Skanska AB ser. B

10-Year Study

0HBT.LSE · · GB · Common Stock

Executive Summary: Skanska AB ser. B has compounded at 6.8% annually over the last 10 years, with a maximum drawdown of 42.4% and an annualized volatility of 28.1%.

1Y CAGR
+12.0%
3Y CAGR
+24.7%
5Y CAGR
+4.8%
10Y CAGR
+6.8%

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 →
42.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.24
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.34
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
26.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +55.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -26.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20267.22.6-11.64.4————————1.6%
20252.86.3-13.32.56.3-2.32.52.33.47.3-7.43.912.9%
2024-0.75.16.2-2.9-3.12.610.0-1.22.32.25.11.830.0%
202310.93.6-12.75.7-14.76.310.7-5.112.1-7.31.48.615.6%
2022-3.3-4.51.5-10.5-10.5-8.210.1-7.0-13.024.3-2.4-1.2-26.4%
20213.3-5.19.85.21.4-4.17.22.9-11.0-0.8-4.511.214.0%
20205.6-7.2-26.824.5-1.00.2-5.3-0.68.5-11.322.52.81.2%
201912.04.36.01.0-8.97.48.01.98.03.43.9-0.655.2%
2018-6.43.40.26.9-3.4-0.11.34.71.5-17.2-0.9-1.7-13.0%
20170.3-0.1-2.74.4-1.7-3.4-7.5-2.74.3-1.9-0.1-7.1-17.4%
2016———-1.24.1-4.83.54.85.3-1.37.32.020.9%

