Skandinaviska Enskilda Banken AB A

10-Year Study

0HBY.LSE · · GB · Common Stock

Executive Summary: Skandinaviska Enskilda Banken AB A has compounded at 14.0% annually over the last 10 years, with a maximum drawdown of 36.2% and an annualized volatility of 26.6%.

1Y CAGR
+16.2%
3Y CAGR
+24.0%
5Y CAGR
+18.6%
10Y CAGR
+14.0%

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 →
36.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.57
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.85
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
21.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +57.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · -14.8%
% 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.
2026-1.50.6-11.06.8————————-5.8%
20252.39.6-4.9-0.65.43.24.21.06.2-1.22.84.036.2%
20246.83.81.70.12.35.26.0-4.6-1.7-2.90.51.719.9%
20234.05.2-14.28.3-1.93.97.9-0.72.4-4.42.29.221.3%
2022-8.1-8.7-0.18.5-2.4-9.19.8-2.70.29.12.81.5-1.8%
20213.36.214.61.6-2.23.75.4-0.56.98.30.8-0.557.5%
202010.6-4.0-18.419.51.97.04.83.0-8.8-4.019.6-2.824.0%
201910.0-0.7-8.6-10.3-7.02.16.1-7.57.32.3-11.24.8-14.8%
20182.7-1.1-6.7-0.5-6.55.410.84.80.4-3.8-0.4-8.9-5.4%
20173.54.71.02.53.5-2.70.70.12.9-3.6-2.1-3.17.2%
2016———-2.05.1-9.22.712.71.16.70.34.722.6%

