Acm Research Inc

10-Year Study

ACMR.US · Technology · US · Common Stock

Executive Summary: Acm Research Inc has compounded at 43.8% annually over the last 10 years, with a maximum drawdown of 82.5% and an annualized volatility of 74.3%.

1Y CAGR
+127.3%
3Y CAGR
+70.4%
5Y CAGR
+13.8%
10Y CAGR
+43.8%

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 →
82.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.05
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.82
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
85.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +340.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -72.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
78%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202647.3-4.2-29.321.7————————21.4%
202536.126.2-10.0-16.615.814.917.2-7.038.76.0-19.418.1161.3%
2024-11.979.6-5.8-12.4-15.46.8-22.20.512.5-7.4-8.5-12.2-22.7%
202362.0-16.912.7-20.18.129.40.234.03.1-24.922.417.4153.4%
2022-6.63.5-24.7-27.00.311.00.30.1-26.2-48.641.6-14.9-72.9%
202110.88.0-16.8-2.3-3.834.5-9.2-4.023.4-3.5-17.7-2.54.9%
202088.30.6-15.334.949.74.353.8-7.4-22.21.817.4-1.7340.4%
2019-14.421.935.911.711.8-19.011.7-18.0-3.1-9.29.733.669.6%
20182.326.680.9-17.925.8-15.220.28.9-21.5-13.716.8-2.4107.2%
2017———————————-22.2-22.2%

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 74.3%. The dominant macroeconomic risk driver is VWO.US, accounting for 23.3% of variance. Idiosyncratic stock-specific factors contribute 33.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-11-0110000
2017-12-017777.777777777778
2018-01-017955.555555555556
2018-02-0110074.222222222223
2018-03-0118222.22222222222
2018-04-0114963.11111111111
2018-05-0118829.777777777777
2018-06-0115970.222222222223
2018-07-0119200
2018-08-0120903.555555555555
2018-09-0116400
2018-10-0114148
2018-11-0116518.666666666664
2018-12-0116118.666666666668
2019-01-0113792.444444444445
2019-02-0116814.666666666668
2019-03-0122859.11111111111
2019-04-0125525.777777777777
2019-05-0128533.333333333336
2019-06-0123125.777777777774
2019-07-0125822.222222222223
2019-08-0121185.333333333336
2019-09-0120533.333333333332
2019-10-0118652
2019-11-0120459.111111111113
2019-12-0127333.333333333332
2020-01-0151466.666666666664
2020-02-0151777.77777777778
2020-03-0143866.666666666664
2020-04-0159155.555555555555
2020-05-0188577.77777777777
2020-06-0192384.88888888888
2020-07-01142133.33333333334
2020-08-01131570.22222222222
2020-09-01102370.22222222222
2020-10-01104251.55555555556
2020-11-01122400
2020-12-01120370.22222222223
2021-01-01133333.33333333334
2021-02-01143940.44444444444
2021-03-01119688.88888888889
2021-04-01116962.66666666666
2021-05-01112562.66666666667
2021-06-01151436.8888888889
2021-07-01137570.22222222222
2021-08-01132073.77777777778
2021-09-01162962.6666666667
2021-10-01157288.8888888889
2021-11-01129511.11111111111
2021-12-01126325.77777777778
2022-01-01118000
2022-02-01122103.55555555555
2022-03-0191955.55555555556
2022-04-0167155.55555555556
2022-05-0167377.77777777778
2022-06-0174800
2022-07-0175022.22222222222
2022-08-0175066.66666666667
2022-09-0155377.77777777778
2022-10-0128444.444444444445
2022-11-0140266.66666666667
2022-12-0134266.666666666664
2023-01-0155511.11111111111
2023-02-0146133.333333333336
2023-03-0151999.99999999999
2023-04-0141555.55555555555
2023-05-0144933.33333333333
2023-06-0158133.333333333336
2023-07-0158222.22222222222
2023-08-0178044.44444444444
2023-09-0180466.66666666667
2023-10-0160444.444444444445
2023-11-0173955.55555555556
2023-12-0186844.44444444445
2024-01-0176533.33333333333
2024-02-01137422.22222222222
2024-03-01129511.11111111111
2024-04-01113422.22222222222
2024-05-0196000.00000000001
2024-06-01102488.88888888889
2024-07-0179777.77777777778
2024-08-0180177.77777777777
2024-09-0190222.22222222222
2024-10-0183533.33333333333
2024-11-0176400
2024-12-0167111.11111111111
2025-01-0191333.33333333333
2025-02-01115288.8888888889
2025-03-01103733.33333333333
2025-04-0186533.33333333333
2025-05-01100222.22222222222
2025-06-01115111.11111111111
2025-07-01134933.3333333333
2025-08-01125422.22222222222
2025-09-01173911.11111111112
2025-10-01184266.66666666666
2025-11-01148488.88888888888
2025-12-01175333.33333333334
2026-01-01258311.1111111111
2026-02-01247466.66666666666
2026-03-01174888.8888888889
2026-04-01212844.44444444447
Annual Return Matrix
YearAnnual Return
20181.0724
20190.6957564728265366
20203.403788617886179
20210.04947698397167266
2022-0.72874367156523
20231.5343709468223086
2024-0.22722620266120774
20251.612582781456954
20260.21394169835234478
Total Factor Risk
0.7426240380745558
VTI.US Exposure
-0.07404055543657538
VEA.US Exposure
0.024829607561232456
VWO.US Exposure
0.2329988527733298
QQQ.US Exposure
0.10045459507541292
VTV.US Exposure
-0.0112252372311325
IJR.US Exposure
0.030466224346473142
QUAL.US Exposure
0.08466110512319629
SHV.US Exposure
0.01914726114860632
TLT.US Exposure
-0.03175345989188865
LQD.US Exposure
0.1948661104272559
HYG.US Exposure
-0.007077786031288628
GLD.US Exposure
0.02802357059846463
USO.US Exposure
-0.0008497965573817168
VNQ.US Exposure
0.035635314967961365
BTC-USD.CC Exposure
0.015880158322016263
CPER.US Exposure
-0.008344817714162348
VIX.INDX Exposure
-0.01593503979252424
UUP.US Exposure
0.02335466832221744
TIP.US Exposure
0.0277772382327005
Idiosyncratic Exposure
0.3311319857560863
Value Score
38.2
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
74.3%

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 →29.6x
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$2.7B
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 →
-7.6%
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 →
+19.3%
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 →
32.2% 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 →
1.68
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Acm Research Inc a high-risk investment?

Acm Research Inc (ACMR.US) has an annualized volatility of 74.3% and experienced a maximum drawdown of 82.5% over the last 10 years. Its primary macro risk driver is VWO.US.

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

Over the past 10 years, ACMR.US has generated a Compound Annual Growth Rate (CAGR) of 43.8%. It has had a positive return in 78% 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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