Abeona Therapeutics Inc

10-Year Study

ABEO.US · Healthcare · US · Common Stock

Executive Summary: Abeona Therapeutics Inc has compounded at -23.1% annually over the last 10 years, with a maximum drawdown of 99.5% and an annualized volatility of 212.1%.

1Y CAGR
-14.9%
3Y CAGR
+20.9%
5Y CAGR
-33.9%
10Y CAGR
-23.1%

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 →
99.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.04
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.07
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
79.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +226.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -78.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-3.40.6-12.520.1————————2.1%
2025-0.5-5.4-9.237.8-4.9-9.012.17.2-22.7-8.95.43.9-5.4%
2024-18.869.55.1-42.95.8-3.215.616.310.91.4-0.3-12.811.2%
2023-18.2-9.123.18.90.730.4-15.129.5-5.0-9.325.74.462.7%
2022-24.31.122.1-34.4-18.523.6-23.8-8.1-16.551.0-18.1-18.1-63.4%
202121.726.7-22.3-5.9-6.8-5.5-21.88.2-15.2-27.5-15.2-51.1-78.5%
2020-33.641.9-31.813.339.1-11.9-2.2-17.5-56.64.951.4-3.1-52.0%
2019-4.93.44.84.6-29.4-12.1-45.8-40.546.84.942.2-3.0-54.2%
2018-3.8-9.23.621.61.4-9.6-9.76.6-16.9-32.8-4.7-12.9-55.0%
2017-5.217.4-7.413.0-5.319.632.055.629.75.3-3.6-8.4226.8%
2016———6.37.4-19.214.050.947.89.2-4.6-22.489.5%

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 212.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 83.3% of variance. Idiosyncratic stock-specific factors contribute 7.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110625
2016-05-0111406.25
2016-06-019218.75
2016-07-0110507.8125
2016-08-0115859.375
2016-09-0123437.5
2016-10-0125585.9375
2016-11-0124414.0625
2016-12-0118945.3125
2017-01-0117968.75
2017-02-0121093.75
2017-03-0119531.25
2017-04-0122070.3125
2017-05-0120898.4375
2017-06-0125000
2017-07-0133007.8125
2017-08-0151367.1875
2017-09-0166601.5625
2017-10-0170117.1875
2017-11-0167578.125
2017-12-0161914.0625
2018-01-0159570.3125
2018-02-0154101.5625
2018-03-0156054.6875
2018-04-0168164.0625
2018-05-0169140.625
2018-06-0162500
2018-07-0156445.3125
2018-08-0160156.25
2018-09-0150000
2018-10-0133593.75
2018-11-0132031.25
2018-12-0127890.625
2019-01-0126523.4375
2019-02-0127421.875
2019-03-0128750
2019-04-0130078.125
2019-05-0121250
2019-06-0118671.875
2019-07-0110117.1875
2019-08-016015.625
2019-09-018828.125
2019-10-019257.8125
2019-11-0113164.0625
2019-12-0112773.4375
2020-01-018476.5625
2020-02-0112031.25
2020-03-018203.125
2020-04-019296.875
2020-05-0112929.6875
2020-06-0111386.71875
2020-07-0111132.8125
2020-08-019179.6875
2020-09-013984.375
2020-10-014179.6875
2020-11-016328.125
2020-12-016132.8125
2021-01-017460.9375
2021-02-019453.125
2021-03-017343.75
2021-04-016914.0625
2021-05-016445.3125
2021-06-016093.75
2021-07-014765.625
2021-08-015156.25
2021-09-014375
2021-10-013173.046875
2021-11-012691.40625
2021-12-011316.40625
2022-01-01996.875
2022-02-011007.8125
2022-03-011230.46875
2022-04-01806.640625
2022-05-01657.4218749999999
2022-06-01812.5
2022-07-01618.75
2022-08-01568.75
2022-09-01475
2022-10-01717.1875
2022-11-01587.5
2022-12-01481.25
2023-01-01393.75
2023-02-01357.8125
2023-03-01440.625
2023-04-01479.6875
2023-05-01482.8125
2023-06-01629.6875
2023-07-01534.375
2023-08-01692.1875
2023-09-01657.8125
2023-10-01596.875
2023-11-01750
2023-12-01782.8125
2024-01-01635.9375
2024-02-011078.125
2024-03-011132.8125
2024-04-01646.875
2024-05-01684.375
2024-06-01662.5
2024-07-01765.625
2024-08-01890.625
2024-09-01987.5
2024-10-011001.5625
2024-11-01998.4375
2024-12-01870.3125
2025-01-01865.625
2025-02-01818.75
2025-03-01743.75
2025-04-011025
2025-05-01975
2025-06-01887.5
2025-07-01995.3125
2025-08-011067.1875
2025-09-01825
2025-10-01751.5624999999999
2025-11-01792.1875
2025-12-01823.4374999999999
2026-01-01795.3125
2026-02-01800
2026-03-01700.0000000000001
2026-04-01840.625
Annual Return Matrix
YearAnnual Return
20172.268041237113402
2018-0.5495268138801261
2019-0.5420168067226891
2020-0.5198776758409787
2021-0.7853503184713375
2022-0.6344213649851632
20230.6266233766233764
20240.11177644710578849
2025-0.05385996409335736
20260.020872865275142427
Total Factor Risk
2.120740366797069
VTI.US Exposure
0.06215843138995032
VEA.US Exposure
0.004120419710363166
VWO.US Exposure
-0.001012701677551609
QQQ.US Exposure
-0.009607741844711132
VTV.US Exposure
-0.0036866446835676693
IJR.US Exposure
0.003913980009979203
QUAL.US Exposure
-0.002001406450247175
SHV.US Exposure
0.8325547903740628
TLT.US Exposure
-0.00045025045952807886
LQD.US Exposure
0.0014019853153176632
HYG.US Exposure
0.02406284383480978
GLD.US Exposure
0.00022934070274010937
USO.US Exposure
-0.0003359618055190845
VNQ.US Exposure
0.004580044534036315
BTC-USD.CC Exposure
0.002024588981892848
CPER.US Exposure
0.0007089629652952116
VIX.INDX Exposure
0.0003391357752229052
UUP.US Exposure
0.007203397662873652
TIP.US Exposure
0.0009468723850356777
Idiosyncratic Exposure
0.0728499132795449
Value Score
48.1
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
212.1%

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 →4.8x
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$275.0M
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 →
+9.5%
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 →
-1.1%
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 →
25.6% 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 →
1.21
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Abeona Therapeutics Inc a high-risk investment?

Abeona Therapeutics Inc (ABEO.US) has an annualized volatility of 212.1% and experienced a maximum drawdown of 99.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ABEO.US has generated a Compound Annual Growth Rate (CAGR) of -23.1%. It has had a positive return in 40% 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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