0P00000JQA.PA

10-Year Study

0P00000JQA.PA · Unknown · Unknown · Common Stock

Executive Summary: 0P00000JQA.PA has compounded at 5.8% annually over the last 10 years, with a maximum drawdown of 21.8% and an annualized volatility of 19.0%.

1Y CAGR
+1.8%
3Y CAGR
+0.8%
5Y CAGR
-0.9%
10Y CAGR
+5.8%

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 →
21.8%
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 →
0.65
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
23.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +33.6%
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 →
67%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.52.4-9.28.0————————3.0%
20256.6-1.3-9.3-1.44.4-0.8-2.2-1.02.52.9-2.4-0.1-3.0%
20242.85.32.1-2.01.0-0.3-2.60.7-0.8-5.22.3-1.02.1%
2023———————————10.210.2%
2022-11.5-3.01.8-1.8-3.2-5.611.8-1.5-8.84.15.5-0.7-14.3%
2021———————————33.633.6%
2020-2.4-7.2-8.07.08.10.90.43.50.9-4.78.50.45.8%
2019———————————21.921.9%
20181.4-2.3-1.25.14.4-1.62.7-1.0-0.2-7.8-0.7-1.5-3.3%

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 19.0%. The dominant macroeconomic risk driver is QUAL.US, accounting for 45.3% of variance. Idiosyncratic stock-specific factors contribute 11.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-12-0110000
2018-01-0110138.169257340242
2018-02-019906.642393689026
2018-03-019787.611445642535
2018-04-0110283.807123185363
2018-05-0110739.859030014472
2018-06-0110567.147458339168
2018-07-0110851.888157587638
2018-08-0110745.460486393127
2018-09-0110725.855389067825
2018-10-019885.636932269057
2018-11-019817.952667693602
2018-12-019667.646921532933
2019-12-0111786.864584792045
2020-01-0111500.256733417356
2020-02-0110676.842645754563
2020-03-019817.485879662047
2020-04-0110499.929981795267
2020-05-0111345.28310694114
2020-06-0111449.376837977874
2020-07-0111498.389581291138
2020-08-0111899.36050039677
2020-09-0112012.323204033048
2020-10-0111448.443261914765
2020-11-0112425.897399990665
2020-12-0112471.642627083042
2021-12-0116667.600242729775
2022-01-0114742.566400597487
2022-02-0114295.850254399478
2022-03-0114550.716519628439
2022-04-0114282.780189515943
2022-05-0113821.59361433973
2022-06-0113041.59081361154
2022-07-0114575.9230733324
2022-08-0114358.866638659387
2022-09-0113101.806469682118
2022-10-0113644.680950380432
2022-11-0114389.20786071045
2022-12-0114283.713765579052
2023-12-0115747.561032535126
2024-01-0116195.677542827802
2024-02-0117055.96788498343
2024-03-0117416.32824534379
2024-04-0117069.971525930076
2024-05-0117244.083461700044
2024-06-0117198.805022639222
2024-07-0116753.02245250432
2024-08-0116871.1198244877
2024-09-0116733.417355179015
2024-10-0115871.259860897168
2024-11-0116241.889557951734
2024-12-0116075.713018718201
2025-01-0117134.388274284647
2025-02-0116903.328198664985
2025-03-0115333.053260514402
2025-04-0115119.731130093825
2025-05-0115792.372683564394
2025-06-0115664.472762918358
2025-07-0115315.782103346872
2025-08-0115167.343509312423
2025-09-0115550.109695187415
2025-10-0115995.892265322318
2025-11-0115619.194323857537
2025-12-0115596.32171031135
2026-01-0115986.089716659666
2026-02-0116364.654810250666
2026-03-0114865.798440927978
2026-04-0116057.041497456006
Annual Return Matrix
YearAnnual Return
2018-0.033235307846706696
20190.2192071845879
20200.0580967090412261
20210.3364398532824313
2022-0.14302517713613572
20230.10248366013071908
20240.0208382736542565
2025-0.029820842649321944
20260.029540284927570992
Total Factor Risk
0.1904793698237996
VTI.US Exposure
0.09386568084908775
VEA.US Exposure
0.12666471543014474
VWO.US Exposure
-0.0058346745655197775
QQQ.US Exposure
-0.12983189386645205
VTV.US Exposure
-0.059497630754807865
IJR.US Exposure
0.0015535753499011662
QUAL.US Exposure
0.45278054567681325
SHV.US Exposure
0.3512216793218507
TLT.US Exposure
-0.008563432546979298
LQD.US Exposure
0.02362972823501718
HYG.US Exposure
-0.013226616157857347
GLD.US Exposure
-0.0009080373800054918
USO.US Exposure
0.014959762999848846
VNQ.US Exposure
-0.014198131369912355
BTC-USD.CC Exposure
0.015092402687999433
CPER.US Exposure
0.027098287141453587
VIX.INDX Exposure
-0.012711631696824037
UUP.US Exposure
0.023668996623356805
TIP.US Exposure
-0.000929322629782443
Idiosyncratic Exposure
0.1151659966526672
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
19.0%

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$0
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 →
+1.9%
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 →
+2.6%
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 →
2.5% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is 0P00000JQA.PA a high-risk investment?

0P00000JQA.PA (0P00000JQA.PA) has an annualized volatility of 19.0% and experienced a maximum drawdown of 21.8% over the last 10 years. Its primary macro risk driver is QUAL.US.

What is the 10-year return of 0P00000JQA.PA?

Over the past 10 years, 0P00000JQA.PA has generated a Compound Annual Growth Rate (CAGR) of 5.8%. It has had a positive return in 67% 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 0P00000JQA.PA

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

Start a Free Backtest