Bouygues SA

10-Year Study

0HAN.LSE · · GB · Common Stock

Executive Summary: Bouygues SA has compounded at 11.1% annually over the last 10 years, with a maximum drawdown of 35.8% and an annualized volatility of 27.3%.

1Y CAGR
+40.4%
3Y CAGR
+25.7%
5Y CAGR
+14.7%
10Y CAGR
+11.1%

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 →
35.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.34
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.43
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
22.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +62.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -24.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.116.2-6.86.4————————18.7%
20256.58.010.46.14.9-0.3-5.20.84.52.49.72.962.4%
2024-0.57.53.5-3.33.6-16.77.80.4-7.0-2.4-4.42.3-11.3%
20237.76.0-2.96.0-3.93.35.8-2.64.10.05.1-2.128.7%
2022-0.52.8-0.93.53.9-9.00.9-0.3-9.18.12.2-5.0-4.7%
2021-3.93.22.14.0-1.1-7.65.08.81.6-2.8-14.64.8-2.7%
2020-6.0-0.7-26.18.2-2.09.8-1.213.7-9.0-5.018.61.3-6.2%
2019-0.86.4-3.510.5-6.54.0-0.67.55.63.4-2.42.527.7%
20183.1-6.2-4.05.2-2.7-6.11.51.0-2.1-13.45.3-7.9-24.9%
20170.16.94.71.33.01.4—-1.95.83.04.90.233.2%
2016———-14.40.3-11.42.37.93.00.68.16.2-0.1%

