Securitas AB ser. B

10-Year Study

0IAH.LSE · · GB · Common Stock

Executive Summary: Securitas AB ser. B has compounded at 7.6% annually over the last 10 years, with a maximum drawdown of 39.7% and an annualized volatility of 35.3%.

1Y CAGR
+22.7%
3Y CAGR
+33.0%
5Y CAGR
+11.7%
10Y CAGR
+7.6%

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 →
39.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.25
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.41
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
21.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +43.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -13.8%
% 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.
2026-0.29.9-1.16.6————————15.6%
20253.59.5-9.36.8-4.0-0.32.5-0.7-2.1-0.43.81.710.1%
20242.310.1-0.3-0.11.1-4.69.34.57.3-2.99.81.343.2%
20237.8-5.42.9-0.9-11.310.91.5-0.5-3.42.97.15.916.4%
2022-10.42.3-6.89.8-7.2-15.716.5-8.3-1.617.3-5.94.1-11.4%
2021-3.2-0.115.1-2.9-3.4-0.812.0-4.9-3.31.5-7.6-4.1-4.0%
2020-5.6-14.7-17.47.98.5-0.55.4-4.39.2-7.811.4-1.6-13.8%
20191.9-0.73.511.0-2.53.0-6.9-2.62.53.33.30.115.9%
20180.9-1.5-1.50.62.64.67.52.0-4.11.3-3.0-6.81.9%
2017-2.4-1.41.65.0-3.33.3-5.0-3.73.48.10.9-2.53.3%
2016———-5.96.2-1.78.76.0-3.9-1.8-3.95.98.6%

