Essity AB Series B

10-Year Study

0RQD.LSE · · GB · Common Stock

Executive Summary: Essity AB Series B has compounded at 3.9% annually over the last 10 years, with a maximum drawdown of 24.7% and an annualized volatility of 23.0%.

1Y CAGR
-12.7%
3Y CAGR
-3.1%
5Y CAGR
-0.7%
10Y CAGR
+3.9%

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 →
24.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.07
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.13
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
20.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +42.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -10.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
33%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.89.9-15.51.8————————-6.2%
2025-4.25.1-1.2-2.60.9-6.5-7.25.3-4.46.9-0.41.2-8.1%
2024-2.8-0.58.67.6-1.40.711.02.82.4-5.1-0.2-1.722.0%
2023-0.83.87.34.7-7.1-0.3-8.6-2.6-8.58.73.2-4.8-6.8%
2022-11.2-6.7-5.316.3-1.84.2-3.3-8.1-7.16.09.57.6-3.9%
20210.9-5.111.4-0.34.9-1.4-1.1-1.6-1.70.36.12.114.3%
20201.4-6.05.44.6-2.4-2.7-4.24.00.9-10.83.7-3.2-10.2%
201914.53.34.27.6-1.22.50.76.6-6.34.9-0.10.342.1%
20180.9-3.20.8-0.30.4-1.2-0.67.8-6.4-5.811.6-6.9-4.6%
2017————————-1.615.3-2.3-4.55.8%

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 23.0%. The dominant macroeconomic risk driver is LQD.US, accounting for 17.6% of variance. Idiosyncratic stock-specific factors contribute 37.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-08-0110000
2017-09-019841.542282827137
2017-10-0111345.081512685776
2017-11-0111085.80392121611
2017-12-0110584.766507463592
2018-01-0110675.20381682863
2018-02-0110335.450110595666
2018-03-0110417.948802943076
2018-04-0110386.486484968034
2018-05-0110423.246832559229
2018-06-0110292.95912651616
2018-07-0110232.467201938078
2018-08-0111027.064897210921
2018-09-0110323.567467289022
2018-10-019720.608998110574
2018-11-0110851.342233049254
2018-12-0110102.173877623944
2019-01-0111567.941471099331
2019-02-0111948.871485982134
2019-03-0112452.055079282232
2019-04-0113403.149715125566
2019-05-0113246.192076327583
2019-06-0113574.372144162588
2019-07-0113674.253767191207
2019-08-0114582.700107365159
2019-09-0113664.742034274825
2019-10-0114330.619521132285
2019-11-0114316.349112622176
2019-12-0114354.401662558774
2020-01-0114554.16490861601
2020-02-0113679.012442784933
2020-03-0114416.230735650797
2020-04-0115082.108222508255
2020-05-0114720.634280330376
2020-06-0114325.860845538558
2020-07-0113721.818050044189
2020-08-0114272.919877274486
2020-09-0114401.960327140689
2020-10-0112843.221584049053
2020-11-0113320.336399598405
2020-12-0112896.774943859426
2021-01-0113018.489168254297
2021-02-0112356.364686469575
2021-03-0113766.769836851025
2021-04-0113729.593737200876
2021-05-0114406.825749884683
2021-06-0114200.921733551248
2021-07-0114042.699983763196
2021-08-0113811.676677489331
2021-09-0113572.169781904335
2021-10-0113617.745196799606
2021-11-0114441.900616155786
2021-12-0114739.775729855548
2022-01-0113089.470404914415
2022-02-0112209.958160735363
2022-03-0111565.407630848127
2022-04-0113449.843165963164
2022-05-0113203.150501683516
2022-06-0113755.617568783087
2022-07-0113297.90264322799
2022-08-0112220.672203660079
2022-09-0111349.351398696674
2022-10-0112029.965610562798
2022-11-0113175.519844576149
2022-12-0114171.594358581657
2023-01-0114055.577061048694
2023-02-0114586.458730708964
2023-03-0115653.801013199005
2023-04-0116384.738079011993
2023-05-0115216.66581456222
2023-06-0115169.275698112318
2023-07-0113867.100921565001
2023-08-0113508.8631035217
2023-09-0112359.07831139492
2023-10-0113437.5897167661
2023-11-0113869.039225083108
2023-12-0113207.729392603096
2024-01-0112833.586249169197
2024-02-0112770.50991990031
2024-03-0113875.078866480104
2024-04-0114922.695399254004
2024-05-0114710.20115095901
2024-06-0114814.661664907211
2024-07-0116445.949142286645
2024-08-0116899.349235662314
2024-09-0117297.79140146086
2024-10-0116418.661199714366
2024-11-0116385.906679393924
2024-12-0116107.532584567618
2025-01-0115435.649165939569
2025-02-0116216.701209669944
2025-03-0116023.30908300265
2025-04-0115604.197297948715
2025-05-0115748.01380072105
2025-06-0114717.061059931782
2025-07-0113659.679972043483
2025-08-0114386.251641237433
2025-09-0113754.005124986868
2025-10-0114700.155682291264
2025-11-0114639.495209581173
2025-12-0114808.38043785434
2026-01-0114688.840484362385
2026-02-0116150.023568647124
2026-03-0113652.26385423508
2026-04-0113896.793484153946
Annual Return Matrix
YearAnnual Return
2018-0.04559312947520955
20190.4209220546434471
2020-0.10154562711599058
20210.14290400460726316
2022-0.03854749093115695
2023-0.06801386926481479
20240.21955349824085135
2025-0.08065494450453448
2026-0.06155885564434316
Total Factor Risk
0.23040817362871108
VTI.US Exposure
0.1443246977734352
VEA.US Exposure
0.06770949615870639
VWO.US Exposure
0.011651779061001104
QQQ.US Exposure
-0.0015152038011405228
VTV.US Exposure
0.0679191866685916
IJR.US Exposure
0.0031193419443435034
QUAL.US Exposure
0.021706683820419913
SHV.US Exposure
0.0060698313914564605
TLT.US Exposure
0.00987474841235867
LQD.US Exposure
0.1760817593481297
HYG.US Exposure
0.0010150019764652884
GLD.US Exposure
0.022680097939591935
USO.US Exposure
0.08340470805217925
VNQ.US Exposure
0.028202118187386882
BTC-USD.CC Exposure
-0.0004544872926037812
CPER.US Exposure
-0.0074238442076697535
VIX.INDX Exposure
0.0008632375279722868
UUP.US Exposure
-0.011604161658552449
TIP.US Exposure
0.005918682504069619
Idiosyncratic Exposure
0.37045632619385865
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
41.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
23.0%

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 →3.48%
Market Cap$183.3B
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
$492
Avg Yield on Cost
4.92%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$491.64.92%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 →
-5.9%
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 →
-4.2%
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 →
14.0% 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 →
0.25
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Essity AB Series B a high-risk investment?

Essity AB Series B (0RQD.LSE) has an annualized volatility of 23.0% and experienced a maximum drawdown of 24.7% over the last 10 years. Its primary macro risk driver is LQD.US.

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

Over the past 10 years, 0RQD.LSE has generated a Compound Annual Growth Rate (CAGR) of 3.9%. It has had a positive return in 33% 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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