Ecoslops SA

10-Year Study

ALESA.PA · Energy · FR · Common Stock

Executive Summary: Ecoslops SA has compounded at -19.9% annually over the last 10 years, with a maximum drawdown of 97.4% and an annualized volatility of 101.2%.

1Y CAGR
+86.9%
3Y CAGR
-38.7%
5Y CAGR
-36.2%
10Y CAGR
-19.9%

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 →
97.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.10
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.19
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
84.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +54.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -83.2%
% 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.
202619.4-15.586.7-17.9————————54.6%
20256.7-8.8-30.8-3.250.713.09.3-4.27.0-8.5-6.76.312.7%
2024-3.5-28.0-25.611.36.2-13.98.86.2-6.9-3.84.8-10.8-49.0%
20235.5-6.9-10.1-0.6-29.1-0.8-8.4-20.9-83.1194.8-34.515.6-83.2%
20223.5-3.111.3-6.23.5-6.66.2-0.6-6.7-3.00.7-8.3-10.9%
20210.4-10.82.92.8-3.7-1.9-15.33.79.3-7.9-3.7-1.4-24.9%
20206.1-10.7-31.5-0.820.216.215.6-2.5-20.7-11.137.03.10.9%
20190.49.50.41.9-7.73.6-1.2-7.03.8-8.50.00.4-5.8%
2018-0.7-8.12.47.85.12.8-5.7-3.95.9-14.3-18.421.0-11.6%
201714.8-6.55.0-3.7-2.317.717.0-7.420.5-7.4-4.8-4.537.3%
2016———13.522.0-2.810.5-18.416.1-13.05.13.733.5%

