Entech SE SAS

10-Year Study

ALESE.PA · Utilities · FR · Common Stock

Executive Summary: Entech SE SAS has compounded at -5.6% annually over the last 10 years, with a maximum drawdown of 91.1% and an annualized volatility of 211.2%.

1Y CAGR
+34.9%
3Y CAGR
+6.6%
5Y CAGR
-25.4%
10Y CAGR
-5.6%

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 →
91.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.35
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.46
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
73.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +196.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -83.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
57%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202613.26.80.52.2————————24.2%
20254.718.58.9-5.7-1.6-0.5-2.112.110.8-14.84.9-1.932.9%
20242.7-14.7-42.437.937.7-14.83.8-4.5-7.7-15.5-16.025.4-33.6%
20231.01.7-12.6-11.18.510.0-13.55.6-6.314.57.9-5.7-5.0%
20224.0-14.87.41.24.92.55.03.7-3.72.121.10.735.3%
20219.3-3.7-9.723.2-18.39.0-7.4-0.1-3.0-82.9-4.65.4-83.9%
2020———————99.5———48.4196.0%

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 211.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 70.7% of variance. Idiosyncratic stock-specific factors contribute 15.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-05-0110000
2020-08-0119946.249255810508
2020-12-0129603.46759098095
2021-01-0132348.115533065793
2021-02-0131149.028573960917
2021-03-0128120.40524337013
2021-04-0134654.56811676796
2021-05-0128297.042413277668
2021-06-0130851.465511494098
2021-07-0128567.430127822747
2021-08-0128534.14123367294
2021-09-0127684.252053036504
2021-10-014728.402339759619
2021-11-014511.0044156053
2021-12-014755.577039785412
2022-01-014945.800263913938
2022-02-014212.082391373602
2022-03-014524.591765618196
2022-04-014578.941165669781
2022-05-014803.132926804537
2022-06-014925.419076920605
2022-07-015169.991701100716
2022-08-015360.2146012812655
2022-09-015163.19786412028
2022-10-015271.896988171428
2022-11-016386.060337124884
2022-12-016433.616548091988
2023-01-016494.759785124012
2023-02-016603.458585227182
2023-03-015774.629262596572
2023-04-015136.023164094488
2023-05-015570.818688455148
2023-06-016127.901010827832
2023-07-015299.071688197221
2023-08-015597.993388480941
2023-09-015244.721964197658
2023-10-016005.614536763787
2023-11-016481.172111163137
2023-12-016114.313336866958
2024-01-016277.361537021714
2024-02-015353.421088248807
2024-03-013084.3313684592717
2024-04-014252.844765360269
2024-05-015856.153362673949
2024-06-014986.562313952627
2024-07-015176.785214133176
2024-08-014945.800263913938
2024-09-014565.353815656885
2024-10-013858.810967090319
2024-11-013240.5860555815684
2024-12-014062.6215412317424
2025-01-014252.844765360269
2025-02-015040.911714004213
2025-03-015489.29458837777
2025-04-015176.785214133176
2025-05-015095.261114055798
2025-06-015068.0864140300055
2025-07-014959.387613926834
2025-08-015557.23166239023
2025-09-016155.0757108536245
2025-10-015244.721964197658
2025-11-015502.882003180262
2025-12-015400.976780899146
2026-01-016114.313336866958
2026-02-016528.727907476829
2026-03-016562.696314903868
2026-04-016705.36362609743
Annual Return Matrix
YearAnnual Return
20201.960346759098095
2021-0.8393574325315101
20220.35285718100411545
2023-0.049630438624715056
2024-0.3355555534362793
20250.3294314338868074
20260.2415094339622641
Total Factor Risk
2.1122711430457985
VTI.US Exposure
0.05432172457047768
VEA.US Exposure
0.00022672679539214083
VWO.US Exposure
0.0006972885678224675
QQQ.US Exposure
0.000358589738001755
VTV.US Exposure
0.02319561043016973
IJR.US Exposure
8.208607208317087e-7
QUAL.US Exposure
0.0013665383711922575
SHV.US Exposure
0.706880981317968
TLT.US Exposure
0.002982518552371895
LQD.US Exposure
-0.0000947403483540456
HYG.US Exposure
0.0030013994907032043
GLD.US Exposure
0.0005469882490557038
USO.US Exposure
0.003462098990062015
VNQ.US Exposure
0.0014370358982749782
BTC-USD.CC Exposure
0.026811534587860755
CPER.US Exposure
-0.00008987698313474158
VIX.INDX Exposure
0.0042876122481082
UUP.US Exposure
0.01617161477394632
TIP.US Exposure
0.0009587155456222834
Idiosyncratic Exposure
0.15347681834373864
Value Score
0
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
211.2%

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 →196.0x
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$144.2M
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 →
+1.7%
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 →
+13.9%
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 →
83.8% 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 →
0.23
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Entech SE SAS a high-risk investment?

Entech SE SAS (ALESE.PA) has an annualized volatility of 211.2% and experienced a maximum drawdown of 91.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ALESE.PA has generated a Compound Annual Growth Rate (CAGR) of -5.6%. It has had a positive return in 57% 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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