Delta Plus Group SA

10-Year Study

ALDLT.PA · Consumer Cyclical · FR · Common Stock

Executive Summary: Delta Plus Group SA has compounded at 9.8% annually over the last 10 years, with a maximum drawdown of 54.9% and an annualized volatility of 49.5%.

1Y CAGR
-6.8%
3Y CAGR
-14.0%
5Y CAGR
-9.6%
10Y CAGR
+9.8%

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 →
54.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.33
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.59
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
32.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +62.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -27.6%
% 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.
20262.6-4.0-15.09.2-2.7———————-11.0%
20253.2-2.1-9.9-8.713.0-8.622.6-9.1-11.9-3.58.12.7-9.6%
2024-9.70.36.410.71.2-14.41.7-3.10.0-6.3-1.2-13.1-26.7%
20238.2-2.0-7.2-7.013.6-4.03.0-5.58.8-10.88.06.88.7%
2022-9.3-8.615.1-4.3-6.8-15.88.6-2.1-17.45.114.43.0-22.0%
202112.1-3.51.010.7-6.4-2.114.211.0-12.39.9-11.211.934.5%
20208.8-14.3-18.05.9-3.011.621.11.69.73.510.98.647.4%
201918.9-7.4-1.118.5-1.23.5-5.8-5.24.95.715.73.656.5%
201810.114.3-10.7-2.40.0-3.38.4-4.2-0.4-25.73.4-14.1-27.6%
201717.00.710.56.410.40.310.51.9-11.65.78.1-7.062.1%
2016————-3.11.511.75.77.12.5-3.310.536.5%