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 28.1%. The dominant macroeconomic risk driver is VTI.US, accounting for 43.8% of variance. Idiosyncratic stock-specific factors contribute 26.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019883.952672287818
2016-05-0110290.531752857907
2016-06-019792.827275179072
2016-07-0110136.309436872558
2016-08-0110627.004863060753
2016-09-0111194.807583376416
2016-10-0111047.594318881704
2016-11-0111853.735700800826
2016-12-0112085.065310913644
2017-01-0112120.110568366845
2017-02-0112106.092465385565
2017-03-0111783.637458163998
2017-04-0112298.706146095834
2017-05-0112094.454503373541
2017-06-0111678.663968143204
2017-07-0110803.31303258552
2017-08-0110511.529387399627
2017-09-0110963.794810210806
2017-10-0110752.248189972343
2017-11-0110737.658234940007
2017-12-019979.019211910596
2018-01-019344.387078925629
2018-02-019665.350634176197
2018-03-019687.235566724703
2018-04-0110357.801646161133
2018-05-0110003.176097202484
2018-06-019989.358915212115
2018-07-0110121.387189432175
2018-08-0110600.359648573733
2018-09-0110758.484468421017
2018-10-018907.067086746092
2018-11-018825.701813157388
2018-12-018679.856356946959
2019-01-019722.242185525805
2019-02-0110139.810098752667
2019-03-0110743.89451338868
2019-04-0110850.413549493409
2019-05-019882.221660673811
2019-06-0110613.52770120885
2019-07-0111462.488437383357
2019-08-0111680.286791531333
2019-09-0112618.27098214044
2019-10-0113042.75521409291
2019-11-0113551.487163080614
2019-12-0113471.99972798389
2020-01-0114228.745457060479
2020-02-0113208.090006421744
2020-03-019670.775500930806
2020-04-0112037.995704927433
2020-05-0111920.348737018378
2020-06-0111941.020415890996
2020-07-0111306.681936661975
2020-08-0111236.738248633543
2020-09-0112196.9783028513
2020-10-0110821.017262976984
2020-11-0113259.66487924262
2020-12-0113631.855559445181
2021-01-0114081.725385826261
2021-02-0113359.994003281196
2021-03-0114674.728235040466
2021-04-0115437.26976193181
2021-05-0115647.046731904165
2021-06-0115001.054835202285
2021-07-0116086.59231044457
2021-08-0116556.106027552447
2021-09-0114731.333860364548
2021-10-0114618.122609716384
2021-11-0113965.469409392746
2021-12-0115533.835481256003
2022-01-0115024.36167014801
2022-02-0114345.07098306777
2022-03-0114560.589656741942
2022-04-0113028.257991825607
2022-05-0111660.843821795446
2022-06-0110702.272957348338
2022-07-0111782.810591009094
2022-08-0110958.238572039063
2022-09-019534.126043919783
2022-10-0111849.802286017213
2022-11-0111566.356861954142
2022-12-0111432.365744207487
2023-01-0112679.536428907582
2023-02-0113133.04601631633
2023-03-0111468.438789806505
2023-04-0112126.609589649788
2023-05-0110339.62602421407
2023-06-0110986.978001469814
2023-07-0112162.674907518385
2023-08-0111544.17054791927
2023-09-0112945.269894848772
2023-10-0112000.384840974899
2023-11-0112173.493730105924
2023-12-0113221.165326291826
2024-01-0113129.197606567333
2024-02-0113803.596640291922
2024-03-0114658.863204488884
2024-04-0114228.536808339148
2024-05-0113785.227825084366
2024-06-0114139.505626174132
2024-07-0115551.045136900608
2024-08-0115369.273461969135
2024-09-0115721.688880027757
2024-10-0116066.69340461392
2024-11-0116882.82674196567
2024-12-0117187.02112220556
2025-01-0117672.994905107334
2025-02-0118782.19469089465
2025-03-0116285.565913290227
2025-04-0116699.625436906557
2025-05-0117750.59677398166
2025-06-0117335.36263534154
2025-07-0117773.77996524067
2025-08-0118187.213542693007
2025-09-0118801.421284178785
2025-10-0120169.376395338324
2025-11-0118670.19669392237
2025-12-0119396.603353371338
2026-01-0120799.186424541414
2026-02-0121340.127553918308
2026-03-0118871.117684833785
2026-04-0119697.984839738463
Annual Return Matrix
YearAnnual Return
2017-0.17426849130067523
2018-0.13018943318728193
20190.5520993866680199
20200.011865783453754108
20210.13952465337655262
2022-0.2640345806415665
20230.156468015641529
20240.2999626506467752
20250.1285610935981809
20260.01553784860557772
Total Factor Risk
0.2805739639129266
VTI.US Exposure
0.43752929083803993
VEA.US Exposure
0.3730035301447293
VWO.US Exposure
-0.06126883150738025
QQQ.US Exposure
-0.06796460420945122
VTV.US Exposure
-0.044807695575833396
IJR.US Exposure
0.013034165976870005
QUAL.US Exposure
-0.12842630757819978
SHV.US Exposure
0.047685879441284156
TLT.US Exposure
-0.017781279412817853
LQD.US Exposure
0.04252861850850178
HYG.US Exposure
0.07818334002828702
GLD.US Exposure
-0.004694560095932723
USO.US Exposure
0.00007648104181397608
VNQ.US Exposure
0.1315490502194345
BTC-USD.CC Exposure
0.0002914705403248218
CPER.US Exposure
0.01493301831301413
VIX.INDX Exposure
-0.07403462976291371
UUP.US Exposure
-0.006992540683239317
TIP.US Exposure
-0.0008356853618263325
Idiosyncratic Exposure
0.267991289135295
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
64.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
28.1%

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
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.35%
Market Cap$95.2B
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
$657
Avg Yield on Cost
6.57%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$656.866.57%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 →
-2.0%
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 →
+2.0%
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 →
9.0% 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 →
0.91
Market sensitivity coefficient

Frequently Asked Questions & Methodology

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

Skanska AB ser. B (0HBT.LSE) has an annualized volatility of 28.1% and experienced a maximum drawdown of 42.4% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, 0HBT.LSE has generated a Compound Annual Growth Rate (CAGR) of 6.8%. It has had a positive return in 70% 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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