Boliden AB

10-Year Study

0YAL.LSE · · GB · Common Stock

Executive Summary: Boliden AB has compounded at 18.3% annually over the last 10 years, with a maximum drawdown of 40.4% and an annualized volatility of 37.5%.

1Y CAGR
+91.9%
3Y CAGR
+19.9%
5Y CAGR
+14.4%
10Y CAGR
+18.3%

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 →
40.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.65
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.16
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
35.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +65.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -29.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202621.814.5-33.014.0————————6.5%
20257.413.8-13.3-9.91.9-2.11.78.517.812.15.014.065.9%
2024-11.9-6.114.326.6-0.5-7.4-4.3-3.310.1-4.2-1.8-4.61.0%
202318.3-8.5-5.4-6.5-6.5-5.7-0.1-7.08.3-8.8-1.912.1-14.8%
20227.212.911.5-6.40.5-19.4-1.13.90.7-6.820.12.321.3%
2021-6.021.4-2.94.33.0-1.82.6-10.3-6.47.30.515.024.9%
2020-7.7-13.5-9.115.71.73.512.37.93.6-9.022.0-1.021.8%
201919.511.64.76.9-19.710.3-6.9-1.84.314.8-4.90.638.4%
20181.43.2-0.87.15.2-7.9-10.1-7.93.5-15.9-2.5-7.3-29.9%
20176.77.7-2.9-3.3-6.0-5.4—23.4-1.16.5-9.05.720.0%
2016———7.87.910.215.9-3.510.54.113.50.988.8%