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 101.2%. The dominant macroeconomic risk driver is TLT.US, accounting for 7.4% of variance. Idiosyncratic stock-specific factors contribute 65.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111345.71355889087
2016-05-0113839.119549063449
2016-06-0113456.4661462866
2016-07-0114868.052859189438
2016-08-0112137.26251522982
2016-09-0114089.75886676753
2016-10-0112255.887747861132
2016-11-0112876.059392949433
2016-12-0113350.96198904792
2017-01-0115329.8343798953
2017-02-0114327.143220554566
2017-03-0115039.564058964508
2017-04-0114485.533344937006
2017-05-0114155.632020779498
2017-06-0116662.292974869128
2017-07-0119498.721364591842
2017-08-0118060.758612379333
2017-09-0121767.864076370013
2017-10-0120150.22292439315
2017-11-0119186.22554860823
2017-12-0118329.338992354966
2018-01-0118208.839320381852
2018-02-0116736.065551821554
2018-03-0117137.73112506527
2018-04-0118476.616369210995
2018-05-0119413.836040113005
2018-06-0119949.390137771294
2018-07-0118811.33768024743
2018-08-0118074.95079596728
2018-09-0119146.05899128386
2018-10-0116401.34424078512
2018-11-0113388.852441457244
2018-12-0116200.511454163265
2019-01-0116267.455716370552
2019-02-0117807.173747138135
2019-03-0117874.11800934542
2019-04-0118208.839320381852
2019-05-0116803.009814028843
2019-06-0117405.508173894417
2019-07-0117204.675387272557
2019-08-0115999.678667541404
2019-09-0116602.177027406982
2019-10-0115196.347521053971
2019-11-0115196.347521053971
2019-12-0115263.291783261257
2020-01-0116200.511454163265
2020-02-0114459.960636773823
2020-03-019907.750806678361
2020-04-019827.417692029616
2020-05-0111808.967853365288
2020-06-0113723.573752493674
2020-07-0115865.790143126833
2020-08-0115464.124569883117
2020-09-0112264.188836374835
2020-10-0110898.525887346197
2020-11-0114928.570472224827
2020-12-0115397.180307675832
2021-01-0115464.124569883117
2021-02-0113790.518014700961
2021-03-0114192.183587944677
2021-04-0114593.849161188395
2021-05-0114058.295063530106
2021-06-0113790.518014700961
2021-07-0111675.079328950716
2021-08-0112103.522607077346
2021-09-0113228.186212159759
2021-10-0112183.855721726091
2021-11-0111728.634738716546
2021-12-0111567.968509419059
2022-01-0111969.634082662775
2022-02-0111594.746214301971
2022-03-0112906.853753564785
2022-04-0112103.522607077346
2022-05-0112531.96588520398
2022-06-0111701.857033833632
2022-07-0112424.85506567232
2022-08-0112344.52195102358
2022-09-0111514.41309965323
2022-10-0111166.302936175342
2022-11-0111246.636050824085
2022-12-0110309.416379922079
2023-01-0110871.748182463281
2023-02-0110121.972445741676
2023-03-019104.419660190926
2023-04-019050.864250425097
2023-05-016413.26031945802
2023-06-016359.704909692191
2023-07-015824.1508120339
2023-08-014605.765239861292
2023-09-01776.55344160452
2023-10-012289.4937674891885
2023-11-011499.5514734432113
2023-12-011733.856391168713
2024-01-011673.6065551821555
2024-02-011204.9967197311519
2024-03-01897.0531135776354
2024-04-01998.8083921327104
2024-05-011060.3971133634136
2024-06-01913.1197365073841
2024-07-01993.4528511561275
2024-08-011055.041572386831
2024-09-01982.7417692029617
2024-10-01945.2529823668814
2024-11-01990.775080667836
2024-12-01883.6642611361781
2025-01-01942.5752118785899
2025-02-01859.5643267415551
2025-03-01594.4650484007017
2025-04-01575.7206549826615
2025-05-01867.5976382064295
2025-06-01980.0639987146702
2025-07-011071.1081953165794
2025-08-011025.5860970156248
2025-09-011097.885900199494
2025-10-011004.1639331092933
2025-11-01937.219670902007
2025-12-01996.130621644419
2026-01-011188.9300968014034
2026-02-011004.1639331092933
2026-03-011874.439341804014
2026-04-011539.7180307675828
Annual Return Matrix
YearAnnual Return
20170.37288526530080124
2018-0.1161431701972242
2019-0.057851239669421406
20200.00877192982456143
2021-0.24869565217391298
2022-0.10879629629629628
2023-0.8318181818181818
2024-0.49034749034749026
20250.1272727272727272
20260.5456989247311828
Total Factor Risk
1.011676755661985
VTI.US Exposure
0.03774189319507819
VEA.US Exposure
-0.0008532843445346102
VWO.US Exposure
-0.0006294887188238699
QQQ.US Exposure
-0.0037619113369847836
VTV.US Exposure
-0.00025433512832629497
IJR.US Exposure
-0.0014843485270150444
QUAL.US Exposure
-0.007085202769558528
SHV.US Exposure
0.06975743574172884
TLT.US Exposure
0.0742227564987188
LQD.US Exposure
-0.010647822630356959
HYG.US Exposure
0.048619890432615984
GLD.US Exposure
0.00009563215776979333
USO.US Exposure
0.024197757831643574
VNQ.US Exposure
0.04519437155775106
BTC-USD.CC Exposure
0.006343741740942497
CPER.US Exposure
0.001972597753776887
VIX.INDX Exposure
0.012256024919519236
UUP.US Exposure
0.031921455022789536
TIP.US Exposure
0.015334283805093623
Idiosyncratic Exposure
0.6570585527981722
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
101.2%

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$6.1M
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 →
+5.5%
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 →
+32.3%
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 →
32.4% 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 →
-0.91
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Ecoslops SA a high-risk investment?

Ecoslops SA (ALESA.PA) has an annualized volatility of 101.2% and experienced a maximum drawdown of 97.4% over the last 10 years. Its primary macro risk driver is TLT.US.

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

Over the past 10 years, ALESA.PA has generated a Compound Annual Growth Rate (CAGR) of -19.9%. 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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