Baikowski SASU

10-Year Study

ALBKK.PA · Basic Materials · FR · Common Stock

Executive Summary: Baikowski SASU has compounded at 12.9% annually over the last 10 years, with a maximum drawdown of 52.5% and an annualized volatility of 154.8%.

1Y CAGR
+61.1%
3Y CAGR
+20.8%
5Y CAGR
+19.1%
10Y CAGR
+12.9%

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 →
52.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.43
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.70
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
38.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +101.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -21.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-5.1-4.5-6.11.547.56.0——————35.0%
20253.83.1-4.89.121.10.4-1.92.08.75.3-5.03.552.1%
20242.6-22.60.0-5.83.8-1.517.28.3-2.93.0-11.84.0-10.9%
202314.5-4.2-3.34.04.4-1.82.24.6-10.4-5.8-1.28.79.6%
2022-1.9-1.9-5.825.05.7-4.2-2.58.5-15.7-16.44.7-12.0-21.0%
202115.9-8.95.31.75.8-3.116.9-2.814.937.0-13.512.5101.9%
2020-0.7-4.5-37.88.95.86.60.0-1.01.0-4.6-8.125.9-20.1%
20196.1-1.00.03.40.06.04.6-3.8-6.9-1.9-5.5-2.9-2.9%

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 154.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 88.4% of variance. Idiosyncratic stock-specific factors contribute 3.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-12-0110000
2019-01-0110608.654676823999
2019-02-0110505.772402418912
2019-03-0110507.18605199089
2019-04-0110869.551558941333
2019-05-0110869.551558941333
2019-06-0111521.715228147334
2019-07-0112056.467446791801
2019-08-0111595.617686326867
2019-09-0110789.837430299223
2019-10-0110581.088510170423
2019-11-0110000
2019-12-019710.123301657111
2020-01-019637.634493049554
2020-02-019202.85871357889
2020-03-015724.652477813555
2020-04-016231.838529804444
2020-05-016594.204036754888
2020-06-017028.979816225555
2020-07-017028.979816225555
2020-08-016956.4910076179995
2020-09-017028.979816225555
2020-10-016702.897981622556
2020-11-016159.428257284222
2020-12-017753.632294039111
2021-01-018985.470823843556
2021-02-018188.408073509778
2021-03-018623.183852980444
2021-04-018768.082934108223
2021-05-019275.347522186445
2021-06-018985.470823843556
2021-07-0110507.18605199089
2021-08-0110217.387889735332
2021-09-0111739.103117882667
2021-10-0116086.939448676665
2021-11-0113912.982015235999
2021-12-0115652.085133118668
2022-01-0115362.28697086311
2022-02-0115072.410272520223
2022-03-0114202.858713578888
2022-04-0117753.553757951777
2022-05-0118768.082934108224
2022-06-0117983.74302992225
2022-07-0117534.12392994581
2022-08-0119032.749548417498
2022-09-0116035.49831147412
2022-10-0113412.864211105005
2022-11-0114049.79187936857
2022-12-0112363.779156522423
2023-01-0114162.177020340845
2023-02-0113562.711065734706
2023-03-0113113.170501845598
2023-04-0113637.634493049556
2023-05-0114237.100447655697
2023-06-0113982.486452524934
2023-07-0114292.311317050184
2023-08-0114950.757873242756
2023-09-0113401.476478441842
2023-10-0112626.796512997722
2023-11-0112471.923348778764
2023-12-0113556.428178748132
2024-01-0113904.971334328124
2024-02-0110767.690253671562
2024-03-0110767.690253671562
2024-04-0110147.96198853373
2024-05-0110535.22343516846
2024-06-0110380.3502709495
2024-07-0112162.019948166182
2024-08-0113169.088196026072
2024-09-0112781.748213304012
2024-10-0113169.088196026072
2024-11-0111619.806801225162
2024-12-0112084.583366056702
2025-01-0112549.359930888244
2025-02-0112936.699913610304
2025-03-0112316.971648472472
2025-04-0113438.624047749941
2025-05-0116267.650985627895
2025-06-0116335.506165082856
2025-07-0116021.361815754339
2025-08-0116335.506165082856
2025-09-0117749.15573706118
2025-10-0118691.58878504673
2025-11-0117749.15573706118
2025-12-0118377.44443571821
2026-01-0117435.011387732662
2026-02-0116649.650514411373
2026-03-0115628.681379093692
2026-04-0115864.28964109008
2026-05-0123403.754024974478
2026-06-0124817.4035969528
Annual Return Matrix
YearAnnual Return
2019-0.02898766983428891
2020-0.2014898211729308
20211.0186777679864676
2022-0.21008740679786042
20230.09646314505678766
2024-0.10857172651117519
20250.5207346318067496
20260.3504273504273505
Total Factor Risk
1.5483164029233338
VTI.US Exposure
0.041842704827311616
VEA.US Exposure
0.0010942520229815839
VWO.US Exposure
-0.00010792497199227588
QQQ.US Exposure
0.00008826064873484182
VTV.US Exposure
0.002457320257851129
IJR.US Exposure
0.0004035327963706175
QUAL.US Exposure
0.0033391439506374205
SHV.US Exposure
0.8841005828729306
TLT.US Exposure
0.0014130465038574781
LQD.US Exposure
0.017268895124008133
HYG.US Exposure
0.0021332905551749467
GLD.US Exposure
-0.000030149386239319132
USO.US Exposure
0.00012834088743068724
VNQ.US Exposure
-0.00008242996003971177
BTC-USD.CC Exposure
-0.000010931563993895485
CPER.US Exposure
0.0006905881486166694
VIX.INDX Exposure
-0.0003294832867061929
UUP.US Exposure
0.001900437388086684
TIP.US Exposure
0.00602148269796868
Idiosyncratic Exposure
0.03767904048701031
Value Score
44.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
17.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
154.8%

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 →13.0x
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 →1.46%
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$74.1M
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 →
+41.8%
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 →
+43.3%
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 →
4.0% 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 →
0.50
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 →
78
OversoldNeutralOverbought
Overbought
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+14.5%
50.0% retracement+21.8%
61.8% retracement+30.0%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is Baikowski SASU a high-risk investment?

Baikowski SASU (ALBKK.PA) has an annualized volatility of 154.8% and experienced a maximum drawdown of 52.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ALBKK.PA has generated a Compound Annual Growth Rate (CAGR) of 12.9%. It has had a positive return in 50% 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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