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 26.6%. The dominant macroeconomic risk driver is VTI.US, accounting for 79.2% of variance. Idiosyncratic stock-specific factors contribute 16.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019801.214445509748
2016-05-0110304.580459592367
2016-06-019352.36445736554
2016-07-019608.841328261118
2016-08-0110827.18378539985
2016-09-0110942.607655749029
2016-10-0111676.821410530005
2016-11-0111715.296033979734
2016-12-0112263.5491087537
2017-01-0112694.460767636781
2017-02-0113289.518448643803
2017-03-0113425.00438148847
2017-04-0113766.760482066826
2017-05-0114245.920061031558
2017-06-0113856.78202868071
2017-07-0113958.288229775566
2017-08-0113975.216239342673
2017-09-0114381.261662491366
2017-10-0113856.78202868071
2017-11-0113565.768719265148
2017-12-0113146.176764708915
2018-01-0113502.81961669708
2018-02-0113354.611903215497
2018-03-0112454.932525077578
2018-04-0112389.942164352211
2018-05-0111582.82044144785
2018-06-0112212.35270466706
2018-07-0113526.283776121403
2018-08-0114179.630717842452
2018-09-0114238.126166249136
2018-10-0113702.429921957959
2018-11-0113653.336632336417
2018-12-0112440.47876782235
2019-01-0113682.223528077608
2019-02-0113581.150321137335
2019-03-0112409.96298930917
2019-04-0111135.19015846209
2019-05-0110354.939666642022
2019-06-0110574.00071884802
2019-07-0111220.845546027698
2019-08-0110382.014857927417
2019-09-0111135.19015846209
2019-10-0111386.247805430019
2019-11-0110106.343114684174
2019-12-0110596.152933569629
2020-01-0111720.992121264218
2020-02-0111250.52734289424
2020-03-019174.885116305162
2020-04-0110968.30526432215
2020-05-0111178.814227667617
2020-06-0111962.037067855565
2020-07-0112534.019459124578
2020-08-0112904.236892553741
2020-09-0111763.496152344354
2020-10-0111296.019453214805
2020-11-0113514.3517054219
2020-12-0113139.06328931226
2021-01-0113567.66520557316
2021-02-0114408.793387609023
2021-03-0116508.48418560533
2021-04-0116766.070931224163
2021-05-0116396.991626423824
2021-06-0117000.58835225186
2021-07-0117923.276389185554
2021-08-0117831.010102431792
2021-09-0119053.575762741435
2021-10-0120642.12174595953
2021-11-0120809.147431408768
2021-12-0120696.89378241013
2022-01-0119028.87671975436
2022-02-0117369.046287586567
2022-03-0117345.833812055247
2022-04-0118826.48331355623
2022-05-0118365.641109923654
2022-06-0116698.206373966324
2022-07-0118327.78791131223
2022-08-0117831.588998541545
2022-09-0117871.987452331177
2022-10-0119495.191693946264
2022-11-0120041.167806719495
2022-12-0120331.89635462173
2023-01-0121139.459573902663
2023-02-0122242.026992244282
2023-03-0119075.311109340528
2023-04-0120667.195183713236
2023-05-0120278.69768984007
2023-06-0121062.86123620637
2023-07-0122717.907910032416
2023-08-0122569.208691101197
2023-09-0123102.425493151026
2023-10-0122091.344110284805
2023-11-0122585.085860763545
2023-12-0124670.050988967996
2024-01-0126335.37306874217
2024-02-0127339.727930507015
2024-03-0127817.531160920476
2024-04-0127855.914489936753
2024-05-0128505.212546690236
2024-06-0129979.83083165645
2024-07-0131768.594641399333
2024-08-0130312.37833113937
2024-09-0129805.41006302256
2024-10-0128943.499825263985
2024-11-0129074.55057828399
2024-12-0129582.59363498593
2025-01-0130275.876414479793
2025-02-0133175.54185884004
2025-03-0131534.83702151569
2025-04-0131352.755317951087
2025-05-0133057.71133110909
2025-06-0134108.98666642182
2025-07-0135556.201771410015
2025-08-0135907.15124559918
2025-09-0138150.85503559476
2025-10-0137695.688530777385
2025-11-0138732.35932401687
2025-12-0140289.075145104594
2026-01-0139680.821451767544
2026-02-0139917.937298322664
2026-03-0135526.139444736546
2026-04-0137948.84483345189
Annual Return Matrix
YearAnnual Return
20170.07197163301814458
2018-0.05368085410056411
2019-0.14825199806804246
20200.23998430106519586
20210.5752183642532305
2022-0.017635372323290488
20230.21336694613634188
20240.19912981323851886
20250.3619182835090098
2026-0.05808597748208799
Total Factor Risk
0.2662206081077587
VTI.US Exposure
0.7915567786575052
VEA.US Exposure
0.41499281047207476
VWO.US Exposure
-0.03969921687276338
QQQ.US Exposure
-0.10257054984307122
VTV.US Exposure
-0.10210927683581066
IJR.US Exposure
-0.006910703868601799
QUAL.US Exposure
-0.053798099532591
SHV.US Exposure
0.00692515771912565
TLT.US Exposure
0.0047973415389959825
LQD.US Exposure
-0.002817578849309049
HYG.US Exposure
0.0013793339105659045
GLD.US Exposure
-0.002168162970842384
USO.US Exposure
0.001955979840287858
VNQ.US Exposure
-0.022924025344965564
BTC-USD.CC Exposure
-0.0017733925689237735
CPER.US Exposure
-0.004837527620866152
VIX.INDX Exposure
-0.042450831534003815
UUP.US Exposure
-0.003242110159595739
TIP.US Exposure
0.0005310414093230007
Idiosyncratic Exposure
0.16316303245346622
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
95.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
26.6%

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 →7.95%
Market Cap$259.1B
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
$1,753
Avg Yield on Cost
17.53%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$1,752.617.53%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 →
-0.7%
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 →
+0.3%
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 →
9.8% 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 →
0.32
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Skandinaviska Enskilda Banken AB A a high-risk investment?

Skandinaviska Enskilda Banken AB A (0HBY.LSE) has an annualized volatility of 26.6% and experienced a maximum drawdown of 36.2% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, 0HBY.LSE has generated a Compound Annual Growth Rate (CAGR) of 14.0%. 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.

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