L’Oreal SA

10-Year Study

0NZM.LSE · · GB · Common Stock

Executive Summary: L’Oreal SA has compounded at 9.2% annually over the last 10 years, with a maximum drawdown of 26.8% and an annualized volatility of 41.4%.

1Y CAGR
-6.5%
3Y CAGR
-3.1%
5Y CAGR
+0.0%
10Y CAGR
+9.2%

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 →
26.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.40
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.66
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
18.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +35.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -23.4%
% 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.
20265.63.2-12.30.2————————-4.3%
20254.8-1.4-2.212.2-1.9-2.47.32.4-7.6-1.43.5-2.79.2%
2024-1.4-1.0-0.31.42.3-8.8-2.0-0.81.1-14.6-4.43.7-23.4%
202311.8-0.49.66.1-7.97.8-0.7-4.3-3.00.58.84.735.7%
2022-10.4-5.32.4-2.8-5.7-0.612.8-6.9-4.0-3.611.9-5.1-18.4%
2021-7.43.98.26.08.51.02.92.6-8.99.41.05.235.1%
2020-4.4-5.40.59.5-0.69.60.2-1.80.3-0.811.02.220.3%
20194.85.87.54.4-1.94.0-3.12.43.52.4-1.42.034.3%
2018-1.4-2.93.510.43.12.8-0.6-1.80.9-4.24.2-3.79.9%
2017-1.33.22.43.94.2-4.3-4.01.60.86.6-2.7-0.39.7%
2016———2.76.11.6-0.7-0.1-1.0-2.8-1.16.411.2%

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 41.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 70.0% of variance. Idiosyncratic stock-specific factors contribute 8.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110271.99738442619
2016-05-0110894.30332482529
2016-06-0111072.102899051484
2016-07-0110991.280182198496
2016-08-0110975.118611070864
2016-09-0110861.97275196261
2016-10-0110562.942817760639
2016-11-0110449.8043892598
2016-12-0111120.595043041794
2017-01-0110975.118611070864
2017-02-0111330.717759523252
2017-03-0111597.417120862545
2017-04-0112053.87933436619
2017-05-0112555.779712212576
2017-06-0112012.736061109317
2017-07-0111527.29447868716
2017-08-0111708.304075316637
2017-09-0111807.0419866472
2017-10-0112580.464190045217
2017-11-0112234.888930995667
2017-12-0112201.978770754617
2018-01-0112034.12877985711
2018-02-0111681.977433245283
2018-03-0112095.015177015644
2018-04-0113355.699461652495
2018-05-0113774.84516471799
2018-06-0114167.166375015328
2018-07-0114086.692896710843
2018-08-0113838.555192694228
2018-09-0113959.272840758367
2018-10-0113370.791025312365
2018-11-0113935.799551934373
2018-12-0113416.058285684565
2019-01-0114059.86840394268
2019-02-0114881.39635974543
2019-03-0116004.711005101113
2019-04-0116704.46616658679
2019-05-0116387.61763580364
2019-06-0117038.35308017254
2019-07-0116513.677890599167
2019-08-0116908.88960718094
2019-09-0117494.889599750335
2019-10-0117910.54291733078
2019-11-0117658.42240773972
2019-12-0118019.564789323704
2020-01-0117225.73813796409
2020-02-0116292.223497809828
2020-03-0116367.176034804967
2020-04-0117913.94613552685
2020-05-0117798.110396534365
2020-06-0119511.823954049127
2020-07-0119551.094714237417
2020-08-0119202.4654755403
2020-09-0119257.689749848603
2020-10-0119112.71859918189
2020-11-0121218.322391763915
2020-12-0121684.31807458101
2021-01-0120086.128170547305
2021-02-0120866.237920618823
2021-03-0122567.98820019543
2021-04-0123917.906649279044
2021-05-0125950.504724008664
2021-06-0126208.941249902477
2021-07-0126972.042339601052
2021-08-0127661.795903506136
2021-09-0125194.395835887608
2021-10-0127565.755302667218
2021-11-0127848.63852695639
2021-12-0129298.000795074993
2022-01-0126252.603499073037
2022-02-0124859.119398715247
2022-03-0125456.324747266466
2022-04-0124742.243374684665
2022-05-0123337.561348952473
2022-06-0123186.994950902263
2022-07-0126146.925400416858
2022-08-0124340.143485029184
2022-09-0123367.67760080548
2022-10-0122533.369000248927
2022-11-0125208.112737175707
2022-12-0123918.56797333898
2023-01-0126747.415077445505
2023-02-0126628.733415813076
2023-03-0129190.10837540915
2023-04-0130984.31027244322
2023-05-0128532.365868247904
2023-06-0130750.796003819338
2023-07-0130535.241513317505
2023-08-0129223.93993096966
2023-09-0128332.980379481123
2023-10-0128483.866293650175
2023-11-0131002.277481172696
2023-12-0132460.86856370074
2024-01-0131993.83259584555
2024-02-0131684.867939529715
2024-03-0131595.054187704576
2024-04-0132029.454927793075
2024-05-0132773.645121620466
2024-06-0129884.431762874457
2024-07-0129298.92962100187
2024-08-0129069.100933655824
2024-09-0129401.070750528503
2024-10-0125103.727564209737
2024-11-0123987.434842861232
2024-12-0124872.078378047012
2025-01-0126057.676374755254
2025-02-0125694.698633139764
2025-03-0125121.962274806156
2025-04-0128193.582184375664
2025-05-0127649.290191226686
2025-06-0126980.535523876402
2025-07-0128938.500577729727
2025-08-0129622.116459910016
2025-09-0127381.788324286572
2025-10-0126993.539086852656
2025-11-0127927.937969289305
2025-12-0127171.873664812734
2026-01-0128698.86348859588
2026-02-0129609.112896933762
2026-03-0125955.11170060597
2026-04-0126007.12595251099
Annual Return Matrix
YearAnnual Return
20170.09724153460560081
20180.09949857623419422
20190.34313405663653485
20200.2033763483249389
20210.3511146946981454
2022-0.18361091800640195
20230.35714097097633535
2024-0.23378272120974197
20250.09246494208524214
2026-0.04286593286388185
Total Factor Risk
0.4143475693876295
VTI.US Exposure
-0.04769903087998055
VEA.US Exposure
0.12088677587917808
VWO.US Exposure
0.013235947623273774
QQQ.US Exposure
0.01703832404812396
VTV.US Exposure
-0.012580488989392322
IJR.US Exposure
0.011463932214461845
QUAL.US Exposure
0.06947076782662513
SHV.US Exposure
0.700201464485494
TLT.US Exposure
-0.01722522521684906
LQD.US Exposure
0.06179242381246912
HYG.US Exposure
-0.006264363051101913
GLD.US Exposure
-0.0026465296027489353
USO.US Exposure
0.010224032768245817
VNQ.US Exposure
0.0015524468002602037
BTC-USD.CC Exposure
0.0006964324758353241
CPER.US Exposure
-0.005144521185211979
VIX.INDX Exposure
0.002494566614408497
UUP.US Exposure
-0.005799812335300223
TIP.US Exposure
0.007238706585730153
Idiosyncratic Exposure
0.08106415012647913
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
25
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
41.4%

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 →2.08%
Market Cap$207.1B
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 →
-5.4%
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 →
-6.6%
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 →
13.9% 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 →
0.88
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is L’Oreal SA a high-risk investment?

L’Oreal SA (0NZM.LSE) has an annualized volatility of 41.4% and experienced a maximum drawdown of 26.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, 0NZM.LSE has generated a Compound Annual Growth Rate (CAGR) of 9.2%. 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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