AbL Diagnostics SA

10-Year Study

ABLD.PA · Healthcare · FR · Common Stock

Executive Summary: AbL Diagnostics SA has compounded at -0.9% annually over the last 10 years, with a maximum drawdown of 98.4% and an annualized volatility of 517.6%.

1Y CAGR
-49.9%
3Y CAGR
-64.9%
5Y CAGR
+3.6%
10Y CAGR
-0.9%

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 →
98.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
76848.70
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1778112.99
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
2872.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +3795.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -98.1%
% 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.
20266.718.7-26.3-13.641.3-24.0——————-13.3%
202528.51779.9-90.81.8-1.8-0.9-8.4-6.1-2.2-0.4-30.8-3.223.1%
2024-3.3-3.10.7-94.8-0.7-7.9-1.40.74.3-1.4-0.7-13.4-96.1%
20230.30.99.5-2.2-16.9-83.3541.3-0.5-2.82.810.32.89.1%
20224.2-2.0-1.9-3.0-94.8112.3158.5191.2-5.68.915.63.70.4%
20213923.0-97.252.72583.1-96.73028.3-96.82549.8-95.21974.2-95.11898.83795.9%
2020-5.4-6.2-39.63.32.36.210.7-95.72232.5-2.727.9-97.7-98.1%
2019—-1.20.0-51.40.00.04777.8-6.2-1.3-14.2-0.84.21822.2%
2018—-18.4-10.8——33.0-0.835.0-0.6———28.8%
2017-26.420.8—-10.0-1.60.0—5.7—-9.9——-25.0%
2016———————2.2——44.9—48.0%

