Accor SA

10-Year Study

0H59.LSE · · Unknown · Common Stock

Executive Summary: Accor SA has compounded at 5.3% annually over the last 10 years, with a maximum drawdown of 49.0% and an annualized volatility of 36.1%.

1Y CAGR
+9.8%
3Y CAGR
+15.3%
5Y CAGR
+12.3%
10Y CAGR
+5.3%

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 →
49.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.19
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.37
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
32.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +50.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -29.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
57%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-4.16.7-17.33.79.95.9——————2.2%
20256.1-3.8-12.63.28.8-2.91.2-5.8-4.69.75.62.65.0%
20246.29.28.6-4.9-3.6-1.6-6.77.42.06.75.27.239.5%
202326.35.7-4.26.6-1.09.70.2-2.9-3.2-6.36.38.250.3%
202214.2-5.6-4.37.3-2.4-16.0-1.3-5.7-10.012.74.3-7.3-17.1%
2021-6.022.9-5.94.1-2.3-4.2-4.9-2.76.6-0.5-15.38.5-4.4%
2020-11.8-12.2-23.62.5-0.5-3.9-11.923.5-8.9-9.031.73.0-29.2%
2019————-9.714.57.4-3.6-1.90.70.68.014.9%

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 36.1%. The dominant macroeconomic risk driver is VEA.US, accounting for 49.6% of variance. Idiosyncratic stock-specific factors contribute 24.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-019029.607946069227
2019-06-0110338.13502267382
2019-07-0111098.605167080399
2019-08-0110702.606673725357
2019-09-0110494.345632657418
2019-10-0110571.071823663222
2019-11-0110636.854077876937
2019-12-0111490.481147660103
2020-01-0110132.602551212582
2020-02-018892.586298428403
2020-03-016794.820463085715
2020-04-016961.975009861407
2020-05-016927.7195979512
2020-06-016655.0405874728995
2020-07-015861.708974324753
2020-08-017238.746874749758
2020-09-016594.774789203168
2020-10-015998.7306219655775
2020-11-017899.179353032419
2020-12-018136.238666797163
2021-01-017651.176102475583
2021-02-019399.566394699455
2021-03-018843.264436950763
2021-04-019207.7360880023
2021-05-018998.081103765722
2021-06-018624.029800725444
2021-07-018197.898408235535
2021-08-017974.541259234874
2021-09-018504.803172258751
2021-10-018462.332393163153
2021-11-017170.236050929345
2021-12-017778.618098127667
2022-01-018882.976988074372
2022-02-018388.33477176405
2022-03-018026.621348684503
2022-04-018613.056205568062
2022-05-018404.795164500123
2022-06-017059.254448013335
2022-07-016967.461807440098
2022-08-016570.099029281704
2022-09-015913.759405409092
2022-10-016666.014182630281
2022-11-016953.759642676015
2022-12-016445.41526160161
2023-01-018143.089749179204
2023-02-018606.20512318602
2023-03-018244.491700106473
2023-04-018788.455777894435
2023-05-018699.391706927898
2023-06-019543.854341836386
2023-07-019560.67063495594
2023-08-019284.788521026298
2023-09-018992.090113977098
2023-10-018427.721080869465
2023-11-018957.093242934636
2023-12-019688.112630608026
2024-01-0110288.87247792676
2024-02-0111234.173554822004
2024-03-0112194.837664937584
2024-04-0111594.077817618849
2024-05-0111178.148902788776
2024-06-0110995.038155486945
2024-07-0110260.489422344019
2024-08-0111018.142022048027
2024-09-0111234.588771936069
2024-10-0111989.334851841635
2024-11-0112606.999967375796
2024-12-0113519.054016780703
2025-01-0114348.835760870534
2025-02-0113806.206309520632
2025-03-0112060.070053058816
2025-04-0112446.81513644331
2025-05-0113546.458346308867
2025-06-0113147.553333155382
2025-07-0113306.225587458071
2025-08-0112530.659335118766
2025-09-0111952.321211959437
2025-10-0113106.03162174907
2025-11-0113837.110326153044
2025-12-0114195.976546164728
2026-01-0113616.155504740887
2026-02-0114532.598992208746
2026-03-0112017.569615597928
2026-04-0112465.410931480279
2026-05-0113697.716009289
2026-06-0114502.940626918524
Annual Return Matrix
YearAnnual Return
2020-0.29191488483021366
2021-0.043954041088899554
2022-0.17139327573453722
20230.5031013887227249
20240.39542700753389637
20250.0500717378999882
20260.021623315575054702
Total Factor Risk
0.3610306776292042
VTI.US Exposure
0.12008451772645454
VEA.US Exposure
0.49550842245548055
VWO.US Exposure
-0.024826160311375172
QQQ.US Exposure
0.001047280584977666
VTV.US Exposure
-0.0011287514535495828
IJR.US Exposure
0.021304624794235175
QUAL.US Exposure
-0.1251698748497764
SHV.US Exposure
0.2320747763693338
TLT.US Exposure
-0.00194420859372678
LQD.US Exposure
-0.016938809173364638
HYG.US Exposure
0.024403881507497317
GLD.US Exposure
-0.008796923773848149
USO.US Exposure
0.013111520373440991
VNQ.US Exposure
-0.028929472355168094
BTC-USD.CC Exposure
0.0021237230391711326
CPER.US Exposure
0.021654326942621805
VIX.INDX Exposure
0.027270818408194245
UUP.US Exposure
-0.0025928807545276566
TIP.US Exposure
0.0023330119883532077
Idiosyncratic Exposure
0.2494101770755762
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
54
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
36.1%

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 →4.50%
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$8.4B
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
$400
Avg Yield on Cost
4.00%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$400.394.00%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 →
+9.0%
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 →
+9.4%
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 →
2.0% 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 →
✦ Golden Cross
Bullish — 50 SMA above 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 →
67
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+6.6%
50.0% retracement+9.6%
61.8% retracement+12.7%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is Accor SA a high-risk investment?

Accor SA (0H59.LSE) has an annualized volatility of 36.1% and experienced a maximum drawdown of 49.0% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of 0H59.LSE?

Over the past 10 years, 0H59.LSE has generated a Compound Annual Growth Rate (CAGR) of 5.3%. It has had a positive return in 57% 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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