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 35.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 63.8% of variance. Idiosyncratic stock-specific factors contribute 14.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019409.046171237016
2016-05-019991.01034906157
2016-06-019820.060808045373
2016-07-0110674.808513126354
2016-08-0111320.61382993237
2016-09-0110874.249644311914
2016-10-0110674.808513126354
2016-11-0110256.92373657643
2016-12-0110864.748387222517
2017-01-0110608.324075698221
2017-02-0110456.364867761993
2017-03-0110627.314408778187
2017-04-0111159.153364906742
2017-05-0110791.101463680836
2017-06-0111152.112689781521
2017-07-0110595.972441482003
2017-08-0110205.702215985502
2017-09-0110556.944200822469
2017-10-0111415.541133134539
2017-11-0111513.111734783372
2017-12-0111220.412110935704
2018-01-0111321.880664210958
2018-02-0111148.202557056267
2018-03-0110986.242666978504
2018-04-0111052.593112319477
2018-05-0111339.42144652985
2018-06-0111865.06022335263
2018-07-0112753.82973747296
2018-08-0113006.63626264398
2018-09-0112472.957960591712
2018-10-0112639.473581632854
2018-11-0112266.317799996103
2018-12-0111433.715332592725
2019-01-0111648.38283731899
2019-02-0111564.113995595315
2019-03-0111965.37157223879
2019-04-0113283.488276910484
2019-05-0112946.766161881933
2019-06-0113330.214972032198
2019-07-0112416.93708706075
2019-08-0112097.390321386112
2019-09-0112396.314486737221
2019-10-0112810.691106823364
2019-11-0113235.372936521859
2019-12-0113251.866144341151
2020-01-0112509.696154670723
2020-02-0110676.952386520883
2020-03-018815.339414137872
2020-04-019508.04196144926
2020-05-0110318.243388099552
2020-06-0110270.822370344385
2020-07-0110823.320470092965
2020-08-0110353.28840944084
2020-09-0111303.669921456276
2020-10-0110419.261240718002
2020-11-0111606.735660410457
2020-12-0111419.146738388976
2021-01-0111050.303065738955
2021-02-0111043.920169950692
2021-03-0112706.895963671092
2021-04-0112340.183983316769
2021-05-0111920.374593151299
2021-06-0111828.273304878287
2021-07-0113242.669414722566
2021-08-0112593.587382330586
2021-09-0112183.52287123117
2021-10-0112363.34025219747
2021-11-0111429.18396382701
2021-12-0110962.087547993531
2022-01-019819.61010738857
2022-02-0110041.099027461069
2022-03-019354.730651542615
2022-04-0110271.346157594186
2022-05-019527.592625075524
2022-06-018032.423648872517
2022-07-019356.22892669902
2022-08-018578.02724668187
2022-09-018444.510222378141
2022-10-019904.134752187727
2022-11-019322.706542711805
2022-12-019708.494123837923
2023-01-0110464.684558264631
2023-02-019895.339998830616
2023-03-0110182.217057436317
2023-04-0110089.884328285489
2023-05-018948.844257342767
2023-06-019920.347794733869
2023-07-0110065.071429963555
2023-08-0110017.942758580368
2023-09-019676.908534565086
2023-10-019960.740318462647
2023-11-0110671.422167650899
2023-12-0111297.944805004969
2024-01-0111559.765343312089
2024-02-0112730.478571010935
2024-03-0112690.463661345962
2024-04-0112681.900348866673
2024-05-0112822.238788516635
2024-06-0112226.193260441638
2024-07-0113363.043033385957
2024-08-0113970.721510846051
2024-09-0114988.354869516072
2024-10-0114546.412422771835
2024-11-0115966.862538735897
2024-12-0116176.170359975835
2025-01-0116739.266015708745
2025-02-0118331.2260032353
2025-03-0116627.236449745662
2025-04-0117765.19470268374
2025-05-0117054.330137013
2025-06-0116997.395681069596
2025-07-0117425.853651406185
2025-08-0117306.003819992595
2025-09-0116940.473406225028
2025-10-0116868.56837981641
2025-11-0117510.329571810016
2025-12-0117802.67594379154
2026-01-0117763.087372585705
2026-02-0119526.301428599272
2026-03-0119313.132199029413
2026-04-0120579.966477616013
Annual Return Matrix
YearAnnual Return
20170.03273556929596877
20180.019010284074069794
20190.15901662398097693
2020-0.13829896755596083
2021-0.04002568675809215
2022-0.11435718047928378
20230.16371753032886538
20240.4317799068030337
20250.10054948406330544
20260.1560041053711938
Total Factor Risk
0.35322782836457056
VTI.US Exposure
0.19656659470540977
VEA.US Exposure
0.07316781891952293
VWO.US Exposure
-0.008444595378776957
QQQ.US Exposure
-0.04158309214293333
VTV.US Exposure
-0.020255968304056744
IJR.US Exposure
-0.019814056284230736
QUAL.US Exposure
-0.020962060248632307
SHV.US Exposure
0.6378314009822191
TLT.US Exposure
0.0008040423270720643
LQD.US Exposure
0.0019901841359147784
HYG.US Exposure
0.022436220576235347
GLD.US Exposure
-0.004153140822268761
USO.US Exposure
-0.0003413819392224366
VNQ.US Exposure
0.008936699523754322
BTC-USD.CC Exposure
0.01708912997478097
CPER.US Exposure
0.0168226769605031
VIX.INDX Exposure
-0.012040978563253684
UUP.US Exposure
0.009470017066681094
TIP.US Exposure
-0.0016127462219360901
Idiosyncratic Exposure
0.1440932347332174
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
69.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
35.3%

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 →5.82%
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$39.7B
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 →
+6.5%
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 →
+15.0%
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 →
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 →
0.81
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 →
81
OversoldNeutralOverbought
Overbought
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+7.7%
50.0% retracement+10.7%
61.8% retracement+13.8%
% distance of current price from each 52-week Fibonacci support level.

Frequently Asked Questions & Methodology

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

Securitas AB ser. B (0IAH.LSE) has an annualized volatility of 35.3% and experienced a maximum drawdown of 39.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, 0IAH.LSE has generated a Compound Annual Growth Rate (CAGR) of 7.6%. 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.

Run a Full Backtest on Securitas AB ser. B

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

Start a Free Backtest