STMicroelectronics NV

10-Year Study

0INB.LSE · · GB · Common Stock

Executive Summary: STMicroelectronics NV has compounded at 22.0% annually over the last 10 years, with a maximum drawdown of 58.6% and an annualized volatility of 69.3%.

1Y CAGR
+63.0%
3Y CAGR
-4.2%
5Y CAGR
+3.5%
10Y CAGR
+22.0%

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 →
58.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.72
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.48
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
37.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +94.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -45.9%
% 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.
20267.119.00.421.7————————55.7%
2025-10.710.2-16.4-0.313.016.5-13.33.62.9-10.7-7.413.1-6.7%
2024-9.51.9-3.9-5.7-0.6-1.9-16.0-6.8-6.5-6.2-4.10.9-45.9%
202329.65.47.5-21.55.912.36.2-9.5-5.9-12.520.94.537.1%
2022-5.5-7.64.5-7.92.0-20.124.6-4.0-8.9-1.413.1-7.6-23.0%
20219.9-4.31.8-3.9-2.10.612.49.10.38.45.11.143.6%
20205.3-3.6-18.221.7-9.711.1-1.75.84.3-0.325.4-7.227.6%
201911.03.7-8.124.2-16.414.37.1-3.69.216.09.67.994.2%
20184.6-2.1-4.20.812.4-5.8-2.7-5.0-11.1-14.5-3.4-3.1-31.2%
201713.018.30.03.0-0.8-7.2—7.712.123.8-6.1-2.872.9%
2016———10.00.2-1.524.62.79.218.112.212.6126.2%

