Alfa Laval AB ADR

10-Year Study

ALFVY.US · Industrials · US · Common Stock

Executive Summary: Alfa Laval AB ADR has compounded at 17.3% annually over the last 10 years, with a maximum drawdown of 42.4% and an annualized volatility of 25.1%.

1Y CAGR
+47.4%
3Y CAGR
+21.3%
5Y CAGR
+12.2%
10Y CAGR
+17.3%

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 →
42.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.58
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.99
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
29.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +48.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -26.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202615.41.6-6.810.5————————20.7%
20257.1-3.5-1.30.71.0-0.73.14.60.14.3-0.76.422.5%
2024-7.11.34.511.56.9-5.00.71.87.1-8.7-3.2-1.56.4%
20238.15.97.84.3-2.21.63.0-6.2-1.7-6.715.77.240.7%
2022-17.1-1.66.3-17.1-4.7-10.723.1-9.4-6.6-1.813.43.5-26.5%
2021-4.318.0-2.613.910.0-5.118.2-3.0-7.314.0-9.94.348.7%
2020-0.8-10.9-22.011.77.38.88.03.5-9.4-8.724.88.913.1%
20195.8-3.35.13.1-11.66.6-13.5-2.47.317.26.32.420.5%
201811.2-8.1-2.67.90.1-4.715.7-2.51.0-5.6-15.9-0.6-7.8%
201712.5-2.84.411.0-1.71.39.11.47.74.0-6.3-0.346.0%
2016———-0.8-4.33.21.5-1.91.2-8.44.210.74.4%

