Micron Technology Inc

10-Year Study

0R2T.LSE · · GB · Common Stock

Executive Summary: Micron Technology Inc has compounded at 32.0% annually over the last 10 years, with a maximum drawdown of 46.9% and an annualized volatility of 75.6%.

1Y CAGR
+459.2%
3Y CAGR
+92.4%
5Y CAGR
+41.7%
10Y CAGR
+32.0%

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 →
46.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.86
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.92
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
49.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +245.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -46.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
75%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202649.8-4.9-21.239.8————————56.8%
20259.8-0.0-7.2-11.524.030.8-12.910.339.835.25.323.6245.7%
20240.15.231.0-2.86.38.9-17.3-13.18.4-3.2-2.0-13.6-0.8%
202320.2-1.64.04.97.5-7.312.5-1.5-3.5-1.212.913.574.0%
2022-13.98.1-10.5-11.57.5-24.510.2-9.2-9.27.52.5-11.4-46.9%
20213.917.4-3.1-3.2-1.6-0.3-8.2-4.0-3.1-3.823.510.425.7%
2020-0.7-4.5-15.811.4-1.68.7-2.0-9.25.13.330.915.939.4%
201920.47.80.62.0-21.817.219.0-1.4-4.59.00.513.369.7%
2018——6.0-7.721.5-8.20.9-1.7-14.0-16.20.4-16.7-34.7%

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 75.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 35.5% of variance. Idiosyncratic stock-specific factors contribute 12.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-02-0110000
2018-03-0110599.011352775744
2018-04-019781.805599802525
2018-05-0111889.252944738291
2018-06-0110910.184163500226
2018-07-0111010.715619402465
2018-08-0110825.750399277607
2018-09-019314.867051632871
2018-10-017803.625039822271
2018-11-017838.6264428320965
2018-12-016526.654021996662
2019-01-017857.8888183281615
2019-02-018468.29303284309
2019-03-018517.577708811114
2019-04-018690.643717786155
2019-05-016795.377873796629
2019-06-017962.133503241691
2019-07-019475.10554220528
2019-08-019339.235117019458
2019-09-018923.437859323476
2019-10-019726.23375198584
2019-11-019777.691510841152
2019-12-0111074.515645141893
2020-01-0110994.238165664869
2020-02-0110494.028241638378
2020-03-018841.113884311819
2020-04-019849.086777740036
2020-05-019690.198552262644
2020-06-0110533.143733609575
2020-07-0110323.177511334843
2020-08-019376.283015563915
2020-09-019856.935193604806
2020-10-0110179.10000611839
2020-11-0113320.301868640305
2020-12-0115434.352853806377
2021-01-0116035.410702116753
2021-02-0118832.442650654775
2021-03-0118249.486793774435
2021-04-0117661.594030140448
2021-05-0117380.000464153625
2021-06-0117322.97286178138
2021-07-0115903.675463784413
2021-08-0115262.46832678947
2021-09-0114792.82924842979
2021-10-0114237.701511242012
2021-11-0117577.096972241503
2021-12-0119399.17422850283
2022-01-0116711.450458984644
2022-02-0118065.97732820514
2022-03-0116174.46690901112
2022-04-0114313.506237591802
2022-05-0115386.966988128215
2022-06-0111612.80726442621
2022-07-0112796.968654861694
2022-08-0111624.115734596955
2022-09-0110551.646584989694
2022-10-0111341.530567680984
2022-11-0111624.4322029786
2022-12-0110297.670159774338
2023-01-0112381.234690842039
2023-02-0112177.450150955417
2023-03-0112665.085731284587
2023-04-0113283.69702583015
2023-05-0114277.787506250252
2023-06-0113231.606330211549
2023-07-0114889.014538557452
2023-08-0114669.807439538716
2023-09-0114152.487125011341
2023-10-0113985.834875237615
2023-11-0115796.498171867648
2023-12-0117922.469466075647
2024-01-0117946.120203130504
2024-02-0118870.608737481038
2024-03-0124724.176707505154
2024-04-0124040.87927575156
2024-05-0125558.3662636266
2024-06-0127840.905015179935
2024-07-0123010.8379871767
2024-08-0119989.99959914005
2024-09-0121669.30741949572
2024-10-0120982.845303925686
2024-11-0120571.309820435843
2024-12-0117775.860213806038
2025-01-0119518.124144216752
2025-02-0119514.98055829242
2025-03-0118102.223506849434
2025-04-0116023.95454670124
2025-05-0119873.07508106865
2025-06-0125989.459493102047
2025-07-0122638.818855608137
2025-08-0124973.005247045767
2025-09-0134921.31541137725
2025-10-0147221.597490194756
2025-11-0149735.094866671876
2025-12-0161458.15971526285
2026-01-0192071.20116629147
2026-02-0187535.15436272763
2026-03-0168954.24078180348
2026-04-0196364.62221059494
Annual Return Matrix
YearAnnual Return
20190.6968136518065242
20200.3936819765636459
20210.25688290349787235
2022-0.469169664724998
20230.74043926325063
2024-0.008180192609456793
20252.4573944088247237
20260.5679711637487126
Total Factor Risk
0.755747143963798
VTI.US Exposure
-0.06475684318704941
VEA.US Exposure
0.05893140188549055
VWO.US Exposure
0.0033034638741590307
QQQ.US Exposure
0.3163522121943821
VTV.US Exposure
0.20000416322098136
IJR.US Exposure
0.012827221462936302
QUAL.US Exposure
-0.05415549959578377
SHV.US Exposure
0.3546117869563923
TLT.US Exposure
0.02073767107748378
LQD.US Exposure
-0.004344251679695068
HYG.US Exposure
-0.0017417349172065774
GLD.US Exposure
0.004913007346477503
USO.US Exposure
0.0038223240287341862
VNQ.US Exposure
-0.007363351478560474
BTC-USD.CC Exposure
0.0022879182446682894
CPER.US Exposure
0.0070166060548526405
VIX.INDX Exposure
-0.01501088802798897
UUP.US Exposure
0.030810819688102172
TIP.US Exposure
0.007029240508647153
Idiosyncratic Exposure
0.12472473234297701
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
8.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
75.6%

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 →0.73%
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
$32
Avg Yield on Cost
0.32%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$31.650.32%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 →
+12.9%
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 →
+78.1%
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 →
2.0% 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 →
1.54
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Micron Technology Inc a high-risk investment?

Micron Technology Inc (0R2T.LSE) has an annualized volatility of 75.6% and experienced a maximum drawdown of 46.9% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of 0R2T.LSE?

Over the past 10 years, 0R2T.LSE has generated a Compound Annual Growth Rate (CAGR) of 32.0%. It has had a positive return in 75% 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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