Alfa Laval AB

10-Year Study

0NNF.LSE · · GB · Common Stock

Executive Summary: Alfa Laval AB has compounded at 18.1% annually over the last 10 years, with a maximum drawdown of 31.7% and an annualized volatility of 24.8%.

1Y CAGR
+40.1%
3Y CAGR
+14.6%
5Y CAGR
+14.4%
10Y CAGR
+18.1%

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 →
31.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.65
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.14
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +64.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -14.3%
% 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.
202611.72.9-4.710.2————————20.6%
20257.0-6.5-7.4-5.83.8-3.37.21.9-2.07.2-2.74.62.3%
2024-5.11.29.313.71.6-3.92.3-2.45.1-3.7-1.30.116.3%
20235.95.57.42.74.70.30.9-2.2-3.0-3.79.22.833.8%
2022-15.2-0.75.1-12.8-5.5-6.023.1-5.6-2.8-1.78.83.5-14.3%
2021-2.818.60.710.88.5-2.718.5-1.9-6.511.6-4.13.964.4%
20202.3-11.8-19.311.0-1.07.71.64.3-7.2-9.419.94.4-3.9%
20197.7-1.55.65.7-11.64.4-10.5-1.08.415.24.90.427.3%
20186.1-2.9-4.215.01.5-3.614.71.5-2.4-3.1-16.4-2.8-0.8%
20177.4-0.23.510.2-3.5-1.95.3-0.510.37.6-6.8-1.931.5%
2016———-2.2-0.63.62.6-0.70.9-3.56.410.016.9%

