Gevelot

10-Year Study

ALGEV.PA · Industrials · FR · Common Stock

Executive Summary: Gevelot has compounded at 6.0% annually over the last 10 years, with a maximum drawdown of 31.5% and an annualized volatility of 14.1%.

1Y CAGR
+2.3%
3Y CAGR
+1.3%
5Y CAGR
+2.1%
10Y CAGR
+6.0%

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 →
31.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.15
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.22
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
18.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +38.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -17.2%
% 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.
20260.6-0.60.06.4————————6.4%
2025-0.53.3-2.1-6.56.32.60.0-1.6-2.21.7-1.1-3.4-4.0%
20243.86.52.65.9-1.6-3.6-9.5-6.21.5-5.0-1.6-1.1-9.1%
20235.92.0-2.52.1-4.5-0.5-0.50.52.20.58.41.014.9%
20224.311.81.1-3.1-1.1-0.5-0.6-1.1-2.35.80.80.315.4%
20211.210.33.81.1-4.2-4.4-1.71.2-0.60.6-6.41.21.1%
2020-1.0-5.6-23.17.73.9-10.90.74.215.5-7.64.4-1.2-17.2%
2019-1.74.5-1.67.7-1.53.60.5-2.0-2.12.10.52.112.2%
2018-0.40.00.50.00.50.40.0-2.5-2.1-1.61.6-5.8-9.1%
20172.28.60.05.614.3-2.8-1.715.2-1.0-4.3-1.0-0.238.3%
2016———-2.4-2.0-1.8-2.6-2.67.319.6-3.05.817.4%

