Bilendi

10-Year Study

ALBLD.PA · Communication Services · FR · Common Stock

Executive Summary: Bilendi has compounded at 13.0% annually over the last 10 years, with a maximum drawdown of 61.9% and an annualized volatility of 101.4%.

1Y CAGR
-33.1%
3Y CAGR
-6.1%
5Y CAGR
+3.0%
10Y CAGR
+13.0%

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 →
61.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.47
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.76
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
39.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +117.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -23.9%
% 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.
2026-15.4-8.5-2.514.6————————-13.5%
2025-1.616.7-4.8-5.019.5-3.10.0-11.6-2.32.1-13.48.0-0.8%
2024-1.3-1.8-1.914.27.1-5.0-0.6-0.6-10.30.7-11.033.617.3%
202310.7-18.9-5.74.64.03.0-9.7-12.3-1.8-26.416.720.2-23.9%
20223.22.727.0-5.8-1.8-3.73.5-10.8-18.55.9-4.13.3-5.5%
2021-1.211.816.4-2.38.40.410.35.3-5.77.424.49.0117.9%
2020-4.82.0-31.40.029.422.02.73.1-9.4-12.37.5-0.4-5.1%
201923.8-3.7-9.217.6-0.9-1.8-12.28.6-3.2-0.810.8-3.721.0%
20184.322.12.8-11.910.0-3.2-10.210.0-4.5-30.613.2-4.4-12.9%
201723.2-13.05.89.811.4-1.59.96.50.88.00.9-7.462.6%
2016———12.8-0.2-2.14.82.120.4-2.53.03.747.7%

