ASSA ABLOY AB ser. B

10-Year Study

0R87.LSE · · GB · Common Stock

Executive Summary: ASSA ABLOY AB ser. B has compounded at 9.6% annually over the last 10 years, with a maximum drawdown of 23.9% and an annualized volatility of 21.7%.

1Y CAGR
+24.7%
3Y CAGR
+17.4%
5Y CAGR
+9.5%
10Y CAGR
+9.6%

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 →
23.9%
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 →
0.74
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
21.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +41.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -17.3%
% 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.
20260.85.2-12.010.0————————2.7%
20254.4-3.2-8.7-3.46.0-2.510.02.5-3.311.20.50.412.6%
2024-0.43.34.1-2.12.1-2.88.31.53.9-2.61.6-2.614.6%
20238.63.7-2.7-0.7-0.57.5-2.8-2.3-3.7-0.314.67.430.5%
2022-9.60.21.7-1.5-3.6-10.410.6-8.8-3.66.67.7-5.4-17.3%
20212.22.019.0-3.05.40.86.70.5-8.2-1.02.58.638.8%
20205.3-8.1-12.00.91.6-0.71.74.85.4-10.18.2-0.3-5.5%
20196.313.46.02.9-10.115.25.2-7.36.15.8-1.2-3.741.9%
20182.06.5-5.56.42.51.2-8.67.3-4.10.9-6.2-7.4-6.5%
2017-2.66.34.36.61.4-5.0-6.1-1.58.0-4.9-2.7-0.12.4%
2016———7.03.3-1.49.6-7.5-0.7-4.85.7-2.18.1%

