Afyren SAS

10-Year Study

ALAFY.PA · Basic Materials · FR · Common Stock

Executive Summary: Afyren SAS has compounded at -25.7% annually over the last 10 years, with a maximum drawdown of 82.1% and an annualized volatility of 79.8%.

1Y CAGR
-31.9%
3Y CAGR
-24.4%
5Y CAGR
-25.7%
10Y CAGR
-25.7%

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 →
82.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.19
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.42
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
69.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +27.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -65.8%
% 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.
20265.01.4-9.4-21.9————————-24.6%
2025-24.42.1-3.31.580.7-10.0-13.310.3-3.1-11.425.11.127.9%
20240.0-17.916.643.2-4.4-31.964.42.7-10.7-10.9-0.8-7.210.3%
20239.8-6.9-25.83.25.318.8-0.4-8.5-11.0-33.0-22.3-17.3-65.8%
2022-5.0-4.1-0.11.3-6.4-9.2-6.215.4-17.1-16.614.7-0.7-33.2%
2021——————————13.8-4.98.2%

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 79.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 32.2% of variance. Idiosyncratic stock-specific factors contribute 21.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-10-0110000
2021-11-0111384.039393168268
2021-12-0110822.942406160593
2022-01-0110286.782455247467
2022-02-019862.842139559883
2022-03-019850.373621512608
2022-04-019975.061774785423
2022-05-019339.151301254045
2022-06-018478.802746391615
2022-07-017955.111908085778
2022-08-019177.056999279393
2022-09-017605.984484361883
2022-10-016346.6332444664295
2022-11-017281.795285852563
2022-12-017231.920024543438
2023-01-017942.6427954784895
2023-02-017394.0143265180905
2023-03-015486.284095043985
2023-04-015660.847509625927
2023-05-015960.0996720406965
2023-06-017082.293646056046
2023-07-017057.356015401482
2023-08-016458.852285131957
2023-09-015748.129514196904
2023-10-013852.867503490067
2023-11-012992.5186513476297
2023-12-012475.0622207054334
2024-01-012475.0622207054334
2024-02-012032.41883066693
2024-03-012369.077141783537
2024-04-013391.5210391006444
2024-05-013241.8949578932597
2024-06-012206.9823938888744
2024-07-013628.428827599
2024-08-013728.1793502172522
2024-09-013329.176962464237
2024-10-012967.581020693067
2024-11-012942.643092758497
2024-12-012730.6732321947115
2025-01-012063.5908689851335
2025-02-012107.2318712706224
2025-03-012038.6532383305705
2025-04-012069.8252766487744
2025-05-013740.648165544534
2025-06-013366.5834084460816
2025-07-012917.7054621039338
2025-08-013216.957327238697
2025-09-013117.206804620445
2025-10-012761.845121872912
2025-11-013453.865139519453
2025-12-013491.271621174898
2026-01-013665.835202233643
2026-02-013715.71051110757
2026-03-013366.5833489900806
2026-04-012630.9225430996553
Annual Return Matrix
YearAnnual Return
2022-0.3317972365419858
2023-0.6577586294779735
20240.10327458006951606
20250.27853877937964566
2026-0.24642857142857144
Total Factor Risk
0.7977557818823547
VTI.US Exposure
0.24509916730650394
VEA.US Exposure
0.0015115207220564445
VWO.US Exposure
0.0018463270088233095
QQQ.US Exposure
-0.006241959805645293
VTV.US Exposure
0.034676631922530544
IJR.US Exposure
0.01272909672715728
QUAL.US Exposure
0.002496746118231187
SHV.US Exposure
0.32217184336034277
TLT.US Exposure
0.00022937482814513064
LQD.US Exposure
0.03084457481748846
HYG.US Exposure
0.0638223832002986
GLD.US Exposure
0.008359139564431647
USO.US Exposure
0.0020321576868636533
VNQ.US Exposure
-0.000597195398745428
BTC-USD.CC Exposure
0.036679021788717854
CPER.US Exposure
0.003957961466487284
VIX.INDX Exposure
-0.0023843686456783693
UUP.US Exposure
0.007609912941630076
TIP.US Exposure
0.019858191742970457
Idiosyncratic Exposure
0.21529947264739058
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
79.8%

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
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 →0.00%
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$108.7M
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 →
-22.4%
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 →
-19.1%
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 →
32.8% 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 →
0.65
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 →
✦ Golden Cross
Bullish — 50 SMA above 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 →
21
OversoldNeutralOverbought
Oversold
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement-17.4%
50.0% retracement-11.2%
61.8% retracement-3.8%
% distance of current price from each 52-week Fibonacci support level.

Frequently Asked Questions & Methodology

Is Afyren SAS a high-risk investment?

Afyren SAS (ALAFY.PA) has an annualized volatility of 79.8% and experienced a maximum drawdown of 82.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ALAFY.PA has generated a Compound Annual Growth Rate (CAGR) of -25.7%. 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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