ALCAT

10-Year Study

ALCAT.PA · Consumer Cyclical · FR · Common Stock

Executive Summary: ALCAT has compounded at 16.7% annually over the last 10 years, with a maximum drawdown of 72.4% and an annualized volatility of 91.0%.

1Y CAGR
-33.5%
3Y CAGR
-30.8%
5Y CAGR
-8.7%
10Y CAGR
+16.7%

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 →
72.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.54
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.30
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
50.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +523.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -39.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
30%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-5.1-7.9-9.31.9————————-19.2%
20257.1-6.7-10.1-22.51.8-4.515.5-10.4-5.7-9.3-5.56.5-39.7%
20240.9-8.1-8.63.610.9-20.715.35.4-7.6-7.63.99.4-9.0%
202312.414.7-7.5-1.09.1-5.85.3-0.8-18.1-4.89.8-8.6-0.9%
202220.2-4.023.2-13.9-7.2-15.216.5-14.9-9.9-9.94.212.6-9.0%
2021-10.610.11.55.213.823.35.310.71.74.2-10.717.791.3%
2020-15.4-20.9-33.6-4.520.1-2.7-0.57.9-7.6-7.342.722.0-20.4%
201917.6-10.4-6.617.47.1-5.35.6-6.0-0.61.39.846.088.3%
201812.7-1.8-16.72.64.5-2.1-7.213.3-5.4-11.3-7.2-8.6-27.5%
201737.331.4-5.414.912.0-1.8-5.5-2.910.937.565.624.7523.6%
2016———-3.916.3-14.0-2.00.0-2.10.00.08.50.0%

