Abeo SAS

10-Year Study

ABEO.PA · Consumer Cyclical · FR · Common Stock

Executive Summary: Abeo SAS has compounded at -7.6% annually over the last 10 years, with a maximum drawdown of 84.5% and an annualized volatility of 68.7%.

1Y CAGR
-4.5%
3Y CAGR
-22.7%
5Y CAGR
-5.2%
10Y CAGR
-7.6%

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 →
84.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.05
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.09
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
46.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +70.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · -46.2%
% 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.
2026-2.00.5-9.2-3.7————————-14.0%
20253.3-14.7-0.40.9-10.319.1-5.40.91.1-8.6-1.67.9-11.5%
20240.7-4.8-26.53.917.4-14.4-2.3-3.07.6-2.8-11.214.2-26.0%
202311.1-7.3-7.9-4.85.7-4.01.6-0.9-6.56.7-5.1-8.5-20.0%
2022-3.1-6.25.3-0.91.513.33.1-9.81.7-8.119.6-5.17.6%
2021-16.913.97.83.6-13.668.5-12.6-2.4-7.22.0-16.940.244.9%
202016.9-16.2-42.7-10.5-5.7-3.8-18.210.25.5-9.629.941.3-28.1%
2019-3.1-5.23.42.3-9.42.9-3.4-7.3-2.0-4.4-7.9-23.2-46.2%
2018-6.7-2.1-5.6-0.63.7-3.32.30.0-3.0-17.113.4-3.3-22.4%
2017-4.614.02.9-4.913.9-0.312.4-0.8-0.512.62.110.470.0%
2016——————————2.129.732.5%

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 68.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 68.3% of variance. Idiosyncratic stock-specific factors contribute 10.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-10-0110000
2016-11-0110210.500595583519
2016-12-0113247.365688280748
2017-01-0112631.5628722397
2017-02-0114394.734430835955
2017-03-0114815.796707492134
2017-04-0114094.743593659325
2017-05-0116052.655691640452
2017-06-0115999.999999999998
2017-07-0117983.62908890993
2017-08-0117834.15289697932
2017-09-0117748.75538315873
2017-10-0119985.339482605905
2017-11-0120396.383739042787
2017-12-0122526.251488958802
2018-01-0121026.175132097374
2018-02-0120590.391252557958
2018-03-0119446.443297394704
2018-04-0119337.527870254424
2018-05-0120045.630860389116
2018-06-0119392.016126569135
2018-07-0119835.130264805597
2018-08-0119835.130264805597
2018-09-0119230.75043523411
2018-10-0115934.027671726582
2018-11-0118076.906630829846
2018-12-0117472.526801258362
2019-01-0116923.062826425583
2019-02-0116043.920466693138
2019-03-0116593.384441525915
2019-04-0116978.039766653434
2019-05-0115384.624782382945
2019-06-0115824.195962249169
2019-07-0115285.849546440244
2019-08-0114174.154729543998
2019-09-0113896.21575394765
2019-10-0113284.750007635686
2019-11-0112228.642985858709
2019-12-019393.848691243395
2020-01-0110977.978681164288
2020-02-019199.291408325951
2020-03-015269.417549861031
2020-04-014713.600684157478
2020-05-014446.779267584985
2020-06-014280.015882227177
2020-07-013501.847836046547
2020-08-013857.6097248098718
2020-09-014068.782260773953
2020-10-013679.7287804282096
2020-11-014780.306038300601
2020-12-016753.550594056381
2021-01-015614.061879600502
2021-02-016392.22992578113
2021-03-016892.520081854556
2021-04-017142.665159891269
2021-05-016169.939830793195
2021-06-0110394.367917901103
2021-07-019088.115818087414
2021-08-018865.764637610337
2021-09-018226.56607922788
2021-10-018393.329464585688
2021-11-016975.9017745334595
2021-12-019782.963257078281
2022-01-019477.230383922299
2022-02-018893.55853516997
2022-03-019366.054793683761
2022-04-019282.673101004855
2022-05-019421.64258880303
2022-06-0110672.306893497449
2022-07-0111004.123270517088
2022-08-019926.391985583825
2022-09-0110096.515072844448
2022-10-019274.060047035828
2022-11-0111089.154271402827
2022-12-0110521.975504718854
2023-01-0111684.737790537858
2023-02-0110833.939097767327
2023-03-019983.079319507651
2023-04-019500.931553709417
2023-05-0110039.82773892062
2023-06-019642.772059497267
2023-07-019800.80021990776
2023-08-019714.058825326045
2023-09-019078.036712378975
2023-10-019685.165388961852
2023-11-019193.671543324883
2023-12-018413.060077578572
2024-01-018470.908035796096
2024-02-018066.155584740845
2024-03-015926.758498518677
2024-04-016158.028160410495
2024-05-017227.75724626615
2024-06-016186.921596774686
2024-07-016046.4860572371035
2024-08-015863.596102745792
2024-09-016311.963593048472
2024-10-016134.937845514798
2024-11-015450.658196145506
2024-12-016223.4507192816345
2025-01-016429.919672581777
2025-02-015486.087779847897
2025-03-015462.447695549922
2025-04-015509.66677865673
2025-05-014943.343208820744
2025-06-015887.236187043768
2025-07-015570.996609755352
2025-08-015619.865001068995
2025-09-015680.950490211051
2025-10-015192.266577074615
2025-11-015106.74689227574
2025-12-015509.9111206132975
2026-01-015399.9572401576
2026-02-015424.391435814423
2026-03-014923.490424849578
2026-04-014740.233957423414
Annual Return Matrix
YearAnnual Return
20170.700432525153782
2018-0.22434823166994788
2019-0.4623646139969374
2020-0.28106670481590823
20210.44856592407673745
20220.0755407363005145
2023-0.20042960812772137
2024-0.2602631311444462
2025-0.1146533701082636
2026-0.13968957871396892
Total Factor Risk
0.6874593344000667
VTI.US Exposure
0.0016019180637514916
VEA.US Exposure
-0.013941443571364731
VWO.US Exposure
0.04014023337224194
QQQ.US Exposure
0.00880170979179024
VTV.US Exposure
-0.00004224716784187183
IJR.US Exposure
-0.0022920032598718145
QUAL.US Exposure
0.018130361774659282
SHV.US Exposure
0.6828130103444017
TLT.US Exposure
0.006409230865085729
LQD.US Exposure
0.0017089899319767431
HYG.US Exposure
0.09336733808932991
GLD.US Exposure
-0.00024646301614047604
USO.US Exposure
-0.00003738600162835286
VNQ.US Exposure
0.015628080585544588
BTC-USD.CC Exposure
0.0008682517080264982
CPER.US Exposure
-0.00009001452146489295
VIX.INDX Exposure
0.017419806478013028
UUP.US Exposure
0.009786198886372697
TIP.US Exposure
0.01999933226929024
Idiosyncratic Exposure
0.09997509537782806
Value Score
46.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
45.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
68.7%

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 →8.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.78%
Market Cap$72.0M
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 →
-8.0%
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 →
-12.5%
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 →
21.2% 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 →
0.21
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Abeo SAS a high-risk investment?

Abeo SAS (ABEO.PA) has an annualized volatility of 68.7% and experienced a maximum drawdown of 84.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ABEO.PA has generated a Compound Annual Growth Rate (CAGR) of -7.6%. 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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