AB Science S.A

10-Year Study

AB.PA · Healthcare · FR · Common Stock

Executive Summary: AB Science S.A has compounded at -23.2% annually over the last 10 years, with a maximum drawdown of 95.9% and an annualized volatility of 83.0%.

1Y CAGR
+1.9%
3Y CAGR
-34.7%
5Y CAGR
-36.5%
10Y CAGR
-23.2%

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 →
95.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.03
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.05
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
74.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +265.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -75.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
30%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-8.6-3.7-10.5-1.3————————-22.3%
202576.2-12.1-1.66.4-17.923.71.9-19.25.4-2.9-3.129.574.1%
2024-4.9-39.323.4-24.21.7-42.8-7.32.5-6.01.8-21.010.1-75.2%
2023-10.714.3-21.412.5-35.21.1-4.1-3.0-39.1-2.917.631.2-49.9%
2022-25.417.4-3.24.0-3.9-19.5-8.721.1-16.821.4-4.1-19.1-40.9%
2021-17.4-3.2-5.04.3-28.2-12.646.4-2.0-8.11.3-7.0-1.2-39.0%
202050.2-12.7-1.623.94.4-0.1-1.84.935.9-27.711.095.0265.4%
20199.2-3.65.521.5-1.80.0-6.5-1.0-1.5-20.059.70.655.1%
20185.9-7.20.3-40.1-11.7-5.58.8-1.6-9.04.7-5.3-12.6-58.4%
2017-2.08.610.8-6.1-32.33.4-7.54.6-17.75.7-1.3-5.2-39.0%
2016———71.7-13.0-16.3-3.60.3-10.6-14.53.829.924.7%

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 83.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 39.3% of variance. Idiosyncratic stock-specific factors contribute 38.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0117174.111212397445
2016-05-0114940.747493163171
2016-06-0112506.836827711943
2016-07-0112060.164083865086
2016-08-0112096.627164995441
2016-09-0110811.303555150409
2016-10-019243.391066545124
2016-11-019598.906107566088
2016-12-0112470.373746581585
2017-01-0112215.132178669097
2017-02-0113263.445761166819
2017-03-0114694.621695533271
2017-04-0113792.160437556973
2017-05-019343.6645396536
2017-06-019662.71649954421
2017-07-018942.570647219689
2017-08-019352.780309936188
2017-09-017693.710118505012
2017-10-018131.26709206928
2017-11-018021.877848678214
2017-12-017602.552415679124
2018-01-018053.783044667274
2018-02-017470.373746581586
2018-03-017493.163172288058
2018-04-014488.605287146764
2018-05-013963.536918869644
2018-06-013744.758432087511
2018-07-014074.7493163172285
2018-08-014010.938924339107
2018-09-013648.131267092069
2018-10-013819.50774840474
2018-11-013617.137648131267
2018-12-013161.349134001823
2019-01-013453.0537830446665
2019-02-013327.2561531449405
2019-03-013511.394712853236
2019-04-014266.180492251595
2019-05-014188.696444849589
2019-06-014188.696444849589
2019-07-013915.223336371923
2019-08-013874.202370100273
2019-09-013814.9498632634454
2019-10-013053.783044667274
2019-11-014876.937101185049
2019-12-014904.284412032816
2020-01-017365.5423883318135
2020-02-016426.618049225159
2020-03-016326.344576116681
2020-04-017839.562443026435
2020-05-018185.961713764813
2020-06-018176.845943482223
2020-07-018030.993618960802
2020-08-018422.971741112124
2020-09-0111449.407474931631
2020-10-018277.119416590702
2020-11-019188.69644484959
2020-12-0117921.604375569736
2021-01-0114804.010938924337
2021-02-0114329.990884229717
2021-03-0113618.960802187783
2021-04-0114202.37010027347
2021-05-0110191.431175934364
2021-06-018906.107566089335
2021-07-0113035.551504102097
2021-08-0112771.194165907018
2021-09-0111741.112123974475
2021-10-0111896.080218778487
2021-11-0111066.545123062899
2021-12-0110938.924339106656
2022-01-018163.17228805834
2022-02-019580.674567000911
2022-03-019270.738377392889
2022-04-019644.484958979032
2022-05-019270.738377392889
2022-06-017465.81586144029
2022-07-016814.038286235187
2022-08-018249.772105742935
2022-09-016864.175022789426
2022-10-018331.814038286235
2022-11-017989.972652689153
2022-12-016463.081130355515
2023-01-015770.28258887876
2023-02-016595.259799453053
2023-03-015186.873290793073
2023-04-015834.092980856882
2023-05-013778.48678213309
2023-06-013819.50774840474
2023-07-013664.5396536007283
2023-08-013555.150410209663
2023-09-012164.9954421148586
2023-10-012101.1850501367367
2023-11-012470.3737465815857
2023-12-013240.6563354603463
2024-01-013081.130355515041
2024-02-011868.7329079307199
2024-03-012306.2898814949863
2024-04-011748.4047402005467
2024-05-011777.5752051048314
2024-06-011017.3199635369189
2024-07-01942.57064721969
2024-08-01966.2716499544212
2024-09-01907.9307201458522
2024-10-01924.3391066545123
2024-11-01730.1731996353691
2024-12-01804.0109389243391
2025-01-011416.5907019143117
2025-02-011245.2142206016408
2025-03-011225.1595259799453
2025-04-011303.5551504102093
2025-05-011070.1914311759342
2025-06-011323.609845031905
2025-07-011349.134001823154
2025-08-011090.2461257976297
2025-09-011148.5870556061986
2025-10-011115.7702825888787
2025-11-011081.130355515041
2025-12-011400.1823154056517
2026-01-011279.8541476754785
2026-02-011232.4521422060163
2026-03-011103.0082041932542
2026-04-011088.422971741112
Annual Return Matrix
YearAnnual Return
2017-0.39035087719298245
2018-0.5841726618705037
20190.5513264129181084
20202.654275092936803
2021-0.3896236012207528
2022-0.4091666666666667
2023-0.498589562764457
2024-0.7518987341772152
20250.7414965986394557
2026-0.22265625
Total Factor Risk
0.8295523827731345
VTI.US Exposure
0.1486010797745432
VEA.US Exposure
0.0007873306653892325
VWO.US Exposure
-0.013505802685367746
QQQ.US Exposure
-0.0008966527820208122
VTV.US Exposure
0.04901838197681268
IJR.US Exposure
-0.03596363885891205
QUAL.US Exposure
-0.02093775303618341
SHV.US Exposure
0.3926611999542378
TLT.US Exposure
0.022975974244804232
LQD.US Exposure
0.0006517289277561747
HYG.US Exposure
0.020399938833047693
GLD.US Exposure
0.002007936913313408
USO.US Exposure
0.00009556080949664574
VNQ.US Exposure
-0.009834167345464214
BTC-USD.CC Exposure
-0.0023484520019956974
CPER.US Exposure
0.02815533571087336
VIX.INDX Exposure
-0.006267490858559363
UUP.US Exposure
0.023218931235967567
TIP.US Exposure
0.015281902648023933
Idiosyncratic Exposure
0.38589865587423733
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
83.0%

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 →0.00%
Market Cap$78.2M
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 →
-5.4%
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 →
-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 →
26.6% 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 →
1.29
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is AB Science S.A a high-risk investment?

AB Science S.A (AB.PA) has an annualized volatility of 83.0% and experienced a maximum drawdown of 95.9% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of AB.PA?

Over the past 10 years, AB.PA has generated a Compound Annual Growth Rate (CAGR) of -23.2%. It has had a positive return in 30% 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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