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 24.8%. The dominant macroeconomic risk driver is VEA.US, accounting for 27.8% of variance. Idiosyncratic stock-specific factors contribute 31.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019783.069466356847
2016-05-019725.353174757272
2016-06-0110071.65092435472
2016-07-0110331.37875198792
2016-08-0110264.04458360012
2016-09-0110360.241413222819
2016-10-019994.698879178695
2016-11-0110629.587117644243
2016-12-0111687.734181753489
2017-01-0112553.496617487555
2017-02-0112524.633956252657
2017-03-0112957.519689554803
2017-04-0114278.92565155471
2017-05-0113776.34869273638
2017-06-0113520.142904490418
2017-07-0114239.505903028323
2017-08-0114170.528116259811
2017-09-0115628.96850303392
2017-10-0116821.341391277805
2017-11-0115678.231900104125
2017-12-0115372.753683917737
2018-01-0116302.996533048921
2018-02-0115833.93313363069
2018-03-0115161.873833324453
2018-04-0117441.391909965834
2018-05-0117694.572356686862
2018-06-0117063.630608509065
2018-07-0119567.312945842776
2018-08-0119868.718239558282
2018-09-0119394.50724411255
2018-10-0118783.65015131223
2018-11-0115699.26479685509
2018-12-0115257.194668535454
2019-01-0116432.679829461045
2019-02-0116183.51811998956
2019-03-0117083.724294756765
2019-04-0118061.46952126454
2019-05-0115973.342677273724
2019-06-0116678.292406934626
2019-07-0114925.174724761653
2019-08-0114771.026800913563
2019-09-0116018.560244483717
2019-10-0118451.964349736703
2019-11-0119348.052447681912
2019-12-0119426.151413376345
2020-01-0119865.97285501028
2020-02-0117522.99485330706
2020-03-0114142.12602940632
2020-04-0115697.946289802432
2020-05-0115541.748358413564
2020-06-0116731.728066048174
2020-07-0117000.96540002691
2020-08-0117724.41035190592
2020-09-0116450.1635942141
2020-10-0114902.561425721544
2020-11-0117868.281145439454
2020-12-0118661.59794023912
2021-01-0118143.677532910748
2021-02-0121518.387303318934
2021-03-0121674.585234707803
2021-04-0124015.251333633758
2021-05-0126062.576705953958
2021-06-0125359.198347711983
2021-07-0130048.369340918056
2021-08-0129491.534913795826
2021-09-0127586.554117941356
2021-10-0130785.243196819687
2021-11-0129533.402028152832
2021-12-0130672.194763359592
2022-01-0126003.95732733202
2022-02-0125823.926929422843
2022-03-0127138.577800495437
2022-04-0123666.93969997643
2022-05-0122374.694417928804
2022-06-0121026.81897530328
2022-07-0125883.440364196933
2022-08-0124441.42713035971
2022-09-0123761.07749118813
2022-10-0123350.290297323336
2022-11-0125408.47077565241
2022-12-0126298.499159677525
2023-01-0127856.044316286363
2023-02-0129375.07281139118
2023-03-0131535.943315033775
2023-04-0132383.562732488463
2023-05-0133896.45023584118
2023-06-0133987.74330293242
2023-07-0134279.01596025695
2023-08-0133539.96566463141
2023-09-0132540.067713464938
2023-10-0131335.846323487578
2023-11-0134218.1478949493
2023-12-0135187.611813461954
2024-01-0133405.19798828335
2024-02-0133805.14813787972
2024-03-0136948.297364882375
2024-04-0142027.7283839348
2024-05-0142686.069792371265
2024-06-0141011.50261940391
2024-07-0141934.945223256655
2024-08-0140923.13555426514
2024-09-0143008.60732241019
2024-10-0141431.248436530586
2024-11-0140887.788728209634
2024-12-0140931.967745343914
2025-01-0143795.087748450525
2025-02-0140949.641158371654
2025-03-0137909.78702498751
2025-04-0135717.091734676644
2025-05-0137067.20683311764
2025-06-0135848.04838379031
2025-07-0138444.4145422297
2025-08-0139166.88416012455
2025-09-0138385.713885775745
2025-10-0141140.12930399986
2025-11-0140047.3940069339
2025-12-0141871.629792118394
2026-01-0146770.87688846784
2026-02-0148107.44568157332
2026-03-0145845.21269054007
2026-04-0150509.657161073694
Annual Return Matrix
YearAnnual Return
20170.315289468844798
2018-0.0075171317877275046
20190.2732453006867921
2020-0.03935691928205465
20210.6435995921454609
2022-0.14259480410273073
20230.33800836313175475
20240.16324938340044715
20250.022956679058787177
20260.2062978539846867
Total Factor Risk
0.24776000499046769
VTI.US Exposure
0.005001574660537175
VEA.US Exposure
0.2784867452543775
VWO.US Exposure
-0.07520737174368003
QQQ.US Exposure
-0.015068327349877916
VTV.US Exposure
-0.10413908020968134
IJR.US Exposure
0.07614822966388342
QUAL.US Exposure
0.1427802981843669
SHV.US Exposure
0.15855994373705648
TLT.US Exposure
-0.020811992838248694
LQD.US Exposure
0.09282125909673614
HYG.US Exposure
-0.031141993912633063
GLD.US Exposure
0.0017108737699890418
USO.US Exposure
-0.002367104492672665
VNQ.US Exposure
0.08228705532275596
BTC-USD.CC Exposure
-0.0030687261398587894
CPER.US Exposure
0.05631332121334558
VIX.INDX Exposure
-0.006863685263528457
UUP.US Exposure
0.03933679248584114
TIP.US Exposure
0.005928146423175603
Idiosyncratic Exposure
0.3192940421381161
Value Score
49.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
36.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
24.8%

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 →0.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.05%
Market Cap$124.1B
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
$0
Avg Yield on Cost
0.00%

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 →
+7.0%
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 →
+19.7%
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 →
0.1% 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 →
0.86
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Alfa Laval AB a high-risk investment?

Alfa Laval AB (0NNF.LSE) has an annualized volatility of 24.8% and experienced a maximum drawdown of 31.7% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, 0NNF.LSE has generated a Compound Annual Growth Rate (CAGR) of 18.1%. 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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