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 21.7%. The dominant macroeconomic risk driver is VEA.US, accounting for 59.9% of variance. Idiosyncratic stock-specific factors contribute 23.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110703.678899901779
2016-05-0111053.05533232134
2016-06-0110894.246510105068
2016-07-0111942.38324850433
2016-08-0111045.115635324582
2016-09-0110965.711224216448
2016-10-0110441.646575587107
2016-11-0111037.175938327828
2016-12-0110806.902402000178
2017-01-0110521.05098669524
2017-02-0111188.04506354734
2017-03-0111672.411227192904
2017-04-0112444.250974789416
2017-05-0112613.611334345327
2017-06-0111984.544751019435
2017-07-0111250.63249694913
2017-08-0111081.272137393222
2017-09-0111968.41979938685
2017-10-0111379.67675685329
2017-11-0111073.205941006636
2017-12-0111065.139744620055
2018-01-0111284.504568860317
2018-02-0112023.261005446915
2018-03-0111358.707622704407
2018-04-0112083.697949221656
2018-05-0112389.156769949695
2018-06-0112533.671161115575
2018-07-0111454.713218442123
2018-08-0112293.902729410363
2018-09-0111791.372741613835
2018-10-0111903.049379408876
2018-11-0111165.676994969788
2018-12-0110344.547132184422
2019-01-0110991.598952287406
2019-02-0112467.980772092746
2019-03-0113213.568175729975
2019-04-0113600.261928148346
2019-05-0112228.710896806262
2019-06-0114083.058011131945
2019-07-0114818.123641991842
2019-08-0113738.920141679317
2019-09-0114580.90008036432
2019-10-0115426.213650028276
2019-11-0115239.106170193765
2019-12-0114681.132243950353
2020-01-0115456.283299104085
2020-02-0114210.026192814834
2020-03-0112511.035211477216
2020-04-0112626.082685954101
2020-05-0112821.963270530106
2020-06-0112735.846950620591
2020-07-0112955.368038812989
2020-08-0113573.421734083402
2020-09-0114302.921391790933
2020-10-0112857.427746524987
2020-11-0113917.425663005624
2020-12-0113874.840015477572
2021-01-0114183.171116468733
2021-02-0114469.35738309968
2021-03-0117215.36149060928
2021-04-0116701.186117808138
2021-05-0117597.553352977942
2021-06-0117731.486442241865
2021-07-0118916.33925648123
2021-08-0119009.06330922404
2021-09-0117453.306842872877
2021-10-0117285.025448700773
2021-11-0117725.637705747537
2021-12-0119258.125725511207
2022-01-0117400.45986248772
2022-02-0117431.593594666192
2022-03-0117725.637705747537
2022-04-0117456.365151650443
2022-05-0116828.43706283299
2022-06-0115077.216715778195
2022-07-0116667.96886626782
2022-08-0115202.808286454148
2022-09-0114658.600470280084
2022-10-0115631.886775604964
2022-11-0116836.495818078994
2022-12-0115928.505521326308
2023-01-0117290.487245885048
2023-02-0117938.04506354734
2023-03-0117448.857040807216
2023-04-0117326.35354347114
2023-05-0117248.14715599607
2023-06-0118538.55999047534
2023-07-0118015.998452242762
2023-08-0117596.526475578175
2023-09-0116945.984760544095
2023-10-0116889.10468196565
2023-11-0119357.301247135158
2023-12-0120782.272226686906
2024-01-0120688.945441557284
2024-02-0121370.91853439295
2024-03-0122246.71845700509
2024-04-0121788.485579069562
2024-05-0122248.444801619193
2024-06-0121629.126112450518
2024-07-0123425.51418281394
2024-08-0123787.68937702771
2024-09-0124718.486769652052
2024-10-0124070.192279072537
2024-11-0124443.960770306872
2024-12-0123812.32699348156
2025-01-0124852.881209631814
2025-02-0124067.9004077745
2025-03-0121964.885257612284
2025-04-0121214.803405065926
2025-05-0122484.00154775724
2025-06-0121912.12012977349
2025-07-0124096.325564782564
2025-08-0124705.0927166116
2025-09-0123882.333244039648
2025-10-0126557.237253326188
2025-11-0126695.09182367473
2025-12-0126810.429502634164
2026-01-0127033.663719975
2026-02-0128432.598148644225
2026-03-0125024.55576390749
2026-04-0127524.77899812483
Annual Return Matrix
YearAnnual Return
20170.02389559311390488
2018-0.06512277558771828
20190.4192145926111883
2020-0.05492030281281801
20210.3879890293530237
2022-0.17289430195037914
20230.3047220405493787
20240.14579997479311735
20250.125905482062854
20260.026644462947543524
Total Factor Risk
0.21726280321235095
VTI.US Exposure
0.32599883973258825
VEA.US Exposure
0.5986831058725901
VWO.US Exposure
-0.05469972547891514
QQQ.US Exposure
-0.08168521309627158
VTV.US Exposure
-0.03442927481018546
IJR.US Exposure
0.12920368662360782
QUAL.US Exposure
-0.15020013463460608
SHV.US Exposure
0.02888752023523744
TLT.US Exposure
0.0201446062280356
LQD.US Exposure
-0.017917506175695302
HYG.US Exposure
0.037117872341961046
GLD.US Exposure
-0.0078936110532525
USO.US Exposure
0.056057905642611976
VNQ.US Exposure
0.00813978594543615
BTC-USD.CC Exposure
0.0005195419653953781
CPER.US Exposure
-0.024790655223523122
VIX.INDX Exposure
-0.055901899412184514
UUP.US Exposure
-0.009372912977283437
TIP.US Exposure
-0.002392738143324029
Idiosyncratic Exposure
0.23453080641777746
Value Score
49.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
33.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
21.7%

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 →0.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.77%
Market Cap$256.8B
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 →
+2.2%
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 →
+7.1%
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 →
6.5% 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 →
0.82
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ASSA ABLOY AB ser. B a high-risk investment?

ASSA ABLOY AB ser. B (0R87.LSE) has an annualized volatility of 21.7% and experienced a maximum drawdown of 23.9% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of 0R87.LSE?

Over the past 10 years, 0R87.LSE has generated a Compound Annual Growth Rate (CAGR) of 9.6%. 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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