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 69.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 44.1% of variance. Idiosyncratic stock-specific factors contribute 7.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110996.910401647787
2016-05-0111022.771484151503
2016-06-0110862.570088110768
2016-07-0113529.465613914634
2016-08-0113890.147614143492
2016-09-0115174.2762329786
2016-10-0117918.29728801922
2016-11-0120096.57855589884
2016-12-0122624.78544455887
2017-01-0125560.819315711175
2017-02-0130230.23229202426
2017-03-0130236.869207003085
2017-04-0131140.633939810046
2017-05-0130896.212381279318
2017-06-0128675.3633138803
2017-08-0130876.988213754434
2017-09-0134616.54651561963
2017-10-0142841.28618835106
2017-11-0140237.5557844147
2017-12-0139119.35004005034
2018-01-0140928.25266048747
2018-02-0140066.369149788305
2018-03-0138372.58267536331
2018-04-0138682.000228859135
2018-05-0143461.036731891516
2018-06-0140920.242590685426
2018-07-0139829.728801922414
2018-08-0137840.94289964527
2018-09-0133629.705916008694
2018-10-0128748.82709692184
2018-11-0127783.270397070602
2018-12-0126923.67547774345
2019-01-0129897.242247396724
2019-02-0130995.994965098977
2019-03-0128470.30552694816
2019-04-0135351.62326277141
2019-05-0129556.80827088317
2019-06-0133795.873692385154
2019-07-0136200.577831606606
2019-08-0134900.74123666739
2019-09-0138111.00388926436
2019-10-0144195.710119004514
2019-11-0148454.49943293667
2019-12-0152284.051275509744
2020-01-0155049.60857740132
2020-02-0153089.76475141293
2020-03-0143409.303664506355
2020-04-0152845.96722654461
2020-05-0147702.987920584535
2020-06-0152980.62748051791
2020-07-0152083.756752070905
2020-08-0155113.40948738458
2020-09-0157499.74947579188
2020-10-0157324.51523041913
2020-11-0171913.03243134002
2020-12-0166735.1538180923
2021-01-0173336.28249285709
2021-02-0170156.35102683774
2021-03-0171400.26360985506
2021-04-0168628.35066175826
2021-05-0167184.76340541277
2021-06-0167608.47897261691
2021-07-0176011.424616281
2021-08-0182936.06703226018
2021-09-0183145.73351476676
2021-10-0190108.12567551438
2021-11-0194731.27336084112
2021-12-0195812.18719045907
2022-01-0190533.85793814903
2022-02-0183660.13053407766
2022-03-0187452.6616105336
2022-04-0180567.52372625585
2022-05-0182210.37969775843
2022-06-0165698.67276506983
2022-07-0181844.59829019428
2022-08-0178604.61557084709
2022-09-0171611.4753524967
2022-10-0170609.68407996392
2022-11-0179866.47325108261
2022-12-0173787.12305011567
2023-01-0195660.88265147166
2023-02-01100840.68192703417
2023-03-01108365.66227062681
2023-04-0185105.75194642013
2023-05-0190166.18205911985
2023-06-01101234.58357694314
2023-07-01107541.95131580593
2023-08-0197348.35037037631
2023-09-0191583.80545308297
2023-10-0180097.10987395314
2023-11-0196802.13146862303
2023-12-01101135.20676272044
2024-01-0191491.22079922796
2024-02-0193190.61408505066
2024-03-0189549.05579681868
2024-04-0184475.38184443032
2024-05-0183933.03918843956
2024-06-0182309.56444574964
2024-07-0169106.62176898503
2024-08-0164388.06954831386
2024-09-0160233.524181515684
2024-10-0156508.98018586088
2024-11-0154191.35189176437
2024-12-0154695.55194024049
2025-01-0148863.19454781099
2025-02-0153860.60947601985
2025-03-0145017.75358972485
2025-04-0144892.33870571217
2025-05-0150736.0454663653
2025-06-0159110.56530777084
2025-07-0151250.54288393355
2025-08-0153097.30771614002
2025-09-0154619.77744678131
2025-10-0148771.36506345701
2025-11-0145140.82875782681
2025-12-0151035.58584977811
2026-01-0154634.39752832131
2026-02-0164995.99496509897
2026-03-0165247.740016020136
2026-04-0179437.0065224854
Annual Return Matrix
YearAnnual Return
20170.7290484427315673
2018-0.3117555519153815
20190.9419358741985484
20200.27639599820665683
20210.4357078946970798
2022-0.22987747995524976
20230.3706349100239368
2024-0.45918386197039074
2025-0.06691524192792142
20260.5565022954043504
Total Factor Risk
0.6925693226790492
VTI.US Exposure
-0.08607266253153086
VEA.US Exposure
0.22716977138462321
VWO.US Exposure
-0.044432596021434095
QQQ.US Exposure
0.1810212661682041
VTV.US Exposure
0.004124175209278081
IJR.US Exposure
0.09125189580613849
QUAL.US Exposure
-0.011153317769011179
SHV.US Exposure
0.4407722374802835
TLT.US Exposure
0.000787338883648059
LQD.US Exposure
0.07171890847013913
HYG.US Exposure
0.013594417174627687
GLD.US Exposure
0.0015264107779862145
USO.US Exposure
-0.0005289068699978528
VNQ.US Exposure
-0.008230554954495853
BTC-USD.CC Exposure
0.004470054408517629
CPER.US Exposure
0.033814786316705994
VIX.INDX Exposure
-0.019415605740039508
UUP.US Exposure
0.0013482036971184269
TIP.US Exposure
0.022990440822218794
Idiosyncratic Exposure
0.07524373728702002
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
69.3%

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
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%
Market Cap$35.5B
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
$178
Avg Yield on Cost
1.78%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$177.781.78%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 →
+20.2%
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 →
+41.5%
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 →
0.0% 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 →
1.37
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is STMicroelectronics NV a high-risk investment?

STMicroelectronics NV (0INB.LSE) has an annualized volatility of 69.3% and experienced a maximum drawdown of 58.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, 0INB.LSE has generated a Compound Annual Growth Rate (CAGR) of 22.0%. 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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