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 91.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 74.6% of variance. Idiosyncratic stock-specific factors contribute 8.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019607.586657946369
2016-05-0111177.240026160891
2016-06-019607.586657946369
2016-07-019413.560061042075
2016-08-019413.560061042075
2016-09-019215.17331589274
2016-10-019215.17331589274
2016-11-019215.17331589274
2016-12-0110000
2017-01-0113725.746675386965
2017-02-0118040.113363854372
2017-03-0117059.080008720295
2017-04-0119607.58665794637
2017-05-0121962.06671026815
2017-06-0121569.653368214516
2017-07-0120392.41334205363
2017-08-0119805.973403095704
2017-09-0121962.06671026815
2017-10-0130196.20667102681
2017-11-0150002.18007412252
2017-12-0162356.660126444294
2018-01-0170298.67015478526
2018-02-0169023.32679311097
2018-03-0157527.79594506213
2018-04-0159001.52605188576
2018-05-0161656.85633311532
2018-06-0160379.332897318505
2018-07-0156051.88576411598
2018-08-0163525.1798561151
2018-09-0160082.84281665576
2018-10-0153298.452147373006
2018-11-0149463.70176586004
2018-12-0145234.357968170916
2019-01-0153200.34881185961
2019-02-0147693.48157837366
2019-03-0144545.454545454544
2019-04-0152315.238718116416
2019-05-0156051.88576411598
2019-06-0153102.245476346194
2019-07-0156051.88576411598
2019-08-0152707.65206017004
2019-09-0152413.34205362982
2019-10-0153102.245476346194
2019-11-0158312.62262916939
2019-12-0185160.23544800523
2020-01-0172079.79071288423
2020-02-0157035.099193372575
2020-03-0137878.78787878788
2020-04-0136187.05035971223
2020-05-0143464.13778068454
2020-06-0142284.71768040113
2020-07-0142088.51100937432
2020-08-0145430.56463919773
2020-09-0141990.40767386091
2020-10-0138940.4839764552
2020-11-0155559.189012426425
2020-12-0167754.52365380422
2021-01-0160575.53956834532
2021-02-0166671.0268149117
2021-03-0167656.42031829082
2021-04-0171194.68061914104
2021-05-0181028.99498582951
2021-06-0199910.61696097668
2021-07-01105219.09744931327
2021-08-01116431.2186614345
2021-09-01118397.64551994769
2021-10-01123313.71266623064
2021-11-01110137.34466971876
2021-12-01129607.58665794638
2022-01-01155764.1159799433
2022-02-01149470.2419882276
2022-03-01184179.20209287116
2022-04-01158554.61085676914
2022-05-01147141.92282537607
2022-06-01124722.0405493787
2022-07-01145341.1816001744
2022-08-01123719.20645301939
2022-09-01111508.61129278396
2022-10-01100497.05689993459
2022-11-01104702.419882276
2022-12-01117913.66906474819
2023-01-01132528.8859821234
2023-02-01151946.80619141052
2023-03-01140510.13734466973
2023-04-01139080.0087202965
2023-05-01151744.05929801613
2023-06-01142960.54065838238
2023-07-01150518.8576411598
2023-08-01149291.47591018095
2023-09-01122334.85938521911
2023-10-01116411.59799433181
2023-11-01127848.26684107259
2023-12-01116819.27185524309
2024-01-01117841.72661870506
2024-02-01108242.86025724874
2024-03-0198903.42271637236
2024-04-01102480.92435142795
2024-05-01113634.1835622411
2024-06-0190065.40222367561
2024-07-01103847.83082624809
2024-08-01109424.46043165468
2024-09-01101111.83780248527
2024-10-0193431.43666884676
2024-11-0197113.5818617833
2024-12-01106267.71310224549
2025-01-01113843.47067800305
2025-02-01106267.71310224549
2025-03-0195487.24656638326
2025-04-0174013.51645955963
2025-05-0175321.56093307173
2025-06-0171942.44604316546
2025-07-0183060.82406801831
2025-08-0174449.53128406366
2025-09-0170198.38674514934
2025-10-0163658.16437758884
2025-11-0160170.04578155657
2025-12-0164094.17920209287
2026-01-0160824.068018312624
2026-02-0156017.00457815566
2026-03-0150795.727054719864
2026-04-0151776.76040985394
Annual Return Matrix
YearAnnual Return
20175.23566601264443
2018-0.27458658182708107
20190.8826449467444213
2020-0.2043877838363669
20210.9128993854371119
2022-0.09022556390977454
2023-0.009281343021428357
2024-0.09032378464122426
2025-0.39686121653502926
2026-0.19217687074829926
Total Factor Risk
0.9103503569465485
VTI.US Exposure
-0.024699478366446443
VEA.US Exposure
0.0014084096342681515
VWO.US Exposure
0.015941954389155404
QQQ.US Exposure
0.016135801068903024
VTV.US Exposure
0.011409188982850774
IJR.US Exposure
-0.00037896649563889966
QUAL.US Exposure
0.00912499437310151
SHV.US Exposure
0.7456980509130154
TLT.US Exposure
0.043210017830686794
LQD.US Exposure
-0.0012446016592530431
HYG.US Exposure
0.04651153463125774
GLD.US Exposure
0.003909648058053668
USO.US Exposure
0.000022773430153932676
VNQ.US Exposure
0.004383451929211671
BTC-USD.CC Exposure
0.001508502650245803
CPER.US Exposure
0.00036386704033641566
VIX.INDX Exposure
0.011235533272988103
UUP.US Exposure
0.0006937753900547418
TIP.US Exposure
0.029425038361701156
Idiosyncratic Exposure
0.08534050456535419
Value Score
48
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
65.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
91.0%

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 →5.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.43%
Market Cap$67.3M
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
$2,834
Avg Yield on Cost
28.34%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$2,834.128.34%Solid

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 →
-5.9%
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 →
-21.3%
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 →
38.6% 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 →
0.67
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ALCAT a high-risk investment?

ALCAT (ALCAT.PA) has an annualized volatility of 91.0% and experienced a maximum drawdown of 72.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ALCAT.PA has generated a Compound Annual Growth Rate (CAGR) of 16.7%. It has had a positive return in 30% 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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