Biophytis S.A.

10-Year Study

ALBPS.PA · Healthcare · FR · Common Stock

Executive Summary: Biophytis S.A. has compounded at -68.7% annually over the last 10 years, with a maximum drawdown of 100.0% and an annualized volatility of 84.1%.

1Y CAGR
-89.3%
3Y CAGR
-88.2%
5Y CAGR
-87.0%
10Y CAGR
-68.7%

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 →
100.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.37
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-1.31
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
140.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +362.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -90.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
20%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-4.5-17.4-65.5-5.6————————-74.3%
2025-21.12.6-33.0-19.4-20.4-0.952.7-15.9-7.8-32.3-19.6-21.7-82.6%
2024-5.9-12.5-16.7-40.0-17.9-14.5-8.50.9-26.6-20.4-7.328.6-81.4%
2023-21.111.310.1-33.3-27.3-4.6-12.6-22.8-22.3-30.6-24.0-10.5-88.9%
2022-17.2-22.3-28.9-33.4-10.9-30.0-12.914.0-24.3-19.41.4-20.4-90.7%
202149.22.3-22.25.0-17.3-8.0-16.3-1.72.8-28.90.5-6.3-46.3%
2020-13.126.917.1379.4-22.5-30.3-2.0-11.2-17.239.0-14.261.0362.8%
20190.8-13.7-27.83.2-4.9-7.1-40.90.7-41.9-41.43.5-2.7-88.3%
2018-11.2-2.8-21.01.9-9.8-6.5-13.6-1.1-6.4-22.1-2.51.7-63.8%
2017-13.2-9.913.2-18.4-7.562.4-14.18.32.343.1-19.82.421.5%
2016———5.9-25.3-15.6-3.6-4.919.3-0.56.6-8.1-28.8%

