74SW

10-Year Study

74SW.PA · Technology · FR · Common Stock

Executive Summary: 74SW has compounded at 6.9% annually over the last 10 years, with a maximum drawdown of 65.7% and an annualized volatility of 107.5%.

1Y CAGR
-9.3%
3Y CAGR
+19.8%
5Y CAGR
+3.7%
10Y CAGR
+6.9%

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 →
65.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.26
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.43
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
35.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +117.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -45.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-12.0-6.8-10.615.5————————-15.4%
2025-1.47.46.89.312.65.2-7.75.4-6.4-2.78.47.050.4%
202412.5-12.51.2-4.9-2.06.9-17.97.03.516.8-2.21.54.5%
202332.71.8-6.20.9-0.90.314.9-0.8-2.5-1.35.310.061.3%
2022-35.16.3-9.43.6-2.36.96.710.5-19.5-7.13.22.8-36.8%
2021-10.718.3-5.611.92.3-7.00.41.1-4.9-0.42.9-3.90.8%
2020-5.647.0-9.9-3.51.017.911.2-2.0-2.15.816.914.9117.7%
20194.7-4.8-2.45.5-3.55.7-0.7-8.0-8.20.911.24.22.7%
2018-3.5-10.9-8.212.85.9-9.80.4-4.1-10.9-15.0-17.67.6-45.0%
2017-5.67.61.52.30.4-4.9-20.5-4.8-3.96.3-2.5-0.9-24.7%
2016———-2.75.91.520.59.45.2-1.03.46.057.4%

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 107.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 77.1% of variance. Idiosyncratic stock-specific factors contribute 4.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019726.988017429196
2016-05-0110303.365559186639
2016-06-0110455.019970951345
2016-07-0112602.805010893248
2016-08-0113785.913671023965
2016-09-0114500.89642338417
2016-10-0114362.00753449528
2016-11-0114855.834694989107
2016-12-0115740.62726942629
2017-01-0114866.160584604213
2017-02-0115997.810003631083
2017-03-0116234.454429920117
2017-04-0116615.09395424837
2017-05-0116687.091503267973
2017-06-0115863.970588235297
2017-07-0112618.350580973132
2017-08-0112015.023602033405
2017-09-0111546.897694262892
2017-10-0112275.043119099493
2017-11-0111962.9970043573
2017-12-0111858.943809005084
2018-01-0111442.844498910676
2018-02-0110194.546568627451
2018-03-019362.347948438635
2018-04-0110558.61928104575
2018-05-0111182.768246187365
2018-06-0110090.493373275238
2018-07-0110131.116103848948
2018-08-019711.215504720407
2018-09-018650.82607116921
2018-10-017349.026416122004
2018-11-016057.666122004357
2018-12-016519.607843137255
2019-01-016824.10811546841
2019-02-016498.615649963689
2019-03-016341.174201161946
2019-04-016692.8785403050115
2019-05-016456.631263616558
2019-06-016824.10811546841
2019-07-016774.180737109658
2019-08-016234.397694262891
2019-09-015721.620824255629
2019-10-015775.5764342774155
2019-11-016423.327432824983
2019-12-016693.218954248367
2020-01-016315.359477124184
2020-02-019284.109477124184
2020-03-018366.523692810459
2020-04-018069.625998547568
2020-05-018150.58778140886
2020-06-019608.01334422658
2020-07-0110687.52269426289
2020-08-0110471.64351851852
2020-09-0110255.707607116921
2020-10-0110849.446259985478
2020-11-0112684.731299927382
2020-12-0114573.915214233844
2021-01-0113008.57843137255
2021-02-0115383.589778503994
2021-03-0114519.959604212057
2021-04-0116247.219952795935
2021-05-0116625.07942992012
2021-06-0115461.601307189543
2021-07-0115516.23774509804
2021-08-0115680.090323166305
2021-09-0114915.236928104578
2021-10-0114860.600490196079
2021-11-0115297.691993464054
2021-12-0114696.69117647059
2022-01-019533.746368917939
2022-02-0110134.690450254177
2022-03-019178.581154684098
2022-04-019506.399782135077
2022-05-019287.85403050109
2022-06-019927.49183006536
2022-07-0110596.802378358752
2022-08-0111712.225399419027
2022-09-019425.551470588236
2022-10-018756.297657952071
2022-11-019035.15341321714
2022-12-019286.151960784315
2023-01-0112325.708061002179
2023-02-0112548.84940087146
2023-03-0111767.996550472042
2023-04-0111879.53885257807
2023-05-0111767.996550472042
2023-06-0111801.01670297749
2023-07-0113559.82207697894
2023-08-0113446.350762527232
2023-09-0113105.936819172115
2023-10-0112935.729847494555
2023-11-0113616.557734204795
2023-12-0114978.213507625273
2024-01-0116850.49019607843
2024-02-0114751.27087872186
2024-03-0114921.47785039942
2024-04-0114183.914306463328
2024-05-0113900.23602033406
2024-06-0114864.742193173566
2024-07-0112198.166303558462
2024-08-0113049.20116194626
2024-09-0113503.086419753088
2024-10-0115772.51270878722
2024-11-0115432.098765432102
2024-12-0115659.041394335512
2025-01-0115432.098765432102
2025-02-0116566.811909949167
2025-03-0117701.52505446623
2025-04-0119346.85911401598
2025-05-0121786.49237472767
2025-06-0122921.205519244733
2025-07-0121162.400145243282
2025-08-0122297.11328976035
2025-09-0120878.72185911402
2025-10-0120311.365286855482
2025-11-0122013.435003631083
2025-12-0123545.297748729125
2026-01-0120708.514887436457
2026-02-0119290.123456790127
2026-03-0117247.639796659405
2026-04-0119914.21568627451
Annual Return Matrix
YearAnnual Return
2017-0.2466028445995141
2018-0.4502370575205362
20190.026629072681704447
20201.1774149798257212
20210.00842436369581967
2022-0.3681467583906608
20230.612962351992375
20240.045454545454545636
20250.5036231884057971
2026-0.1542168674698795
Total Factor Risk
1.0746396391692108
VTI.US Exposure
0.07692603972911655
VEA.US Exposure
0.045831721372554673
VWO.US Exposure
-0.006881131557565451
QQQ.US Exposure
-0.007437447291292852
VTV.US Exposure
-0.0002567590324288919
IJR.US Exposure
0.008178888798682414
QUAL.US Exposure
-0.010501840631756168
SHV.US Exposure
0.7713831407923261
TLT.US Exposure
0.0023659070075487307
LQD.US Exposure
0.018653087876472435
HYG.US Exposure
0.04179376755082574
GLD.US Exposure
0.0019115256438901483
USO.US Exposure
0.0026405173040935422
VNQ.US Exposure
0.00719564070307298
BTC-USD.CC Exposure
-0.0009179144471588574
CPER.US Exposure
0.0047408975744128185
VIX.INDX Exposure
-0.0003140698577792197
UUP.US Exposure
0.0011088348495761123
TIP.US Exposure
0.0004281689192322233
Idiosyncratic Exposure
0.04315102469617702
Value Score
40.4
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
107.5%

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 →24.1x
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$955.4M
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 →
+10.5%
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 →
-3.7%
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 →
20.6% 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 →
0.61
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is 74SW a high-risk investment?

74SW (74SW.PA) has an annualized volatility of 107.5% and experienced a maximum drawdown of 65.7% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of 74SW.PA?

Over the past 10 years, 74SW.PA has generated a Compound Annual Growth Rate (CAGR) of 6.9%. It has had a positive return in 60% 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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