Dassault Systèmes SE

10-Year Study

0HB4.LSE · · GB · Common Stock

Executive Summary: Dassault Systèmes SE has compounded at 3.5% annually over the last 10 years, with a maximum drawdown of 67.0% and an annualized volatility of 70.3%.

1Y CAGR
-33.6%
3Y CAGR
-20.2%
5Y CAGR
-15.5%
10Y CAGR
+3.5%

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 →
67.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.11
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.17
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +57.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -35.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-2.3-20.2-6.910.6-1.25.4——————-16.5%
202514.7-0.6-6.8-6.91.4-7.0-5.9-8.07.2-13.6-2.1-1.3-27.7%
20248.9-10.6-5.0-9.7-0.6-3.8-0.71.51.4-13.03.62.3-24.7%
20230.57.73.2-3.815.3-2.8-3.8-5.9-2.58.710.53.332.0%
2022-19.42.34.5-5.7-6.9-11.018.7-7.0-10.4-2.22.9-3.3-35.2%
2021-1.14.56.05.8-1.98.413.44.8-6.510.86.4-2.557.6%
20206.7-9.4-4.9-0.814.90.00.62.61.1-8.35.87.413.8%
20196.018.12.66.4-5.45.6-1.7-7.12.04.15.12.742.9%
20184.215.03.8-2.612.50.15.49.7-7.5-13.9-3.9-3.117.1%
2017-1.06.56.30.41.50.6—0.52.86.1-1.0-1.123.2%
2016—————-4.08.23.01.6-6.6-0.20.61.9%