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 84.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 31.1% of variance. Idiosyncratic stock-specific factors contribute 27.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110590.405904059042
2016-05-017915.129151291513
2016-06-016678.966789667897
2016-07-016439.114391143912
2016-08-016125.461254612546
2016-09-017306.273062730627
2016-10-017269.3726937269375
2016-11-017749.077490774908
2016-12-017121.7712177121775
2017-01-016180.811808118081
2017-02-015571.955719557195
2017-03-016309.963099630996
2017-04-015147.60147601476
2017-05-014760.147601476015
2017-06-017730.6273062730625
2017-07-016642.066420664207
2017-08-017195.571955719557
2017-09-017361.623616236163
2017-10-0110535.055350553506
2017-11-018450.184501845019
2017-12-018653.136531365315
2018-01-017684.50184501845
2018-02-017472.324723247232
2018-03-015904.059040590406
2018-04-016014.760147601475
2018-05-015424.354243542435
2018-06-015073.8007380073805
2018-07-014381.918819188192
2018-08-014335.7933579335795
2018-09-014059.040590405904
2018-10-013162.361623616236
2018-11-013084.870848708487
2018-12-013136.5313653136536
2019-01-013162.361623616236
2019-02-012730.627306273063
2019-03-011970.4797047970478
2019-04-012033.210332103321
2019-05-011933.5793357933578
2019-06-011797.0479704797049
2019-07-011062.7306273062732
2019-08-011070.110701107011
2019-09-01621.7712177121772
2019-10-01364.57564575645756
2019-11-01377.30627306273055
2019-12-01367.1586715867158
2020-01-01319.1881918819188
2020-02-01404.98154981549817
2020-03-01474.16974169741695
2020-04-012273.0627306273063
2020-05-011761.9926199261993
2020-06-011228.782287822878
2020-07-011204.7970479704795
2020-08-011070.110701107011
2020-09-01885.6088560885609
2020-10-011230.6273062730627
2020-11-011055.3505535055351
2020-12-011699.2619926199263
2021-01-012535.055350553506
2021-02-012594.0959409594093
2021-03-012018.4501845018451
2021-04-012119.9261992619927
2021-05-011752.7675276752768
2021-06-011612.5461254612546
2021-07-011349.0774907749078
2021-08-011326.19926199262
2021-09-011363.468634686347
2021-10-01969.3726937269373
2021-11-01974.169741697417
2021-12-01913.0996309963101
2022-01-01756.4575645756457
2022-02-01587.4538745387454
2022-03-01417.7121771217712
2022-04-01278.04428044280445
2022-05-01247.60147601476015
2022-06-01173.43173431734317
2022-07-01151.1070110701107
2022-08-01172.32472324723247
2022-09-01130.4428044280443
2022-10-01105.1660516605166
2022-11-01106.64206642066422
2022-12-0184.87084870848707
2023-01-0166.97416974169742
2023-02-0174.53874538745387
2023-03-0182.10332103321034
2023-04-0154.79704797047971
2023-05-0139.85239852398524
2023-06-0138.00738007380074
2023-07-0133.210332103321036
2023-08-0125.645756457564573
2023-09-0119.92619926199262
2023-10-0113.837638376383763
2023-11-0110.51660516605166
2023-12-019.40959409594096
2024-01-018.85608856088561
2024-02-017.749077490774907
2024-03-016.457564575645756
2024-04-013.8745387453874534
2024-05-013.1826568265682655
2024-06-012.7214022140221403
2024-07-012.4903136531365315
2024-08-012.5138376383763843
2024-09-011.8450184501845022
2024-10-011.4695571955719555
2024-11-011.3620848708487086
2024-12-011.7523062730627308
2025-01-011.3828413284132843
2025-02-011.418357933579336
2025-03-010.9501845018450183
2025-04-010.7656826568265682
2025-05-010.609778597785978
2025-06-010.6042435424354244
2025-07-010.9225092250922511
2025-08-010.7758302583025829
2025-09-010.7149446494464945
2025-10-010.48431734317343167
2025-11-010.3892988929889299
2025-12-010.304889298892989
2026-01-010.2910516605166052
2026-02-010.24031365313653136
2026-03-010.08302583025830257
2026-04-010.07841328413284133
Annual Return Matrix
YearAnnual Return
20170.2150259067357514
2018-0.6375266524520256
2019-0.8829411764705882
20203.6281407035175883
2021-0.46264929424538537
2022-0.9070519296827642
2023-0.8891304347826087
2024-0.8137745098039215
2025-0.8260068439062911
2026-0.7428139183055975
Total Factor Risk
0.8409638009533007
VTI.US Exposure
0.10116753904732646
VEA.US Exposure
0.012180152749141988
VWO.US Exposure
0.02875801529315133
QQQ.US Exposure
0.0069554285832625715
VTV.US Exposure
0.03426198247400127
IJR.US Exposure
-0.014421370958499633
QUAL.US Exposure
-0.0329581532586742
SHV.US Exposure
0.31098912672168155
TLT.US Exposure
0.07224029713276844
LQD.US Exposure
0.08656154869699416
HYG.US Exposure
0.03964900004440153
GLD.US Exposure
-0.0002997196953310637
USO.US Exposure
0.008351642084291415
VNQ.US Exposure
-0.016688858379904088
BTC-USD.CC Exposure
-0.001489210993958838
CPER.US Exposure
-0.00034976689442269124
VIX.INDX Exposure
-0.007195930349329574
UUP.US Exposure
0.03674352837866002
TIP.US Exposure
0.06129615480347007
Idiosyncratic Exposure
0.2742485945209693
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
84.1%

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
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$1.6M
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 →
-58.3%
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 →
-83.5%
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 →
91.5% 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 →
0.76
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Biophytis S.A. a high-risk investment?

Biophytis S.A. (ALBPS.PA) has an annualized volatility of 84.1% and experienced a maximum drawdown of 100.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ALBPS.PA has generated a Compound Annual Growth Rate (CAGR) of -68.7%. It has had a positive return in 20% 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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