Egide S.A.

10-Year Study

ALGID.PA · Technology · FR · Common Stock

Executive Summary: Egide S.A. has compounded at -9.3% annually over the last 10 years, with a maximum drawdown of 88.8% and an annualized volatility of 133.6%.

1Y CAGR
+117.3%
3Y CAGR
+16.4%
5Y CAGR
-3.7%
10Y CAGR
-9.3%

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 →
88.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.06
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.18
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
74.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +124.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -62.2%
% 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.
2026-7.3-6.110.612.1————————8.1%
2025-8.6-6.978.7-19.2-3.11.5-0.75.7-15.4-7.2-10.9153.1124.4%
2024-1.2-15.3-0.2-0.22.3-29.9-0.9-6.7-13.413.5-2.314.2-39.4%
20233.393.6-14.8-25.52.5-8.832.6-20.7-4.7-3.25.413.637.8%
2022-8.714.9-12.0-19.5-19.07.9-22.425.0-33.3-6.81.4-4.8-62.2%
2021-17.48.122.62.01.212.2-1.7-5.91.1-10.1-14.534.922.7%
20200.9-11.5-12.023.98.3-6.5-7.0-2.94.03.112.728.638.4%
20191.4-17.7-0.42.6-12.61.0-3.8-5.7-0.4-6.15.6-10.4-39.6%
201817.9-7.4-3.42.6-3.8-0.9-1.8-2.7-0.9-27.2-0.3-9.7-36.0%
20172.3-7.59.0-3.4-1.27.4-4.4-1.92.7-11.7-2.6-4.0-15.9%
2016———-4.8-3.7-6.213.14.6-2.3-6.3-8.0-3.5-17.3%

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 133.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 73.9% of variance. Idiosyncratic stock-specific factors contribute 20.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019523.918143899895
2016-05-019166.775286757038
2016-06-018601.40771637122
2016-07-019732.142857142859
2016-08-0110178.897288842543
2016-09-019940.693430656935
2016-10-019315.693430656935
2016-11-018571.42857142857
2016-12-018273.918143899895
2017-01-018460.961939520334
2017-02-017822.275808133473
2017-03-018524.83055265902
2017-04-018237.421793534932
2017-05-018141.618873826902
2017-06-018748.044838373306
2017-07-018365.159019812303
2017-08-018205.487486965589
2017-09-018429.02763295099
2017-10-017439.064129301356
2017-11-017247.458289885297
2017-12-016960.375391032327
2018-01-018205.487486965589
2018-02-017598.735662148072
2018-03-017343.2612095933255
2018-04-017534.867049009385
2018-05-017247.458289885297
2018-06-017183.589676746611
2018-07-017056.178310740354
2018-08-016864.572471324295
2018-09-016800.70385818561
2018-10-014948.839937434828
2018-11-014932.872784150157
2018-12-014453.858185610011
2019-01-014517.726798748697
2019-02-013719.694994786236
2019-03-013703.7278415015644
2019-04-013799.530761209593
2019-05-013320.5161626694467
2019-06-013352.45046923879
2019-07-013224.7132429614185
2019-08-013039.6246089676747
2019-09-013026.590198123045
2019-10-012841.501564129301
2019-11-013001.173096976017
2019-12-012688.347236704901
2020-01-012713.7643378519288
2020-02-012400.9384775808135
2020-03-012113.5297184567257
2020-04-012617.9614181438997
2020-05-012835.310218978102
2020-06-012649.895724713243
2020-07-012464.8070907194992
2020-08-012394.4212721584986
2020-09-012490.2241918665277
2020-10-012567.127215849843
2020-11-012892.661626694474
2020-12-013719.694994786236
2021-01-013071.5589155370176
2021-02-013320.5161626694467
2021-03-014070.646506777894
2021-04-014150.482273201252
2021-05-014198.383733055266
2021-06-014709.332638164755
2021-07-014629.496871741398
2021-08-014358.055265901981
2021-09-014405.956725755997
2021-10-013958.8764337851935
2021-11-013384.384775808134
2021-12-014565.628258602711
2022-01-014166.449426485922
2022-02-014789.168404588113
2022-03-014214.3508863399375
2022-04-013390.576120959333
2022-05-012745.698644421272
2022-06-012963.0474452554745
2022-07-012298.9442127215852
2022-08-012873.4358706986445
2022-09-011915.7325338894682
2022-10-011784.7367049009383
2022-11-011810.1538060479666
2022-12-011724.1266944734098
2023-01-011781.478102189781
2023-02-013448.2533889468195
2023-03-012937.3044838373307
2023-04-012187.1741397288843
2023-05-012241.266944734098
2023-06-012043.4697601668406
2023-07-012710.505735140772
2023-08-012150.677789363921
2023-09-012049.6611053180395
2023-10-011984.4890510948903
2023-11-012092.0229405630866
2023-12-012375.521376433785
2024-01-012346.193952033368
2024-02-011987.747653806048
2024-03-011984.4890510948903
2024-04-011981.2304483837331
2024-05-012026.8508863399372
2024-06-011420.7507820646506
2024-07-011407.7163712200208
2024-08-011313.2168925964547
2024-09-011137.252346193952
2024-10-011290.4066736183524
2024-11-011261.0792492179355
2024-12-011440.3023983315954
2025-01-011316.4754953076122
2025-02-011225.2346193952033
2025-03-012189.78102189781
2025-04-011769.4212721584986
2025-05-011714.0250260688217
2025-06-011740.0938477580817
2025-07-011727.0594369134515
2025-08-011824.8175182481755
2025-09-011544.5776850886339
2025-10-011433.7851929092803
2025-11-011277.3722627737227
2025-12-013232.533889468196
2026-01-012997.9144942648595
2026-02-012815.4327424400417
2026-03-013115.2241918665272
2026-04-013493.2221063607926
Annual Return Matrix
YearAnnual Return
2017-0.15875703989602608
2018-0.36011235955056187
2019-0.3964003511852503
20200.38363636363636355
20210.227420061322821
2022-0.6223681393191064
20230.37781137781137764
2024-0.3936899862825789
20251.244343891402715
20260.08064516129032273
Total Factor Risk
1.3358317050265223
VTI.US Exposure
0.0021355092912703553
VEA.US Exposure
0.010212651411796874
VWO.US Exposure
-0.0015068135124290424
QQQ.US Exposure
0.00009470765239063653
VTV.US Exposure
-0.000670170594586135
IJR.US Exposure
0.0008660204311159377
QUAL.US Exposure
0.0003489398939097851
SHV.US Exposure
0.738925577930079
TLT.US Exposure
0.018081454504558937
LQD.US Exposure
0.0015249796817685506
HYG.US Exposure
0.003938372004842938
GLD.US Exposure
-0.0004398698090415575
USO.US Exposure
0.003913121682342386
VNQ.US Exposure
0.002589447680364282
BTC-USD.CC Exposure
0.0007784070122016294
CPER.US Exposure
0.004472997126404476
VIX.INDX Exposure
0.009191783239634365
UUP.US Exposure
-0.0003444259854506425
TIP.US Exposure
-0.0005547383642723828
Idiosyncratic Exposure
0.20644204872309976
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
133.6%

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$19.1M
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 →
+10.4%
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 →
+53.6%
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 →
25.0% 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 →
0.19
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Egide S.A. a high-risk investment?

Egide S.A. (ALGID.PA) has an annualized volatility of 133.6% and experienced a maximum drawdown of 88.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ALGID.PA has generated a Compound Annual Growth Rate (CAGR) of -9.3%. 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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