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 101.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 76.9% of variance. Idiosyncratic stock-specific factors contribute 8.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111277.108433734938
2016-05-0111253.01204819277
2016-06-0111012.048192771084
2016-07-0111542.168674698794
2016-08-0111783.13253012048
2016-09-0114192.771084337348
2016-10-0113831.325301204817
2016-11-0114240.963855421687
2016-12-0114771.084337349395
2017-01-0118192.771084337346
2017-02-0115831.325301204819
2017-03-0116746.987951807227
2017-04-0118385.5421686747
2017-05-0120481.92771084337
2017-06-0120168.67469879518
2017-07-0122168.674698795177
2017-08-0123614.4578313253
2017-09-0123807.228915662654
2017-10-0125710.84337349397
2017-11-0125951.80722891566
2017-12-0124024.096385542165
2018-01-0125060.240963855424
2018-02-0130602.40963855421
2018-03-0131445.78313253012
2018-04-0127710.843373493975
2018-05-0130481.92771084337
2018-06-0129518.072289156626
2018-07-0126506.02409638554
2018-08-0129156.626506024095
2018-09-0127831.32530120482
2018-10-0119325.301204819272
2018-11-0121879.518072289156
2018-12-0120915.662650602408
2019-01-0125903.61445783132
2019-02-0124939.759036144573
2019-03-0122650.60240963855
2019-04-0126626.506024096383
2019-05-0126385.542168674692
2019-06-0125903.61445783132
2019-07-0122746.987951807227
2019-08-0124698.79518072289
2019-09-0123903.61445783132
2019-10-0123710.843373493975
2019-11-0126265.060240963852
2019-12-0125301.204819277107
2020-01-0124096.38554216867
2020-02-0124578.313253012042
2020-03-0116867.46987951807
2020-04-0116867.46987951807
2020-05-0121831.32530120482
2020-06-0126626.506024096383
2020-07-0127349.397590361445
2020-08-0128192.771084337346
2020-09-0125542.168674698794
2020-10-0122409.638554216865
2020-11-0124096.38554216867
2020-12-0124000
2021-01-0123710.843373493975
2021-02-0126506.02409638554
2021-03-0130843.3734939759
2021-04-0130120.48192771084
2021-05-0132650.60240963855
2021-06-0132771.08433734939
2021-07-0136144.578313253005
2021-08-0138072.2891566265
2021-09-0135903.614457831325
2021-10-0138554.21686746988
2021-11-0147951.807228915655
2021-12-0152289.15662650602
2022-01-0153975.90361445783
2022-02-0155421.68674698795
2022-03-0170361.44578313253
2022-04-0166265.06024096385
2022-05-0165060.240963855416
2022-06-0162650.60240963855
2022-07-0164819.27710843372
2022-08-0157831.32530120481
2022-09-0147108.43373493976
2022-10-0149879.518072289145
2022-11-0147831.325301204815
2022-12-0149397.59036144578
2023-01-0154698.79518072289
2023-02-0144337.349397590355
2023-03-0141807.22891566264
2023-04-0143710.84337349397
2023-05-0145445.783132530116
2023-06-0146795.180722891564
2023-07-0142265.06024096385
2023-08-0137060.240963855416
2023-09-0136385.54216867469
2023-10-0126795.180722891564
2023-11-0131277.10843373494
2023-12-0137590.36144578313
2024-01-0137108.43373493976
2024-02-0136433.73493975903
2024-03-0135759.03614457831
2024-04-0140843.373493975894
2024-05-0143734.93975903614
2024-06-0141566.265060240956
2024-07-0141325.30120481927
2024-08-0141084.33734939759
2024-09-0136867.46987951807
2024-10-0137108.43373493976
2024-11-0133012.04819277108
2024-12-0144096.385542168675
2025-01-0143373.49397590361
2025-02-0150602.409638554214
2025-03-0148192.77108433734
2025-04-0145773.493975903606
2025-05-0154698.79518072289
2025-06-0153012.04819277108
2025-07-0153012.04819277108
2025-08-0146867.46987951807
2025-09-0145783.13253012047
2025-10-0146746.98795180723
2025-11-0140481.92771084337
2025-12-0143734.93975903614
2026-01-0136987.951807228914
2026-02-0133855.42168674699
2026-03-0133012.04819277108
2026-04-0137831.325301204815
Annual Return Matrix
YearAnnual Return
20170.6264274061990214
2018-0.12938816449348056
20190.20967741935483875
2020-0.05142857142857138
20211.1787148594377506
2022-0.055299539170506895
2023-0.23902439024390243
20240.17307692307692313
2025-0.00819672131147553
2026-0.13498622589531672
Total Factor Risk
1.0141022007883163
VTI.US Exposure
0.11889527485397978
VEA.US Exposure
0.02508479981562235
VWO.US Exposure
-0.0056201977262840975
QQQ.US Exposure
-0.011764685627197723
VTV.US Exposure
-0.00827633389295594
IJR.US Exposure
-0.010959079469295682
QUAL.US Exposure
-0.013081207655149894
SHV.US Exposure
0.7690130547133536
TLT.US Exposure
0.010171039205518555
LQD.US Exposure
-0.0028428073579859652
HYG.US Exposure
0.025301701420879747
GLD.US Exposure
0.0047317441282489145
USO.US Exposure
-0.00007247822678477903
VNQ.US Exposure
0.008517680502519054
BTC-USD.CC Exposure
-0.0007826866918166292
CPER.US Exposure
0.009718215335263045
VIX.INDX Exposure
-0.0057609313128288
UUP.US Exposure
0.00015612238298015168
TIP.US Exposure
0.007085067590967738
Idiosyncratic Exposure
0.0804857080109668
Value Score
44.5
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
101.4%

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 →13.9x
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$67.9M
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 →
+9.8%
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 →
-13.2%
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 →
35.1% 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 →
0.55
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Bilendi a high-risk investment?

Bilendi (ALBLD.PA) has an annualized volatility of 101.4% and experienced a maximum drawdown of 61.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ALBLD.PA has generated a Compound Annual Growth Rate (CAGR) of 13.0%. 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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