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 49.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 51.9% of variance. Idiosyncratic stock-specific factors contribute 20.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-04-0110000
2016-05-019694.722181332307
2016-06-019842.265578114206
2016-07-0110998.607226569135
2016-08-0111629.544914112304
2016-09-0112449.526117332667
2016-10-0112766.240530839175
2016-11-0112348.861436028668
2016-12-0113645.10321243758
2017-01-0115970.072356278237
2017-02-0116082.966267706906
2017-03-0117772.072061870844
2017-04-0118903.842016464165
2017-05-0120867.879021208653
2017-06-0120922.797323157403
2017-07-0123117.774280117308
2017-08-0123547.778922695412
2017-09-0120820.887072118487
2017-10-0122004.121703486464
2017-11-0123788.90990001472
2017-12-0122123.469930814263
2018-01-0124360.62640834305
2018-02-0127840.74824770985
2018-03-0124857.835199800706
2018-04-0124261.207296773973
2018-05-0124261.207296773973
2018-06-0123458.26775219956
2018-07-0125421.51212165819
2018-08-0124364.419734353945
2018-09-0124263.698436243812
2018-10-0118021.582326497795
2018-11-0118625.68364793405
2018-12-0116008.005616387167
2019-01-0119028.39898995618
2019-02-0117618.86698447567
2019-03-0117417.537621867672
2019-04-0120639.26035804468
2019-05-0120387.542037978554
2019-06-0121102.895383465628
2019-07-0119873.574671905608
2019-08-0118849.206798546078
2019-09-0119771.154869611495
2019-10-0120897.999162071268
2019-11-0124176.112237156478
2019-12-0125046.878715477902
2020-01-0127249.38570765346
2020-02-0123356.58396838517
2020-03-0119156.52282223455
2020-04-0120283.367114694323
2020-05-0119668.73506731738
2020-06-0121946.032860394276
2020-07-0126585.440422134903
2020-08-0127002.47981610861
2020-09-0129608.89110323508
2020-10-0130651.432971363218
2020-11-0133987.63488954061
2020-12-0136906.85403055042
2021-01-0141389.88597375245
2021-02-0139930.304711650606
2021-03-0140347.28748881818
2021-04-0144673.94381348159
2021-05-0141806.92536772615
2021-06-0140924.09950969846
2021-07-0146732.70073488614
2021-08-0151854.82318571444
2021-09-0145465.39014641106
2021-10-0149953.80068619569
2021-11-0144356.43676468923
2021-12-0149636.97303907692
2022-01-0145042.91553904861
2022-02-0141188.16029350152
2022-03-0147419.179509245514
2022-04-0145359.743186167376
2022-05-0142297.05705841722
2022-06-0135614.51881376468
2022-07-0138671.76972812609
2022-08-0137867.244912979964
2022-09-0131269.97157836332
2022-10-0132879.02120865558
2022-11-0137599.05110232921
2022-12-0138725.3858435338
2023-01-0141889.92560551674
2023-02-0141031.784674962924
2023-03-0138081.76599141689
2023-04-0135399.941118521616
2023-05-0140227.20324301065
2023-06-0138622.96604123968
2023-07-0139765.32333857982
2023-08-0137589.42624528665
2023-09-0140907.737252726096
2023-10-0136501.421081833934
2023-11-0139438.984068030746
2023-12-0142104.503300759796
2024-01-0138024.58301722283
2024-02-0138133.40051860994
2024-03-0140581.34136537089
2024-04-0144933.19216876337
2024-05-0145477.22305889281
2024-06-0138940.41647322591
2024-07-0139604.191908326065
2024-08-0138387.32689411525
2024-09-0138387.32689411525
2024-10-0135953.54024888748
2024-11-0135511.02329215404
2024-12-0130864.708480065216
2025-01-0131860.371632715454
2025-02-0131196.5961976153
2025-03-0128099.090734093505
2025-04-0125659.75564186473
2025-05-0128984.068030754242
2025-06-0126496.66527011878
2025-07-0132498.046720188417
2025-08-0129553.97280128633
2025-09-0126043.730821056924
2025-10-0125137.8619229332
2025-11-0127176.06694371157
2025-12-0127912.08542343709
2026-01-0128648.103903162613
2026-02-0127515.767780507966
2026-03-0123382.740932818495
2026-04-0125534.17956586233
2026-05-0124854.77789226954
Annual Return Matrix
YearAnnual Return
20170.6213486689238532
2018-0.2764242830601037
20190.5646470469649116
20200.4735111089009094
20210.34492560644667436
2022-0.21982781236383875
20230.08725845807912691
2024-0.2669499445322219
2025-0.09566340335063128
2026-0.1095334685598377
Total Factor Risk
0.4947859336405419
VTI.US Exposure
-0.12254074679460054
VEA.US Exposure
-0.011878807391070846
VWO.US Exposure
0.009199677300860017
QQQ.US Exposure
0.08515495807109827
VTV.US Exposure
0.09844330451957914
IJR.US Exposure
0.04374924068591048
QUAL.US Exposure
0.11187799471878793
SHV.US Exposure
0.5191637180467124
TLT.US Exposure
-0.010303769164095571
LQD.US Exposure
0.03363098220835052
HYG.US Exposure
-0.006470332202191538
GLD.US Exposure
0.005887567261928612
USO.US Exposure
0.014746204625540391
VNQ.US Exposure
-0.009913957239961153
BTC-USD.CC Exposure
0.009332621553529014
CPER.US Exposure
0.020414395754561908
VIX.INDX Exposure
0.003017591017399595
UUP.US Exposure
-0.0016974228269347645
TIP.US Exposure
0.007818595642995065
Idiosyncratic Exposure
0.20036818421160119
Value Score
45.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
30.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
49.5%

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 →10.1x
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 →2.51%
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$300.8M
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 →
+2.6%
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 →
-7.8%
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 →
25.8% 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 →
0.97
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 →
✦ Death Cross
Bearish — 50 SMA below 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 →
58
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement-15.2%
50.0% retracement-11.2%
61.8% retracement-6.9%
% distance of current price from each 52-week Fibonacci support level.

Frequently Asked Questions & Methodology

Is Delta Plus Group SA a high-risk investment?

Delta Plus Group SA (ALDLT.PA) has an annualized volatility of 49.5% and experienced a maximum drawdown of 54.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ALDLT.PA has generated a Compound Annual Growth Rate (CAGR) of 9.8%. 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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