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 25.1%. The dominant macroeconomic risk driver is VEA.US, accounting for 54.1% of variance. Idiosyncratic stock-specific factors contribute 31.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019924.667267698607
2016-05-019493.83432911083
2016-06-019797.61013400975
2016-07-019942.239811744572
2016-08-019753.602371529423
2016-09-019873.095671041974
2016-10-019048.637745824612
2016-11-019427.82268539034
2016-12-0110439.695612976178
2017-01-0111740.90429839708
2017-02-0111410.158458505877
2017-03-0111911.357975642926
2017-04-0113217.914826643033
2017-05-0112994.361505432209
2017-06-0113166.343229986402
2017-07-0114365.783964671547
2017-08-0114571.229925278487
2017-09-0115696.560365508916
2017-10-0116319.46885075562
2017-11-0115288.189722353807
2017-12-0115246.932445028498
2018-01-0116951.39281512156
2018-02-0115572.25371697508
2018-03-0115163.883073819967
2018-04-0116362.101370658438
2018-05-0116383.723240071513
2018-06-0115616.261479455405
2018-07-0118075.806426966978
2018-08-0117628.317772718245
2018-09-0117807.022905429152
2018-10-0116802.331800192536
2018-11-0114137.111684977766
2018-12-0114056.277982366335
2019-01-0114875.005730177407
2019-02-0114380.224011735403
2019-03-0115118.194459300461
2019-04-0115582.797243402658
2019-05-0113768.623076570451
2019-06-0114677.429213208441
2019-07-0112689.13405559036
2019-08-0112385.35825069144
2019-09-0113283.315251440185
2019-10-0115565.377504087528
2019-11-0116544.01540271687
2019-12-0116938.55721773146
2020-01-0116806.839539752153
2020-02-0114982.58026068487
2020-03-0111686.276607123758
2020-04-0113056.858640343506
2020-05-0114013.187048271015
2020-06-0115247.543663951838
2020-07-0116460.96603150834
2020-08-0117034.365783964673
2020-09-0115437.250737282828
2020-10-0114093.103922497443
2020-11-0117582.705560564154
2020-12-0119150.634903656617
2021-01-0118320.752410494628
2021-02-0121619.195330287424
2021-03-0121049.99770792904
2021-04-0123968.644469232768
2021-05-0126362.024968293015
2021-06-0125014.592851794696
2021-07-0129559.922375196733
2021-08-0128671.821279586817
2021-09-0126580.688538117138
2021-10-0130297.28160383845
2021-11-0127301.77406292499
2021-12-0128482.190608621244
2022-01-0123616.27675992849
2022-02-0123243.280411961554
2022-03-0124701.80156777654
2022-04-0120488.287517381537
2022-05-0119523.860458719802
2022-06-0117438.305089925587
2022-07-0121465.091759240862
2022-08-0119456.39717005638
2022-09-0118178.87321791483
2022-10-0117842.702810079
2022-11-0120229.589108078784
2022-12-0120940.513118286144
2023-01-0122632.51990281619
2023-02-0123972.388185138214
2023-03-0125835.383463472033
2023-04-0126944.36379750317
2023-05-0126360.64972571551
2023-06-0126780.251516586955
2023-07-0127592.026649145057
2023-08-0125891.844811515366
2023-09-0125459.789435080915
2023-10-0123755.17626025702
2023-11-0127491.17552679431
2023-12-0129461.51612853934
2024-01-0127361.673517412102
2024-02-0127720.153415949757
2024-03-0128965.435569885245
2024-04-0132293.216997998257
2024-05-0134527.222162798156
2024-06-0132798.389438137005
2024-07-0133029.659398254975
2024-08-0133610.47018015678
2024-09-0136000.870986965754
2024-10-0132867.227969377935
2024-11-0131824.717693259787
2024-12-0131333.756093088643
2025-01-0133545.298962455876
2025-02-0132383.066179728925
2025-03-0131954.983726296166
2025-04-0132165.39584065523
2025-05-0132471.005302324163
2025-06-0132249.438442614188
2025-07-0133242.669193038215
2025-08-0134770.71650138288
2025-09-0134816.557920633226
2025-10-0136321.68451935272
2025-11-0136077.19695001758
2025-12-0138384.54838561802
2026-01-0144313.37194199533
2026-02-0145016.273703833875
2026-03-0141937.25837751937
2026-04-0146345.67486209373
Annual Return Matrix
YearAnnual Return
20170.46047672367737347
2018-0.07809141064636871
20190.20505280551373284
20200.1305942210715283
20210.48727134906544856
2022-0.2647857250155583
20230.40691471895272224
20240.06354866315707586
20250.22502224985674757
20260.20740445859872603
Total Factor Risk
0.2514453169555834
VTI.US Exposure
-0.08960075194977059
VEA.US Exposure
0.5412490097646036
VWO.US Exposure
-0.1203131431335435
QQQ.US Exposure
0.005353426658025368
VTV.US Exposure
-0.13333526266779744
IJR.US Exposure
0.09687512565588606
QUAL.US Exposure
0.14868725616804368
SHV.US Exposure
0.008191660776345524
TLT.US Exposure
-0.03206585004466757
LQD.US Exposure
0.09005121189000923
HYG.US Exposure
-0.010347469233165629
GLD.US Exposure
-0.0053890542790518406
USO.US Exposure
-0.004600763970422904
VNQ.US Exposure
0.1110601888701646
BTC-USD.CC Exposure
0.00047363763899737325
CPER.US Exposure
0.08180633373008225
VIX.INDX Exposure
-0.011771302717253943
UUP.US Exposure
-0.03305978938921749
TIP.US Exposure
0.04108378956851111
Idiosyncratic Exposure
0.3156517466642222
Value Score
39.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
21.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
25.1%

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 →26.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.76%
Market Cap$23.4B
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 →
+6.7%
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 →
+21.4%
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 →
0.7% 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 →
0.82
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Alfa Laval AB ADR a high-risk investment?

Alfa Laval AB ADR (ALFVY.US) has an annualized volatility of 25.1% and experienced a maximum drawdown of 42.4% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of ALFVY.US?

Over the past 10 years, ALFVY.US has generated a Compound Annual Growth Rate (CAGR) of 17.3%. It has had a positive return in 80% 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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