E-Pango SA

10-Year Study

ALAGO.PA · Utilities · FR · Common Stock

Executive Summary: E-Pango SA has compounded at -45.6% annually over the last 10 years, with a maximum drawdown of 99.9% and an annualized volatility of 564.9%.

1Y CAGR
+75.7%
3Y CAGR
-48.6%
5Y CAGR
-67.3%
10Y CAGR
-45.6%

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 →
99.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.39
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.82
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
158.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +94.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -90.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
33%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-14.3-9.8148.21.3————————94.3%
2025112.4-31.15.3-4.1-1.7-2.5-15.711.1-6.229.8-51.860.925.4%
202415.7-36.1-7.0-52.0-27.7-18.0-52.1-20.3-16.2-7.035.826.8-90.0%
202344.3-29.0-29.344.0-1.817.2-6.3-2.9-32.2-16.110.0-11.9-39.7%
20229.00.00.00.00.0-81.6-50.532.7-18.9161.433.620.9-54.9%
20213.518.465.4-38.136.3-21.7-89.7-3.43.9-18.51.4-7.0-89.4%
2020—4.6————————146.323.2217.2%

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 564.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 42.5% of variance. Idiosyncratic stock-specific factors contribute 20.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-01-0110000
2020-02-0110458.596730876106
2020-11-0125754.387982827375
2020-12-0131719.2975968021
2021-01-0132842.10470232046
2021-02-0138877.19289448164
2021-03-0164321.75712216431
2021-04-0139808.53521257642
2021-05-0154249.72081120632
2021-06-0142456.14054332141
2021-07-014370.823284325805
2021-08-014222.938040028461
2021-09-014387.254934607571
2021-10-013573.8872662565136
2021-11-013623.182217101813
2021-12-013368.4914418537087
2022-01-013672.477167947113
2022-02-013672.477167947113
2022-03-013672.477167947113
2022-04-013672.477167947113
2022-05-013672.477167947113
2022-06-01675.3414925750628
2022-07-01334.384406437142
2022-08-01443.65499833932324
2022-09-01359.8534790649344
2022-10-01940.7128600943879
2022-11-011257.0224218394783
2022-12-011519.9291201688272
2023-01-012193.6274673037856
2023-02-011556.900333302802
2023-03-011100.9216462223344
2023-04-011585.6557212958935
2023-05-011556.900333302802
2023-06-011823.9149442025926
2023-07-011708.893196349504
2023-08-011659.5982455042044
2023-09-011125.5691216449843
2023-10-01944.8207726648296
2023-11-011039.3028597253485
2023-12-01916.065384671738
2024-01-011059.8424225775568
2024-02-01676.9846380151673
2024-03-01629.3327836397914
2024-04-01302.34265410857074
2024-05-01218.54115931927217
2024-06-01179.10515456986985
2024-07-0185.7732974752777
2024-08-0168.3557305473401
2024-09-0157.26435803736605
2024-10-0153.238599066166074
2024-11-0172.29932979802582
2024-12-0191.68869329066999
2025-01-01194.71524437412936
2025-02-01134.24670620688812
2025-03-01141.31233198820735
2025-04-01135.561249492571
2025-05-01133.2608140458074
2025-06-01129.97447419541797
2025-07-01109.59920629914794
2025-08-01121.75864905453469
2025-09-01114.2000771926751
2025-10-01148.21362608595294
2025-11-0171.47774689217604
2025-12-01115.02166166557066
2026-01-0198.58999571334627
2026-02-0188.89531280153389
2026-03-01220.5951154086123
2026-04-01223.47065695025154
Annual Return Matrix
YearAnnual Return
2021-0.893803088433039
2022-0.548780471494267
2023-0.3972972999096265
2024-0.8999103177296394
20250.2544803239907769
20260.9428571428571428
Total Factor Risk
5.648547103873839
VTI.US Exposure
0.2101929233519385
VEA.US Exposure
-0.0003338726892696215
VWO.US Exposure
-0.001983438623386259
QQQ.US Exposure
0.018959132073435754
VTV.US Exposure
0.016114331711554946
IJR.US Exposure
-0.0005157079917193902
QUAL.US Exposure
0.0009043710205277718
SHV.US Exposure
0.4247329070788122
TLT.US Exposure
0.0006147330369694697
LQD.US Exposure
0.009442753318264701
HYG.US Exposure
0.025401171477969248
GLD.US Exposure
0.007686276410473764
USO.US Exposure
-0.0001659647148227297
VNQ.US Exposure
0.005904578810573757
BTC-USD.CC Exposure
0.003559143100571593
CPER.US Exposure
0.0009101357181875535
VIX.INDX Exposure
0.013622413386087209
UUP.US Exposure
0.0601218021325306
TIP.US Exposure
0.000866006952156408
Idiosyncratic Exposure
0.20396630443914443
Value Score
44.4
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
564.9%

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 →14.0x
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$11.4M
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 →
+65.6%
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 →
+27.2%
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 →
99.1% 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

Frequently Asked Questions & Methodology

Is E-Pango SA a high-risk investment?

E-Pango SA (ALAGO.PA) has an annualized volatility of 564.9% and experienced a maximum drawdown of 99.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ALAGO.PA has generated a Compound Annual Growth Rate (CAGR) of -45.6%. It has had a positive return in 33% 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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