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 14.1%. The dominant macroeconomic risk driver is VTI.US, accounting for 20.0% of variance. Idiosyncratic stock-specific factors contribute 48.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019760.947682280635
2016-05-019561.749775471371
2016-06-019389.986532916499
2016-07-019146.32778677334
2016-08-018905.91300430891
2016-09-019551.87885742038
2016-10-0111427.445971784931
2016-11-0111089.897648311702
2016-12-0111737.485483262537
2017-01-0111996.511348775219
2017-02-0113032.651884696554
2017-03-0113032.651884696554
2017-04-0113761.181247665503
2017-05-0115727.4125126167
2017-06-0115294.417509247613
2017-07-0115036.985820171336
2017-08-0117327.678332269003
2017-09-0117161.782029738803
2017-10-0116430.360904861962
2017-11-0116270.998872027487
2017-12-0116238.318255081205
2018-01-0116181.10400425608
2018-02-0116181.10400425608
2018-03-0116262.833352024742
2018-04-0116262.833352024742
2018-05-0116344.553431325752
2018-06-0116410.526384083445
2018-07-0116410.526384083445
2018-08-0115998.200063581688
2018-09-0115668.344568260874
2018-10-0115420.95062965335
2018-11-0115668.344568260874
2018-12-0114761.230370544068
2019-01-0114513.827163468892
2019-02-0115173.547422578173
2019-03-0114926.15348397065
2019-04-0116079.112657054908
2019-05-0115831.74232407594
2019-06-0116396.951120187
2019-07-0116480.184324351445
2019-08-0116147.251507693667
2019-09-0115814.32010529182
2019-10-0116147.251507693667
2019-11-0116230.484711858111
2019-12-0116563.41752851589
2020-01-0116396.951120187
2020-02-0115481.385874378113
2020-03-0111902.356681051087
2020-04-0112817.921926859972
2020-05-0113317.322566102564
2020-06-0111862.421629267941
2020-07-0111946.553593074994
2020-08-0112451.336890381746
2020-09-0114386.341651441518
2020-10-0113292.642385893
2020-11-0113881.558354134766
2020-12-0113713.295840776587
2021-01-0113881.558354134766
2021-02-0115311.77981788779
2021-03-0115900.6929576177
2021-04-0116068.952642464023
2021-05-0115395.909660310948
2021-06-0114718.13740633272
2021-07-0114462.910881670516
2021-08-0114633.060012437414
2021-09-0114547.986861309893
2021-10-0114633.060012437414
2021-11-0113697.225650660188
2021-12-0113867.377609938942
2022-01-0114462.910881670516
2022-02-0116164.430474458071
2022-03-0116334.581019480898
2022-04-0115824.125141644632
2022-05-0115653.973182365877
2022-06-0115568.897202726499
2022-07-0115482.40272439076
2022-08-0115309.41659623114
2022-09-0114963.440097144112
2022-10-0115828.377809221858
2022-11-0115958.118819597503
2022-12-0116001.368180149264
2023-01-0116952.798956306822
2023-02-0117298.775455393847
2023-03-0116866.30589222701
2023-04-0117212.280977058108
2023-05-0116433.836329060174
2023-06-0116353.044130628448
2023-07-0116264.650306580636
2023-08-0116353.044130628448
2023-09-0116706.623669587498
2023-10-0116795.01890789124
2023-11-0118209.337063727435
2023-12-0118386.126126078994
2024-01-0119093.28378974116
2024-02-0120330.812883225793
2024-03-0120861.1814845364
2024-04-0122098.707749509176
2024-05-0121745.129624806053
2024-06-0120951.490211111508
2024-07-0118964.71095476252
2024-08-0117790.704580565776
2024-09-0118061.62934603517
2024-10-0117158.547737307817
2024-11-0116887.622971838427
2024-12-0116707.006932944143
2025-01-0116616.699620624964
2025-02-0117158.547737307817
2025-03-0116797.31565951925
2025-04-0115713.618011897612
2025-05-0116707.006932944143
2025-06-0117146.66515899593
2025-07-0117146.66515899593
2025-08-0116868.61112939059
2025-09-0116497.872423250134
2025-10-0116775.926452855474
2025-11-0116590.55709978525
2025-12-0116034.44904057457
2026-01-0116127.133717109682
2026-02-0116034.44904057457
2026-03-0116034.44904057457
2026-04-0117053.980482460815
Annual Return Matrix
YearAnnual Return
20170.3834580053996046
2018-0.09096310722170597
20190.12208922377961606
2020-0.17207328637537977
20210.011235939992207511
20220.15388566102655643
20230.14903462748192853
2024-0.09132533855259373
2025-0.040256037186611304
20260.06358381502890165
Total Factor Risk
0.14110041602784248
VTI.US Exposure
0.20045261181313095
VEA.US Exposure
0.0450025823055573
VWO.US Exposure
-0.005779594039554973
QQQ.US Exposure
-0.043669047789936424
VTV.US Exposure
-0.006105387275876102
IJR.US Exposure
0.0042858365108643295
QUAL.US Exposure
0.005598571083580391
SHV.US Exposure
0.05847335822619712
TLT.US Exposure
0.004034815012707436
LQD.US Exposure
0.09156327802106874
HYG.US Exposure
0.011089976562908164
GLD.US Exposure
0.011174623625104498
USO.US Exposure
0.04395274722684707
VNQ.US Exposure
0.0035356081494926517
BTC-USD.CC Exposure
0.0029527470898348287
CPER.US Exposure
0.019367728262233385
VIX.INDX Exposure
0.04048398128840721
UUP.US Exposure
0.013048609813846384
TIP.US Exposure
0.01738752891902726
Idiosyncratic Exposure
0.48314942519455983
Value Score
0
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
35.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
14.1%

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 →387.0x
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 →2.96%
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$132.9M
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: 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 →
+7.2%
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 →
+3.6%
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 →
3.7% 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 →
0.20
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 →
85
OversoldNeutralOverbought
Overbought
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+2.0%
50.0% retracement+4.0%
61.8% retracement+5.9%
% distance of current price from each 52-week Fibonacci support level.

Frequently Asked Questions & Methodology

Is Gevelot a high-risk investment?

Gevelot (ALGEV.PA) has an annualized volatility of 14.1% and experienced a maximum drawdown of 31.5% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, ALGEV.PA has generated a Compound Annual Growth Rate (CAGR) of 6.0%. 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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