AB SKF B

10-Year Study

0NWX.LSE · · GB · Common Stock

Executive Summary: AB SKF B has compounded at 8.3% annually over the last 10 years, with a maximum drawdown of 37.3% and an annualized volatility of 35.7%.

1Y CAGR
+13.5%
3Y CAGR
+14.6%
5Y CAGR
+4.4%
10Y CAGR
+8.3%

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 →
37.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.30
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.51
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
26.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +46.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -24.0%
% 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.
2026-5.410.9-13.36.7————————-2.9%
20258.72.7-12.8-3.113.02.15.46.8-5.36.2-0.30.423.3%
20242.39.70.94.3-0.9-6.8-6.3-2.44.0-0.34.1-0.96.6%
202314.88.16.1-9.0-7.18.77.0-11.22.2-1.29.52.230.0%
2022-5.4-15.0-6.04.87.2-12.410.5-3.7-8.27.49.1-7.9-21.7%
20217.40.410.4-11.92.9-2.14.0-3.8-5.8-4.14.62.92.8%
2020-6.7-4.9-16.614.410.20.6-7.16.38.2-1.516.30.715.6%
201913.81.83.213.8-16.015.6-6.8-0.62.97.34.83.646.6%
20186.8-10.21.03.9-3.6-6.112.5-2.80.0-16.4-2.2-6.5-24.0%
20176.4-3.16.48.8-7.82.2—-12.611.410.1-2.4-4.012.8%
2016———5.1-1.0-9.21.87.51.63.48.40.518.2%

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 35.7%. The dominant macroeconomic risk driver is VEA.US, accounting for 40.6% of variance. Idiosyncratic stock-specific factors contribute 16.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110513.812001001472
2016-05-0110403.96637578504
2016-06-019443.654115301933
2016-07-019610.201992780558
2016-08-0110334.50587694719
2016-09-0110496.928907788571
2016-10-0110849.26755194189
2016-11-0111763.400715421072
2016-12-0111817.858283699275
2017-01-0112575.381572295611
2017-02-0112183.636253756727
2017-03-0112959.567869555081
2017-04-0114097.210164773232
2017-05-0112999.11843393962
2017-06-0113283.540998577408
2017-08-0111609.639862517903
2017-09-0112930.243087764266
2017-10-0114232.677802473563
2017-11-0113888.656000260919
2017-12-0113331.35084890303
2018-01-0114232.409207808814
2018-02-0112775.72441419983
2018-03-0112897.503316664473
2018-04-0113403.142365724252
2018-05-0112923.921520476028
2018-06-0112131.500110795298
2018-07-0113644.637747334915
2018-08-0113262.197315396324
2018-09-0113263.578659386472
2018-10-0111093.813401530797
2018-11-0110844.768591307316
2018-12-0110135.37171103435
2019-01-0111529.646615755188
2019-02-0111731.524284315126
2019-03-0112112.545001597178
2019-04-0113787.424589649703
2019-05-0111586.934020679872
2019-06-0113395.180452447712
2019-07-0112481.248734967092
2019-08-0112402.799907526694
2019-09-0112763.666432285845
2019-10-0113693.291752321185
2019-11-0114348.336583648532
2019-12-0114858.263554677718
2020-01-0113861.95960911802
2020-02-0113179.450973319916
2020-03-0110986.452276963308
2020-04-0112566.249353694087
2020-05-0113845.335517903275
2020-06-0113933.540087274081
2020-07-0112947.174144310158
2020-08-0113763.778666485045
2020-09-0114897.794933729063
2020-10-0114667.311933373172
2020-11-0117057.065814326263
2020-12-0117177.35785346818
2021-01-0118448.41495573464
2021-02-0118516.580444581727
2021-03-0120444.11168549867
2021-04-0118005.972394224063
2021-05-0118530.355513816798
2021-06-0118137.766040617265
2021-07-0118872.07507604586
2021-08-0118148.404307874716
2021-09-0117097.34542137227
2021-10-0116389.07088309129
2021-11-0117147.092990350735
2021-12-0117651.82073608368
2022-01-0116697.56144822406
2022-02-0114188.215792790728
2022-03-0113333.231011556285
2022-04-0113977.484092960614
2022-05-0114979.476489813067
2022-06-0113127.113384359925
2022-07-0114501.320430557245
2022-08-0113959.919920419237
2022-09-0112811.859989275397
2022-10-0113759.99915584534
2022-11-0115011.631108250365
2022-12-0113828.394868690782
2023-01-0115873.944686765859
2023-02-0117165.558873552345
2023-03-0118209.33692610673
2023-04-0116572.22366645147
2023-05-0115402.052638798692
2023-06-0116745.44803988247
2023-07-0117911.80118622915
2023-08-0115901.456454569608
2023-09-0116258.744914687619
2023-10-0116062.354251421872
2023-11-0117593.439767166798
2023-12-0117973.558773788613
2024-01-0118378.935271563594
2024-02-0120155.238123559302
2024-03-0120343.753207547892
2024-04-0121223.304807940425
2024-05-0121037.773043263885
2024-06-0119602.24007950402
2024-07-0118358.15755571181
2024-08-0117924.463506138825
2024-09-0118639.97091503487
2024-10-0118574.999784165
2024-11-0119331.659732767494
2024-12-0119156.334565351477
2025-01-0120821.20900214204
2025-02-0121390.034946084415
2025-03-0118658.053091572554
2025-04-0118072.583871082235
2025-05-0120422.787187650785
2025-06-0120861.766796519398
2025-07-0121981.59550986462
2025-08-0123473.25516589078
2025-09-0122220.740688158712
2025-10-0123602.756164967006
2025-11-0123540.403832078453
2025-12-0123626.737831462604
2026-01-0122360.505840495058
2026-02-0124787.450489849518
2026-03-0121497.16584665355
2026-04-0122931.26950309028
Annual Return Matrix
YearAnnual Return
20170.1280682615132862
2018-0.23973408052130463
20190.4659811182358091
20200.15608111205298658
20210.027621412248782118
2022-0.2166023508032282
20230.2997574154092897
20240.06580643301913813
20250.233364230033696
2026-0.029435647584246882
Total Factor Risk
0.35705446268967195
VTI.US Exposure
-0.0007746334298104933
VEA.US Exposure
0.4061448790728785
VWO.US Exposure
-0.01315681578469452
QQQ.US Exposure
-0.048288586025551854
VTV.US Exposure
-0.0031344646774200163
IJR.US Exposure
0.06055144961044844
QUAL.US Exposure
0.015174063844861117
SHV.US Exposure
0.3390209525053093
TLT.US Exposure
-0.00737534051015394
LQD.US Exposure
0.029133617303157975
HYG.US Exposure
-0.017239369993754507
GLD.US Exposure
-0.006043107957532777
USO.US Exposure
0.007932468955473613
VNQ.US Exposure
-0.038842951448812946
BTC-USD.CC Exposure
0.005653836671551381
CPER.US Exposure
0.018833260629105942
VIX.INDX Exposure
-0.009117861833456798
UUP.US Exposure
0.08098030030159392
TIP.US Exposure
0.014312163450819773
Idiosyncratic Exposure
0.16623613931598782
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
56.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
35.7%

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 →4.69%
Market Cap$87.3B
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 →
+0.3%
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 →
-0.0%
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 →
9.2% 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 →
0.79
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is AB SKF B a high-risk investment?

AB SKF B (0NWX.LSE) has an annualized volatility of 35.7% and experienced a maximum drawdown of 37.3% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, 0NWX.LSE has generated a Compound Annual Growth Rate (CAGR) of 8.3%. 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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