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 27.3%. The dominant macroeconomic risk driver is VEA.US, accounting for 49.0% of variance. Idiosyncratic stock-specific factors contribute 15.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-018559.437502615781
2016-05-018582.828390865
2016-06-017606.549448709779
2016-07-017781.074306760106
2016-08-018397.561395268809
2016-09-018650.67591761571
2016-10-018701.735948028516
2016-11-019405.741230742044
2016-12-019992.001525290525
2017-01-019999.953497240062
2017-02-0110688.938388493356
2017-03-0111194.655902827833
2017-04-0111344.301784310897
2017-05-0111688.65472165773
2017-06-0111849.693779325802
2017-08-0111628.945177896308
2017-09-0112298.073390655734
2017-10-0112663.910603094293
2017-11-0113289.930757390452
2017-12-0113310.438474523462
2018-01-0113728.265772573603
2018-02-0112871.173404141537
2018-03-0112360.619602773424
2018-04-0112998.497960853976
2018-05-0112644.100427360363
2018-06-0111872.480131695815
2018-07-0112046.121437307305
2018-08-0112163.680414432596
2018-09-0111905.404085732487
2018-10-0110309.708381192424
2018-11-0110859.743025748578
2018-12-0110002.743662836388
2019-01-019919.59672806581
2019-02-0110552.731804632605
2019-03-0110184.987979036556
2019-04-0111256.923098385889
2019-05-0110527.759822545468
2019-06-0110944.424551597136
2019-07-0110877.228063485567
2019-08-0111693.816528010937
2019-09-0112349.040415548661
2019-10-0112766.49569151929
2019-11-0112463.251193958362
2019-12-0112769.053343315925
2020-01-0112006.268572039751
2020-02-0111922.284587590273
2020-03-018813.993610520785
2020-04-019532.600759855097
2020-05-019337.893703991333
2020-06-0110255.579168623657
2020-07-0110134.578987262894
2020-08-0111522.407354876512
2020-09-0110481.90810124581
2020-10-019961.681725810427
2020-11-0111812.491571374761
2020-12-0111971.717021405218
2021-01-0111504.59679781995
2021-02-0111876.20035249092
2021-03-0112126.19918992192
2021-04-0112614.152649959773
2021-05-0112478.829618537859
2021-06-0111534.172553141028
2021-07-0112115.224538576364
2021-08-0113186.043591687167
2021-09-0113403.490497161007
2021-10-0113025.93458921787
2021-11-0111120.018973126056
2021-12-0111653.777651703629
2022-01-0111590.81291474649
2022-02-0111920.42447719272
2022-03-0111815.746764570476
2022-04-0112232.178979822453
2022-05-0112705.391064959704
2022-06-0111564.39934710125
2022-07-0111666.705418966616
2022-08-0111629.735724815268
2022-09-0110569.51930097051
2022-10-0111430.517901237437
2022-11-0111685.074009142441
2022-12-0111106.021642384476
2023-01-0111958.55674034254
2023-02-0112682.000176710486
2023-03-0112310.768644119027
2023-04-0113051.604112704088
2023-05-0112541.468836175427
2023-06-0112954.45984719193
2023-07-0113703.107779446711
2023-08-0113343.687947879707
2023-09-0113889.49084128143
2023-10-0113891.443957198859
2023-11-0114604.842797420028
2023-12-0114291.73971475207
2024-01-0114222.59011072307
2024-02-0115296.245832190141
2024-03-0115825.679754093404
2024-04-0115304.197804139674
2024-05-0115849.070642342622
2024-06-0113197.436767872172
2024-07-0114224.450221120624
2024-08-0114285.647853200086
2024-09-0113289.512232551002
2024-10-0112967.2481061751
2024-11-0112397.868313484403
2024-12-0112679.024000074403
2025-01-0113503.052906189982
2025-02-0114583.637538887933
2025-03-0116099.534507373013
2025-04-0117074.60437776982
2025-05-0117903.56257643891
2025-06-0117857.059816500107
2025-07-0116920.02920373324
2025-08-0117059.537483549648
2025-09-0117819.857608549064
2025-10-0118247.68299998605
2025-11-0120010.137601666658
2025-12-0120596.072376895565
2026-01-0121230.83505006022
2026-02-0124660.413595546892
2026-03-0122981.66396175613
2026-04-0124441.85062383452
Annual Return Matrix
YearAnnual Return
20170.332109331732358
2018-0.24850382036760776
20190.276555090655509
2020-0.06244286874469662
2021-0.026557541339569002
2022-0.04700244209988669
20230.2868460169580236
2024-0.11284250531186246
20250.6244209630626698
20260.1867238654323775
Total Factor Risk
0.27291083880920686
VTI.US Exposure
-0.013190058886574759
VEA.US Exposure
0.48993484740115956
VWO.US Exposure
-0.023875172832909502
QQQ.US Exposure
-0.001986348373407036
VTV.US Exposure
0.024141468786939593
IJR.US Exposure
-0.008683908009965104
QUAL.US Exposure
-0.014497900313039522
SHV.US Exposure
0.10583354039772605
TLT.US Exposure
0.04140596832957764
LQD.US Exposure
0.034802788214474585
HYG.US Exposure
-0.005948216029871626
GLD.US Exposure
-0.005773447859116056
USO.US Exposure
-0.001162101707683145
VNQ.US Exposure
-0.0022572879010421816
BTC-USD.CC Exposure
0.0016121330964251961
CPER.US Exposure
0.014948516978096396
VIX.INDX Exposure
-0.012168701955857758
UUP.US Exposure
0.032500883032352636
TIP.US Exposure
0.1892967300463739
Idiosyncratic Exposure
0.1550662675863409
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
88.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
27.3%

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 →7.34%
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$12.0B
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
$0
Avg Yield on Cost
0.00%

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 →
+3.8%
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 →
+21.4%
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 →
0.9% 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 →
0.72
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 →
59
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+13.3%
50.0% retracement+18.6%
61.8% retracement+24.3%
% distance of current price from each 52-week Fibonacci support level.

Frequently Asked Questions & Methodology

Is Bouygues SA a high-risk investment?

Bouygues SA (0HAN.LSE) has an annualized volatility of 27.3% and experienced a maximum drawdown of 35.8% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, 0HAN.LSE has generated a Compound Annual Growth Rate (CAGR) of 11.1%. It has had a positive return in 50% 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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