05-0116162.610332474042
2018-06-0116482.195002125227
2018-07-0117989.257936486032
2018-08-0118766.097915068145
2018-09-0119840.35946720248
2018-10-0115973.934211761067
2018-11-0117463.33291012768
2018-12-0114713.42537136296
2019-01-0114948.994518566768
2019-02-0115326.401960730194
2019-03-0114367.289146983003
2019-04-0116656.85013551781
2019-05-0113655.696440104439
2019-06-0115368.106117897734
2019-07-0115636.050497634647
2019-08-0114018.089281672801
2019-09-0114298.812632136765
2019-10-0115258.367051783813
2019-11-0116123.473009599407
2019-12-0116041.831118863747
2020-01-0115947.382657032298
2020-02-0113242.298117102844
2020-03-019672.052418620313
2020-04-0112770.55261458293
2020-05-0112915.233747522867
2020-06-0113207.383650645574
2020-07-0115981.634714639787
2020-08-0114767.549694463918
2020-09-0115028.511180909376
2020-10-0111684.119299833845
2020-11-0112869.831140944041
2020-12-0113624.370021583487
2021-01-0113278.316598309753
2021-02-0112742.179435517259
2021-03-0113491.060240564813
2021-04-0115505.224749802657
2021-05-0114920.234934338723
2021-06-0113984.27882996517
2021-07-0116124.08021771171
2021-08-0115859.309880380002
2021-09-0115329.741605347848
2021-10-0114701.640013910586
2021-11-0114569.241045060362
2021-12-0114205.937391323549
2022-01-0113642.503463846277
2022-02-0117574.231191728722
2022-03-0121158.05627163179
2022-04-0127277.582428501246
2022-05-0127375.48093642531
2022-06-0127375.48093642531
2022-07-0123955.188041312234
2022-08-0123155.57775851885
2022-09-0122594.241459065892
2022-10-0125286.740230849482
2022-11-0125639.224540039853
2022-12-0126902.245013993386
2023-01-0127894.39546912346
2023-02-0139575.00952212721
2023-03-0141298.21094409821
2023-04-0139038.40315306612
2023-05-0140131.81936110667
2023-06-0139443.38336360173
2023-07-0137438.79618231699
2023-08-0139092.389474323376
2023-09-0137924.75587473849
2023-10-0138795.43710703975
2023-11-0136325.14890398936
2023-12-0140934.99009146762
2024-01-0145403.075785092486
2024-02-0154798.21370413508
2024-03-0165165.24340765193
2024-04-0163130.323421120906
2024-05-0169142.09773842579
2024-06-0169539.21184387023
2024-07-0167252.30049073456
2024-08-0166416.94773042167
2024-09-0158844.04135639252
2024-10-0160535.50235431145
2024-11-0165661.4428368763
2024-12-0163902.41613627958
2025-01-0166128.68947929145
2025-02-0188556.39031337458
2025-03-01108221.84624386582
2025-04-01119877.34396131533
2025-05-01133990.7097158818
2025-06-01144591.21093857812
2025-07-01147057.08308262998
2025-08-01147911.17649331797
2025-09-01157939.99127828347
2025-10-01144846.73515238162
2025-11-01130936.14930695473
2025-12-01149469.79691648678
2026-01-01191601.7597995109
2026-02-01180340.80935321294
2026-03-01169806.6594169698
2026-04-01165298.60838940807
Annual Return Matrix
YearAnnual Return
20170.26515967511862826
2018-0.12383450601791823
20190.09028528122936552
2020-0.15069732871315067
20210.04268581731256216
20220.8937324776909312
20230.5216198525504099
20240.5610707610650973
20251.339032010898062
20260.10589973225002303
Total Factor Risk
0.70858125081677
VTI.US Exposure
0.06285149581075325
VEA.US Exposure
0.016329370651188235
VWO.US Exposure
0.03645417574755701
QQQ.US Exposure
0.007280954658716094
VTV.US Exposure
0.0002429935018035271
IJR.US Exposure
0.0003178409539657628
QUAL.US Exposure
-0.002313346934970637
SHV.US Exposure
0.6153118730290272
TLT.US Exposure
-0.00014336599509693468
LQD.US Exposure
0.026161454020948993
HYG.US Exposure
0.002223813070585106
GLD.US Exposure
-0.00005173103569677947
USO.US Exposure
0.0021637810097710473
VNQ.US Exposure
0.005743693945970946
BTC-USD.CC Exposure
0.007272680876734558
CPER.US Exposure
0.000006032585291938046
VIX.INDX Exposure
-0.00025407842152166873
UUP.US Exposure
0.016660838992602785
TIP.US Exposure
0.07608330986611148
Idiosyncratic Exposure
0.12765821366625796
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
7.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
70.9%

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
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.61%
Market Cap$29.8B
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
$331
Avg Yield on Cost
3.31%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$331.23.31%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

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 →
-7.2%
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 →
+5.8%
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 →
17.9% 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 →
-0.02
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is SAAB AB ser. B a high-risk investment?

SAAB AB ser. B (0GWL.LSE) has an annualized volatility of 70.9% and experienced a maximum drawdown of 51.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, 0GWL.LSE has generated a Compound Annual Growth Rate (CAGR) of 31.6%. It has had a positive return in 80% 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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