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 37.5%. The dominant macroeconomic risk driver is CPER.US, accounting for 18.0% of variance. Idiosyncratic stock-specific factors contribute 27.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110777.519931214241
2016-05-0111633.301671475969
2016-06-0112817.1662787714
2016-07-0114859.963806445514
2016-08-0114339.737731780553
2016-09-0115838.709096556662
2016-10-0116494.469678894748
2016-11-0118719.653010052265
2016-12-0118884.414713310136
2017-01-0120140.857751227835
2017-02-0121687.445698414052
2017-03-0121048.19504904587
2017-04-0120364.00632036698
2017-05-0119146.075205164336
2017-06-0118115.62805270574
2017-08-0122362.13586988327
2017-09-0122126.6751898586
2017-10-0123566.134267283098
2017-11-0121447.854721593238
2017-12-0122663.782586578676
2018-01-0122989.55833959818
2018-02-0123721.554972337144
2018-03-0123528.500173314907
2018-04-0125208.57436109823
2018-05-0126511.778661108587
2018-06-0124425.88874533513
2018-07-0121952.594996826312
2018-08-0120213.289877058964
2018-09-0120913.63965805194
2018-10-0117594.88428416442
2018-11-0117153.223882343937
2018-12-0115898.063824902429
2019-01-0118993.468053786142
2019-02-0121195.45644843994
2019-03-0122196.552608952054
2019-04-0123723.434426192613
2019-05-0119055.1073877167
2019-06-0121025.247705265625
2019-07-0119573.093873655685
2019-08-0119214.489576346343
2019-09-0120033.53755981615
2019-10-0122990.97637065081
2019-11-0121870.866889650173
2019-12-0122003.689131579777
2020-01-0120310.244936728803
2020-02-0117567.525288220437
2020-03-0115961.301257320865
2020-04-0118464.159827855532
2020-05-0118776.025371501626
2020-06-0119436.445198726924
2020-07-0121821.280819666965
2020-08-0123536.53568261314
2020-09-0124385.756215702782
2020-10-0122197.351658195996
2020-11-0127086.272559073375
2020-12-0126811.09575536038
2021-01-0125215.090551411504
2021-02-0130599.32069560051
2021-03-0129718.768428776577
2021-04-0131009.806922692547
2021-05-0131928.85985801683
2021-06-0131369.041456025283
2021-07-0132179.22111830881
2021-08-0128852.250167687802
2021-09-0127014.887075209666
2021-10-0128981.876212641633
2021-11-0129129.767848059095
2021-12-0133493.48831137261
2022-01-0135896.49948905865
2022-02-0140527.12490827815
2022-03-0145197.07255367135
2022-04-0142314.94694763189
2022-05-0142542.54093157888
2022-06-0134278.96497238216
2022-07-0133895.342555787145
2022-08-0135222.0344018835
2022-09-0135460.82632946038
2022-10-0133061.742872705836
2022-11-0139695.944881358075
2022-12-0140620.88377097223
2023-01-0148066.05323693724
2023-02-0143971.1959628881
2023-03-0141601.75610766232
2023-04-0138879.38407933772
2023-05-0136368.62505008126
2023-06-0134293.67423099951
2023-07-0134264.07564632955
2023-08-0131853.209026780525
2023-09-0134485.153439963266
2023-10-0131457.375787232315
2023-11-0130853.46337203283
2023-12-0134588.838520025754
2024-01-0130485.101670575637
2024-02-0128630.350816380735
2024-03-0132719.614745722272
2024-04-0141426.764323239055
2024-05-0141234.891216760676
2024-06-0138196.804703361406
2024-07-0136547.1731663508
2024-08-0135338.23416869618
2024-09-0138918.86386451727
2024-10-0137295.848545280205
2024-11-0136621.21464488451
2024-12-0134944.33665407696
2025-01-0137521.55182115702
2025-02-0142705.95212907234
2025-03-0137005.44478907351
2025-04-0133323.72973678643
2025-05-0133966.27787106271
2025-06-0133241.91159589266
2025-07-0133791.061002345385
2025-08-0136671.318408744075
2025-09-0143196.81595757612
2025-10-0148402.37418913383
2025-11-0150846.54202999023
2025-12-0157963.44856148628
2026-01-0170592.6582004961
2026-02-0180806.06061970208
2026-03-0154149.777841801755
2026-04-0161754.35200482581
Annual Return Matrix
YearAnnual Return
20170.20013158631836037
2018-0.2985255764711958
20190.3840483579587606
20200.21848184615919686
20210.24923981537293982
20220.21279943711266203
2023-0.1484961598806226
20240.010277828029564562
20250.6587365539452494
20260.06540162011441097
Total Factor Risk
0.37493404103755396
VTI.US Exposure
-0.0714522946602242
VEA.US Exposure
0.15715247477940178
VWO.US Exposure
0.056556358304162946
QQQ.US Exposure
-0.013453589883578726
VTV.US Exposure
0.0852819740179918
IJR.US Exposure
0.004284295804687706
QUAL.US Exposure
0.03729794619123674
SHV.US Exposure
0.023203152158611993
TLT.US Exposure
0.12545485256198172
LQD.US Exposure
0.017936407103179886
HYG.US Exposure
0.03179496859722597
GLD.US Exposure
0.03076374804327556
USO.US Exposure
-0.00022421177062328923
VNQ.US Exposure
0.0033266403885752775
BTC-USD.CC Exposure
0.001904471975077094
CPER.US Exposure
0.18048887849348613
VIX.INDX Exposure
-0.002808618110080961
UUP.US Exposure
0.05986542244199245
TIP.US Exposure
-0.001962909282020592
Idiosyncratic Exposure
0.2745900328456407
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
37.5%

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 →0.1x
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$662.7M
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 →
-9.4%
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 →
+19.6%
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 →
24.1% 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 →
0.87
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Boliden AB a high-risk investment?

Boliden AB (0YAL.LSE) has an annualized volatility of 37.5% and experienced a maximum drawdown of 40.4% over the last 10 years. Its primary macro risk driver is CPER.US.

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

Over the past 10 years, 0YAL.LSE has generated a Compound Annual Growth Rate (CAGR) of 18.3%. It has had a positive return in 80% 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 Boliden AB

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

Start a Free Backtest