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 70.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 78.7% of variance. Idiosyncratic stock-specific factors contribute 8.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-05-0110000
2016-06-019604.05387463673
2016-07-0110391.151695752873
2016-08-0110698.437753551567
2016-09-0110864.472538982402
2016-10-0110147.963473822414
2016-11-0110130.408485402806
2016-12-0110189.195568471832
2017-01-0110083.349314765368
2017-02-0110739.596087745438
2017-03-0111415.463141900364
2017-04-0111461.120863882456
2017-05-0111631.064953457153
2017-06-0111700.98986531341
2017-08-0111759.113104282533
2017-09-0112090.66635195539
2017-10-0112829.746116512015
2017-11-0112696.829775620696
2017-12-0112555.062180064026
2018-01-0113083.260802218714
2018-02-0115044.33003378229
2018-03-0115610.662811453527
2018-04-0115200.038355436882
2018-05-0117099.222564798558
2018-06-0117120.53933645094
2018-07-0118045.716730346525
2018-08-0119803.207104607078
2018-09-0118323.12980364967
2018-10-0115775.664950506734
2018-11-0115163.748211308954
2018-12-0114701.196394588933
2019-01-0115576.437960080842
2019-02-0118394.30864325018
2019-03-0118870.284862879314
2019-04-0120073.612934633486
2019-05-0118999.07061826014
2019-06-0120064.466638145957
2019-07-0119721.259238497056
2019-08-0118326.89158688244
2019-09-0118698.718043282635
2019-10-0119456.680484458673
2019-11-0120450.602622921797
2019-12-0121008.379187749866
2020-01-0122409.901603552305
2020-02-0120307.58109962087
2020-03-0119306.504196969923
2020-04-0119155.36902355909
2020-05-0122014.176759555667
2020-06-0122014.176759555667
2020-07-0122136.32407393748
2020-08-0122718.294068184165
2020-09-0122960.449643737003
2020-10-0121058.61005797572
2020-11-0122272.780916694945
2020-12-0123910.92687388438
2021-01-0123659.47748093292
2021-02-0124715.653443875675
2021-03-0126210.040273208728
2021-04-0127730.16950152684
2021-05-0127207.871715815716
2021-06-0129506.099989673537
2021-07-0133452.87444495258
2021-08-0135056.795550769326
2021-09-0132768.37741749894
2021-10-0136299.95426851756
2021-11-0138641.11112750233
2021-12-0137689.748771888415
2022-01-0130380.01386696564
2022-02-0131090.105772493254
2022-03-0132489.562895540446
2022-04-0130647.395518314723
2022-05-0128542.34587752814
2022-06-0125407.452756428225
2022-07-0130157.331051676578
2022-08-0128048.224585835043
2022-09-0125135.2029150132
2022-10-0124573.000722852463
2022-11-0125277.781875580866
2022-12-0124441.043267883226
2023-01-0124567.247407319992
2023-02-0126461.78470798236
2023-03-0127308.55473763406
2023-04-0126277.236048209834
2023-05-0130286.1168070574
2023-06-0129428.79903226282
2023-07-0128297.682446486793
2023-08-0126637.039550356265
2023-09-0125977.399796421145
2023-10-0128246.123888061138
2023-11-0131220.956820629326
2023-12-0132265.036068862766
2024-01-0135139.9973446236
2024-02-0131423.72431292136
2024-03-0129867.37870093086
2024-04-0126964.24093115199
2024-05-0126804.549544897993
2024-06-0125779.64801510614
2024-07-0125607.49111186511
2024-08-0125988.02130201956
2024-09-0126339.194830867276
2024-10-0122924.528301886792
2024-11-0123749.317715786212
2024-12-0124286.588873972883
2025-01-0127859.619101007567
2025-02-0127696.608494254062
2025-03-0125824.273090710612
2025-04-0124037.721096965495
2025-05-0124385.50164485816
2025-06-0122677.94709900128
2025-07-0121331.37622257955
2025-08-0119620.281174856536
2025-09-0121029.10587575789
2025-10-0118174.650006638443
2025-11-0117784.752238629826
2025-12-0117554.988419608482
2026-01-0117156.681959667785
2026-02-0113682.564503518375
2026-03-0112738.430672547833
2026-04-0114084.5589862363
2026-05-0113911.22191570655
2026-06-0114656.202516706744
Annual Return Matrix
YearAnnual Return
20170.23219366000912123
20180.170937760701235
20190.42902513672168974
20200.13816142883726168
20210.5762562852824133
2022-0.3515201330789177
20230.3201169735360956
2024-0.24727842169032765
2025-0.27717356641954904
2026-0.16512605042016804
Total Factor Risk
0.7029451123136575
VTI.US Exposure
-0.029924640835769303
VEA.US Exposure
0.0036167346645642686
VWO.US Exposure
-0.007240241021289326
QQQ.US Exposure
0.05265448862389372
VTV.US Exposure
-0.0056873257602040456
IJR.US Exposure
0.019937979747663665
QUAL.US Exposure
0.025011007670543362
SHV.US Exposure
0.7871009845592682
TLT.US Exposure
-0.004661158736266337
LQD.US Exposure
0.011330486298646683
HYG.US Exposure
0.0004992453959648165
GLD.US Exposure
0.00819053909288158
USO.US Exposure
0.001855011252779112
VNQ.US Exposure
0.008453504879724327
BTC-USD.CC Exposure
0.0047433387757765625
CPER.US Exposure
0.017021387187862978
VIX.INDX Exposure
0.005865349263977759
UUP.US Exposure
0.0012280287978559366
TIP.US Exposure
0.01711125522082313
Idiosyncratic Exposure
0.08289402492130282
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
70.3%

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 →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
$199
Avg Yield on Cost
1.99%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$199.151.99%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 →
+5.3%
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 →
-12.1%
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 →
38.7% 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 →
0.47
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 →
51
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement-24.1%
50.0% retracement-18.1%
61.8% retracement-11.1%
% distance of current price from each 52-week Fibonacci support level.

Compare this AssetiRun a head-to-head backtest and risk analysis against similar assets.

0HB4.LSEvs0A7R.LSE

Compare Dassault Systèmes SE vs Palantir Technologies Inc.

0HB4.LSEvs0R2T.LSE

Compare Dassault Systèmes SE vs Micron Technology Inc

0HB4.LSEvs0R0X.LSE

Compare Dassault Systèmes SE vs Tesla, Inc.

Frequently Asked Questions & Methodology

Is Dassault Systèmes SE a high-risk investment?

Dassault Systèmes SE (0HB4.LSE) has an annualized volatility of 70.3% and experienced a maximum drawdown of 67.0% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of 0HB4.LSE?

Over the past 10 years, 0HB4.LSE has generated a Compound Annual Growth Rate (CAGR) of 3.5%. It has had a positive return in 60% 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.

Run a Full Backtest on Dassault Systèmes SE

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest