Crossject

10-Year Study

ALCJ.PA · Healthcare · FR · Common Stock

Executive Summary: Crossject has compounded at -12.1% annually over the last 10 years, with a maximum drawdown of 90.0% and an annualized volatility of 75.7%.

1Y CAGR
+11.5%
3Y CAGR
-15.3%
5Y CAGR
-6.9%
10Y CAGR
-12.1%

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 →
90.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.06
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.12
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
74.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +90.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -73.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-10.04.11.0-4.5————————-9.8%
2025-7.7-12.2-27.2-23.782.2-14.711.1-13.323.133.7-2.9-6.80.4%
20244.4-35.3-6.2-34.913.7-29.616.123.42.6-13.4-0.27.5-54.9%
202332.612.7-18.0-16.3-2.524.7-5.28.1-6.74.16.414.350.8%
2022-9.7-9.9-9.9-6.7-0.463.53.315.2-27.535.4-13.02.616.3%
20219.15.4-10.9-1.7-5.84.33.66.5-4.5-2.8-15.99.2-7.0%
2020-7.0-7.2-9.30.0-4.752.424.711.4-32.215.227.0-14.933.3%
201937.652.4-25.88.7-6.42.1-17.9-8.8-11.0106.9-11.2-3.890.7%
2018-8.22.1-3.2-1.2-7.2-16.67.5-5.1-48.3-26.84.9-4.3-73.1%
201731.4-12.2-1.07.04.018.2-15.4-5.6-7.8-16.76.85.03.3%
2016———-11.7-18.4-1.8-4.914.0-10.5-6.0-28.1-7.7-57.2%

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 75.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 35.3% of variance. Idiosyncratic stock-specific factors contribute 36.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-018834.538667317647
2016-05-017208.6092378424
2016-06-017077.090517022163
2016-07-016729.323690661458
2016-08-017669.1790505833405
2016-09-016860.944127429739
2016-10-016447.367082684893
2016-11-014633.46658122527
2016-12-014276.341887644564
2017-01-015620.314709143246
2017-02-014934.240639589881
2017-03-014884.196393152482
2017-04-015227.589433747317
2017-05-015437.429434561044
2017-06-016429.566791777283
2017-07-015437.429434561044
2017-08-015132.17987448252
2017-09-014731.520755139198
2017-10-013939.7638155686427
2017-11-014206.869895130858
2017-12-014416.709895944585
2018-01-014054.295973065617
2018-02-014140.144233214325
2018-03-014006.5911934332185
2018-04-013958.8864138008194
2018-05-013672.6577360064284
2018-06-013062.1586158493787
2018-07-013291.1212148952827
2018-08-013124.1036282078667
2018-09-011615.9612665669852
2018-10-011182.8547597977888
2018-11-011241.239713974754
2018-12-011188.0422731480066
2019-01-011635.2872966952486
2019-02-012492.2441589616838
2019-03-011848.0770600022374
2019-04-012009.6019854953056
2019-05-011881.5416069085472
2019-06-011920.9056788013793
2019-07-011576.1903308819788
2019-08-011438.2635053350014
2019-09-011280.6037858675859
2019-10-012649.9038784290983
2019-11-012354.4190493627493
2019-12-012265.722742668823
2020-01-012108.0630232014073
2020-02-011955.3873851881237
2020-03-011773.2141222422263
2020-04-011773.2141222422263
2020-05-011690.4173405348222
2020-06-012576.0581001495225
2020-07-013211.375911629184
2020-08-013575.9258694170658
2020-09-012423.382462136238
2020-10-012792.713069482164
2020-11-013546.3265285364087
2020-12-013019.336201723068
2021-01-013295.1898528170227
2021-02-013472.4807502568324
2021-03-013093.1819800026447
2021-04-013039.0690956435055
2021-05-012861.676482255653
2021-06-012984.854495336324
2021-07-013093.1819800026447
2021-08-013295.1898528170227
2021-09-013147.3965803098263
2021-10-013058.7002736158997
2021-11-012571.0740186953913
2021-12-012807.5635978965142
2022-01-012536.5923123086463
2022-02-012285.455636589261
2022-03-012058.8325043483565
2022-04-011920.9056788013793
2022-05-011913.0735508020302
2022-06-013127.6636863893887
2022-07-013231.1088055496216
2022-08-013723.6174259762183
2022-09-012699.1343972821496
2022-10-013655.9763205272957
2022-11-013180.3525474759185
2022-12-013264.573352455931
2023-01-014329.641044419354
2023-02-014879.517459542481
2023-03-014002.7259874075653
2023-04-013348.7941574359443
2023-05-013264.573352455931
2023-06-014072.0962639732284
2023-07-013859.0013528221084
2023-08-014171.16759736759
2023-09-013893.68649110494
2023-10-014052.261654104747
2023-11-014309.806434550873
2023-12-014924.069044785531
2024-01-015142.046321442738
2024-02-013328.9595475674632
2024-03-013120.950433818518
2024-04-012031.064050532483
2024-05-012308.8503046392643
2024-06-011625.1157018908993
2024-07-011887.0342681028956
2024-08-012328.786630455789
2024-09-012388.7990398014504
2024-10-012068.9023832046623
2024-11-012063.9183017505316
2024-12-012218.8316906207724
2025-01-012048.966057388138
2025-02-011799.0499730452736
2025-03-011309.2876832158513
2025-04-01998.4437459949345
2025-05-011819.0880148098418
2025-06-011552.1853671437143
2025-07-011725.1024788176537
2025-08-011495.224436239358
2025-09-011841.0586595872367
2025-10-012461.525942652548
2025-11-012390.3247790221026
2025-12-012227.579262152513
2026-01-012003.8041764568266
2026-02-012085.1769348916214
2026-03-012105.5201245003204
2026-04-012009.907133339436
Annual Return Matrix
YearAnnual Return
20170.032824318538604125
2018-0.731011929436691
20190.9071061643835618
20200.332615039281706
2021-0.07013879531060496
20220.1627780595609012
20230.5083346315625488
2024-0.5493906217723611
20250.003942422297606996
2026-0.09771689497716896
Total Factor Risk
0.7565780461792944
VTI.US Exposure
0.12318191844837904
VEA.US Exposure
0.003605236682230118
VWO.US Exposure
0.09139568432030588
QQQ.US Exposure
-0.031470403571155055
VTV.US Exposure
-0.019123460633699366
IJR.US Exposure
0.008937389300357581
QUAL.US Exposure
-0.004076526100419931
SHV.US Exposure
0.35276401018124776
TLT.US Exposure
0.0005159702551549969
LQD.US Exposure
-0.000618579996207443
HYG.US Exposure
0.003463256126109228
GLD.US Exposure
0.03131907700419753
USO.US Exposure
0.0024551291241670602
VNQ.US Exposure
0.0007656792174463462
BTC-USD.CC Exposure
-0.000014597235729158516
CPER.US Exposure
0.010172588759769497
VIX.INDX Exposure
0.0003948612441693164
UUP.US Exposure
-0.00001460425264914352
TIP.US Exposure
0.05975351652537064
Idiosyncratic Exposure
0.36659385460095506
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
75.7%

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$107.9M
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 →
-3.0%
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 →
-1.1%
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 →
26.5% 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 →
0.52
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Crossject a high-risk investment?

Crossject (ALCJ.PA) has an annualized volatility of 75.7% and experienced a maximum drawdown of 90.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ALCJ.PA has generated a Compound Annual Growth Rate (CAGR) of -12.1%. It has had a positive return in 60% 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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