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 517.6%. The dominant macroeconomic risk driver is VTV.US, accounting for 16.7% of variance. Idiosyncratic stock-specific factors contribute 58.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-06-0110000
2016-08-0110217.726604254098
2016-11-0114802.539545894759
2017-01-0110888.482370242837
2017-02-0113158.649879837869
2017-04-0111848.344632160408
2017-05-0111661.465619283332
2017-06-0111661.465619283332
2017-08-0112323.61275512034
2017-10-0111106.208974496933
2018-02-019062.735392230712
2018-03-018085.297177086697
2018-06-0110750.744287815201
2018-07-0110662.14713583701
2018-08-0114393.629613687724
2018-09-0114305.03246170953
2019-02-0114127.120771907168
2019-03-0114127.120771907168
2019-04-016867.406477634489
2019-05-016867.406477634489
2019-06-016867.406477634489
2019-07-01334976.50443132874
2019-08-01314191.35075593134
2019-09-01310130.24914165906
2019-10-01265957.4532133421
2019-11-01263932.3893089052
2019-12-01274968.72624184814
2020-01-01260171.19276535988
2020-02-01243963.67580871243
2020-03-01147316.48226645307
2020-04-01152206.99558650077
2020-05-01155708.1320983718
2020-06-01165340.2871639846
2020-07-01183009.46847733733
2020-08-017817.614279063917
2020-09-01182348.13934701635
2020-10-01177402.1275797167
2020-11-01226818.09005318602
2020-12-015242.297069478819
2021-01-01210898.8612585582
2021-02-015819.792675490513
2021-03-018885.18239535134
2021-04-01238396.91883479722
2021-05-017774.4228793095335
2021-06-01243205.279127897
2021-07-017818.788335306145
2021-08-01207183.63976007368
2021-09-0110040.173607374727
2021-10-01208251.0954714808
2021-11-0110217.726604254098
2021-12-01204235.5036785991
2022-01-01212842.74363253504
2022-02-01208634.01560125058
2022-03-01204608.27098591792
2022-04-01198417.15648041817
2022-05-0110413.2142472829
2022-06-0122105.88615086624
2022-07-0157148.74995516338
2022-08-01166392.17156548725
2022-09-01157091.15997175433
2022-10-01171008.47658106516
2022-11-01197714.6413722302
2022-12-01204963.94816487934
2023-01-01205647.854326257
2023-02-01207591.17569521972
2023-03-01227399.55122576302
2023-04-01222488.8554082556
2023-05-01184822.37670508746
2023-06-0130920.04734746584
2023-07-01198289.12418975332
2023-08-01197356.5422935736
2023-09-01191786.66558445786
2023-10-01197170.1791644879
2023-11-01217457.7487584461
2023-12-01223585.401282103
2024-01-01216137.15663822202
2024-02-01209347.14875555973
2024-03-01210802.149467341
2024-04-0110875.210732092255
2024-05-0110804.189533340506
2024-06-019951.217762473547
2024-07-019809.17536497005
2024-08-019880.196563721798
2024-09-0110306.682449155278
2024-10-0110164.64005165178
2024-11-0110093.260159977042
2024-12-018742.781304924853
2025-01-0111230.675418773988
2025-02-01211129.11960923768
2025-03-0119369.417841385988
2025-04-0119724.882528067723
2025-05-0119369.417841385988
2025-06-0119190.071379891673
2025-07-0117575.953226442845
2025-08-0116499.87445747695
2025-09-0116141.181534488325
2025-10-0116069.4429498906
2025-11-0111119.480612647512
2025-12-0110760.787689658884
2026-01-0111478.173535636142
2026-02-0113630.331073567919
2026-03-0110043.401843681622
2026-04-018680.368736324832
2026-05-0112267.297966211127
2026-06-019326.015997704366
Annual Return Matrix
YearAnnual Return
2017-0.24970921779587096
20180.2880211865775282
201918.221817704913327
2020-0.9809349334336008
202137.959162552553295
20220.0035666888134524566
20230.09085233419803163
2024-0.9608973517287299
20250.23081972593747446
2026-0.1333333333333333
Total Factor Risk
5.176035872683685
VTI.US Exposure
0.010092630323222345
VEA.US Exposure
-0.0001456406820341259
VWO.US Exposure
0.043755682952179714
QQQ.US Exposure
-0.001555959886596176
VTV.US Exposure
0.16744874824171144
IJR.US Exposure
0.059900344215069026
QUAL.US Exposure
0.008504799282345663
SHV.US Exposure
0.014503402083879334
TLT.US Exposure
0.07095062073374131
LQD.US Exposure
0.023409098926070758
HYG.US Exposure
-0.00004598516697256634
GLD.US Exposure
0.01035752778076547
USO.US Exposure
-0.0004732143315793997
VNQ.US Exposure
0.006294868154190829
BTC-USD.CC Exposure
-0.0004576579241664049
CPER.US Exposure
-0.00008234297333788602
VIX.INDX Exposure
-0.003320029950716728
UUP.US Exposure
0.005658798854591217
TIP.US Exposure
0.0004510742608125674
Idiosyncratic Exposure
0.5847532351068235
Value Score
10
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
19.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
517.6%

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 →100.0x
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.61%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
Market Cap$48.2M
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: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
-11.0%
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 →
-26.8%
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 →
77.5% 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 →
-0.96
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Death Cross
Bearish — 50 SMA below 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
27
OversoldNeutralOverbought
Oversold
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement-67.4%
50.0% retracement-62.2%
61.8% retracement-55.0%
% distance of current price from each 52-week Fibonacci support level.

Compare this AssetiRun a head-to-head backtest and risk analysis against similar assets.

ABLD.PAvsBTSG.US

Compare AbL Diagnostics SA vs BrightSpring Health Services, Inc. Common Stock

ABLD.PAvsBTSGU.US

Compare AbL Diagnostics SA vs BrightSpring Health Services, Inc. Tangible Equity Unit

ABLD.PAvsAPGE.US

Compare AbL Diagnostics SA vs Apogee Therapeutics, Inc. Common Stock

Frequently Asked Questions & Methodology

Is AbL Diagnostics SA a high-risk investment?

AbL Diagnostics SA (ABLD.PA) has an annualized volatility of 517.6% and experienced a maximum drawdown of 98.4% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, ABLD.PA has generated a Compound Annual Growth Rate (CAGR) of -0.9%. 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.

Run a Full Backtest on AbL Diagnostics SA

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

Start a Free Backtest